Related papers: Optimal error bounds on the exponential integrator…
First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
In this paper, we develop an optimization-based framework for solving coupled forward-backward stochastic differential equations. We introduce an integral-form objective function and prove its equivalence to the error between consecutive…
In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…
In this paper we study the worst-case complexity of an inexact Augmented Lagrangian method for nonconvex constrained problems. Assuming that the penalty parameters are bounded, we prove a complexity bound of $\mathcal{O}(|\log(\epsilon)|)$…
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…
Nonnegative solutions of the Neumann initial-boundary value problem for the chemotaxis system \begin{align}\label{prob:star}\tag{$\star$} \begin{cases} u_t = \Delta u - \nabla \cdot (u \nabla v) + \lambda u - \mu u^\kappa, \\\\ 0 = \Delta v…
Consider entanglement concentration schemes that convert n identical copies of a pure state into a maximally entangled state of a desired size with success probability being close to one in the asymptotic limit. We give the distillable…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
We present the alternative derivation of the excluded volume equation. The resulting equation is mathematically identical to the one proposed in the preceding paper. As a result, the theory reproduces well the observed points by SANS (small…
We consider the isoparametric finite element method (FEM) for the Poisson equation in a smooth domain with the homogeneous Dirichlet boundary condition. Because the boundary is curved, standard triangulated meshes do not exactly fit it.…
We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…
We establish tight connections between entanglement entropy and the approximation error in Trotter-Suzuki product formulas for Hamiltonian simulation. Product formulas remain the workhorse of quantum simulation on near-term devices, yet…
In recent studies \cite{ZZ24, FY24}, the Interior Penalty Virtual Element Method (IPVEM) has been developed for solving a fourth-order singular perturbation problem, with uniform convergence established in the lowest-order case concerning…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
We propose a new splitting method for strong numerical solution of the Cox-Ingersoll-Ross model. For this method, applied over both deterministic and adaptive random meshes, we prove a uniform moment bound and strong error results of order…
Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…
Spectral enhancement -- which aims to undo spectral broadening -- leads to integral equations which are ill-posed and require special regularisation techniques for their solution. Even when an optimal regularisation technique is used,…
This paper is concerned with the rank constrained optimization problem whose feasible set is the intersection of the rank constraint set $\mathcal{R}=\!\big\{X\in\mathbb{X}\ |\ {\rm rank}(X)\le \kappa\big\}$ and a closed convex set…
In this paper, we study the convergence behavior of the diffuse domain method (DDM) for solving a class of second-order parabolic partial differential equations with Neumann boundary condition posed on general irregular domains. The DDM…