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This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal…
The practical usefulness of Levin-type nonlinear sequence transformations as numerical tools for the summation of divergent series or for the convergence acceleration of slowly converging series, is nowadays beyond dispute. Weniger's…
Inversion theorems of Wiener type are essential tools in analysis and number theory. We derive a weighted version of an inversion theorem of Wiener type for general Dirichlet series from that of Edwards from 1957, and we outline an…
A version of the so-called "convexification" numerical method for a coefficient inverse scattering problem for the 3D Hemholtz equation is developed analytically and tested numerically. Backscattering data are used, which result from a…
Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…
Orientation learning plays a pivotal role in many tasks. However, the rotation group SO(3) is a Riemannian manifold. As a result, the distortion caused by non-Euclidean geometric nature introduces difficulties to the incorporation of local…
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…
We study a time-reversed hyperbolic heat conduction problem based upon the Maxwell--Cattaneo model of non-Fourier heat law. This heat and mass diffusion problem is a hyperbolic type equation for thermodynamics systems with thermal memory or…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…
This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
In order to discuss the occurrence of a periodic condensate in the Euclidean 3-dimensional ghost $O(1)$ model, a modified version of the effective average action (EAA) renormalization group (RG) method is developed, called by us…
The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…
We design a variational asymptotic preserving scheme for the Vlasov-Poisson-Fokker-Planck system with the high field scaling, which describes the Brownian motion of a large system of particles in a surrounding bath. Our scheme builds on an…
It is well known that general variational inequalities provide us with a unified, natural, novel and simple framework to study a wide class of unrelated problems, which arise in pure and applied sciences. In this paper, we present a number…
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…
We present an alternative, Bayesian method for large-scale reconstruction from observed peculiar velocity data. The method stresses a rigorous treatment of the random errors and it allows extrapolation into poorly sampled regions in real…
This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an essential goal in the…