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We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…

Numerical Analysis · Mathematics 2022-08-29 Pratyuksh Bansal , Andrea Moiola , Ilaria Perugia , Christoph Schwab

We propose a new approach for unsupervised alignment of heterogeneous datasets, which maps data from two different domains without any known correspondences to a common metric space. Our method is based on an unbalanced optimal transport…

Machine Learning · Computer Science 2025-05-14 Florian Beier , Moritz Piening , Robert Beinert , Gabriele Steidl

In this article, we present the mathematical analysis of the convergence of the linearized Crank-Nicolson Galerkin method for a nonlinear Schrodinger problem related to a domain with a moving boundary. The convergence analysis of the…

Numerical Analysis · Mathematics 2025-05-01 Daniel G. Alfaro Vigo , Daniele C. R. Gomes , Bruno A. do Carmo , Mauro A. Rincon

We solve the $n$-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures $\mu_1,...,\mu_n$ which are in convex order and satisfy an additional technical assumption. Our construction is…

Probability · Mathematics 2014-01-07 Jan Obłój , Peter Spoida

We develop a class of pathwise inequalities of the form $H(B_t)\ge M_t+F(L_t)$, where $B_t$ is Brownian motion, $L_t$ its local time at zero and $M_t$ a local martingale. The concrete nature of the representation makes the inequality useful…

Probability · Mathematics 2008-12-02 A. M. G. Cox , David Hobson , Jan Obłój

We consider the Schr\"odinger equation on the one dimensional torus with a general odd-power nonlinearity $p \geq 5$, which is known to be globally well-posed in the Sobolev space $H^\sigma(\mathbb{T})$, for every $\sigma \geq 1$, thanks to…

Analysis of PDEs · Mathematics 2025-10-10 Alexis Knezevitch

We consider asymptotically Euclidean, initial data sets for Einstein's field equations and solve the localization problem at infinity, also called gluing problem. We achieve optimal gluing and optimal decay, in the sense that we encompass…

General Relativity and Quantum Cosmology · Physics 2024-01-01 Bruno Le Floch , Philippe G. LeFloch

This paper studies the numerical approximation of the ground state of the Gross-Pitaevskii (GP) eigenvalue problem with a fully discretized Sobolev gradient flow induced by the $H^1$ norm. For the spatial discretization, we consider the…

Numerical Analysis · Mathematics 2024-09-04 Ziang Chen , Jianfeng Lu , Yulong Lu , Xiangxiong Zhang

We present a new construction of a Skorohod embedding, namely, given a probability measure mu with zero expectation and finite variance, we construct an integrable stopping time T adapted to a filtration F_t, such that W_t has the law mu,…

Probability · Mathematics 2015-05-06 Ronen Eldan

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

Machine Learning · Computer Science 2020-10-26 Jonathan Lacotte , Mert Pilanci

We prove that the convergence of the real and imaginary parts of the logarithm of the characteristic polynomial of unitary Brownian motion toward Gaussian free fields on the cylinder, as the matrix dimension goes to infinity, holds in…

Probability · Mathematics 2022-12-05 Johannes Forkel , Isao Sauzedde

We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension, and also the analogous problem for a symmetric variant of the system. Assuming smoothness of solutions, we discretize these problems…

Numerical Analysis · Mathematics 2014-11-26 D. C. Antonopoulos , V. A. Dougalis

We find a class of optimal Sobolev inequalities $$\Big(\int_{\mathbb{R}^N}|\nabla u|^2\, dx\Big)^{\frac{N}{N-2}}\geq C_{N,G}\int_{\mathbb{R}^N}G(u)\, dx, \quad u\in\mathcal{D}^{1,2}(\mathbb{R}^N), N\geq 3,$$ where the nonlinear function…

Analysis of PDEs · Mathematics 2021-02-10 Jarosław Mederski

In this article, we extend the framework developed in \cite{unbounded_domain_cadiot} to allow for rigorous proofs of existence of smooth, localized solutions in semi-linear partial differential equations possessing both space and non-space…

Analysis of PDEs · Mathematics 2026-01-19 Dominic Blanco , Matthieu Cadiot

In Part I, we extend our analysis in [arXiv:0807.1107], and show that a mathematically conjectured geometric Langlands duality for complex surfaces in [1], and its generalizations -- which relate some cohomology of the moduli space of…

High Energy Physics - Theory · Physics 2016-08-02 Meng-Chwan Tan

We prove a strong duality result for a linear programming problem which has the interpretation of being a discretised optimal Skorokhod embedding problem, and we recover this continuous time problem as a limit of the discrete problems. With…

Probability · Mathematics 2017-02-24 Alexander M. G. Cox , Sam M. Kinsley

The Skorokhod embedding problem (SEP) is to represent a given probability measure as a Brownian motion $B$ at a particular stopping time. In recent years particular attention has gone to solutions which exhibit additional optimality…

Probability · Mathematics 2023-07-10 Annemarie Grass

Let $\sigma\in(0,1)$ with $\sigma\neq\frac{1}{2}$. We investigate the fractional nonlinear Schr\"odinger equation in $\mathbb R^d$: $$i\partial_tu+(-\Delta)^\sigma u+\mu|u|^{p-1}u=0,\, u(0)=u_0\in H^s,$$ where $(-\Delta)^\sigma$ is the…

Analysis of PDEs · Mathematics 2015-01-08 Younghun Hong , Yannick Sire

The orthogonal group synchronization problem, which focuses on recovering orthogonal group elements from their corrupted pairwise measurements, encompasses examples such as high-dimensional Kuramoto model on general signed networks,…

Information Theory · Computer Science 2025-03-03 Shuyang Ling

We obtain an improved Sobolev inequality in H^s spaces involving Morrey norms. This refinement yields a direct proof of the existence of optimizers and the compactness up to symmetry of optimizing sequences for the usual Sobolev embedding.…

Analysis of PDEs · Mathematics 2013-02-26 Giampiero Palatucci , Adriano Pisante