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We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Computational Complexity · Computer Science 2023-11-16 Anindya De , Shivam Nadimpalli , Rocco A. Servedio

In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…

Signal Processing · Electrical Eng. & Systems 2025-06-18 Masahiro Kurisaki

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich

The combination of two- and three-point clustering statistics of galaxies and the underlying matter distribution has the potential to break degeneracies between cosmological parameters and nuisance parameters and can lead to significantly…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-17 Oliver Leicht , Tobias Baldauf , James Fergusson , Paul Shellard

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

We investigate the non-gaussian properties of cosmic-string-seeded linear density perturbations with cold and hot dark matter backgrounds, using high-resolution numerical simulations. We compute the one-point probability density function of…

Astrophysics · Physics 2009-10-30 P. P. Avelino , E. P. S. Shellard , J. H. P. Wu , B. Allen

We calculate the cosmological evolution of the 1-point probability distribution function (PDF), using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion of the PDF. Our method applies…

Astrophysics · Physics 2009-10-22 R. Juszkiewicz , D. Weinberg , P. Amsterdamski , M. Chodorowski , F. Bouchet

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

For highly perforated domains the paper addresses a novel approach to study mixed boundary value problems for the equations of linear elasticity in the framework of meso-scale approximations. There are no assumptions of periodicity involved…

Mathematical Physics · Physics 2015-01-30 Vladimir Maz'ya , Alexander Movchan , Michael Nieves

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

Fluctuations of dynamical quantities are fundamental and inevitable. For the booming research in nanotechnology, huge relative fluctuation comes with the reduction of system size, leading to large uncertainty for the estimates of dynamical…

Computation · Statistics 2023-02-01 Zhi Xu , Han Li , Ming Ma

Uncertainty is prevalent in robotics. Due to measurement noise and complex dynamics, we cannot estimate the exact system and environment state. Since conservative motion planners are not guaranteed to find a safe control strategy in a…

Robotics · Computer Science 2023-09-22 Laura Lützow , Yue Meng , Andres Chavez Armijos , Chuchu Fan

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

Traditional problems in computational geometry involve aspects that are both discrete and continuous. One such example is nearest-neighbor searching, where the input is discrete, but the result depends on distances, which vary continuously.…

Computational Geometry · Computer Science 2023-08-21 Ahmed Abdelkader , David M. Mount

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

Statistics Theory · Mathematics 2008-09-23 Yang Xing

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser

High-fidelity 3D reconstruction of common indoor scenes is crucial for VR and AR applications. 3D Gaussian splatting, a novel differentiable rendering technique, has achieved state-of-the-art novel view synthesis results with high rendering…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Matias Turkulainen , Xuqian Ren , Iaroslav Melekhov , Otto Seiskari , Esa Rahtu , Juho Kannala

We introduce an accurate and efficient method for a class of nonlocal potential evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipolar potentials. Our method is based on a Gaussian-sum approximation…

Computational Physics · Physics 2016-12-09 Lukas Exl , Norbert J. Mauser , Yong Zhang