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We show that when a dynamic-weight AMM rebalances by creating arbitrage opportunities, the per-step log loss is the KL divergence between successive weight vectors. The Fisher-Rao metric is therefore the natural Riemannian metric on the…
We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…
A rotation-two-component Camassa-Holm (R2CH) system was proposed recently to describe the motion of shallow water waves under the influence of gravity. This is a highly nonlinear and strongly coupled system of partial differential…
The use of Fourier methods in wave-front reconstruction can significantly reduce the computation time for large telescopes with a high number of degrees of freedom. However, Fourier algorithms for discrete data require a rectangular data…
This paper proposes a second-order accurate direct Eulerian generalized Riemann problem (GRP) scheme for the ten-moment Gaussian closure equations with source terms. The generalized Riemann invariants associated with the rarefaction waves,…
To model time-varying nonlinear temporal dynamics in sequential data, a recurrent network capable of varying and adjusting the recurrence depth between input intervals is examined. The recurrence depth is extended by several intermediate…
The detection of quasi-periodic sources of gravitational waves requires the accumulation of signal-to-noise over long observation times. If not removed, Earth-motion induced Doppler modulations, and intrinsic variations of the…
We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…
We consider the Dirichlet Laplacian in a three-dimensional waveguide that is a small deformation of a periodically twisted tube. The deformation is given by a bending and an additional twisting of the tube, both parametrized by a coupling…
The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…
An alternative first step approximation based on subgrid artificial viscosity modeling (SAV) is proposed for defect-deferred correction method (DDC) for incompresible Navier-Stokes equation at high Reynolds number. This new approach not…
In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…
We present a modified Front Tracking (mFT) scheme for hyperbolic systems of conservation laws in one space dimension, in which we allow arbitrarily large nonlinear waves. We build the scheme by introducing and solving a ``generalized…
In this paper, we present modifications of the iterative hard thresholding (IHT) method for recovery of jointly row-sparse and low-rank matrices. In particular a Riemannian version of IHT is considered which significantly reduces…
Derivative-free Riemannian optimization (DFRO) aims to minimize an objective function using only function evaluations, under the constraint that the decision variables lie on a Riemannian manifold. The rapid increase in problem dimensions…
This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…
Let $(M,g)$ be a compact $n$-dimensional Riemannian manifold with nonempty boundary and $n\geq 2$. Assume that ${\mathrm{Ric}(M)\ge (n-1)K}$ for some ${K>0}$ and that $\partial M$ has nonnegative mean curvature with respect to the outward…
An improved uniform error bound at $O\left(h^m+\varepsilon^2 \tau^2\right)$ is established in $H^{\alpha/2}$-norm for the long-time dynamics of the nonlinear space fractional Klein-Gordon equation (NSFKGE). A second-order exponential wave…
A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…