Related papers: Systematically Accelerated Convergence of Path Int…
We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to…
An important tool in analyzing complex social and information networks is s-t simple path counting, which is known to be #P-complete. In this paper, we study efficient s-t simple path counting in directed graphs. For a given pair of…
It is known that maximal entropy random walks and partition functions that count long paths on graphs tend to become localized near nodes with a high degree. Here, we revisit the simplest toy model of such a localization: a regular tree of…
Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…
This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…
The method of sub-iteration, which was previously applied to the higher-order coupled cluster amplitude equations, is extended to the case of the coupled cluster $\Lambda$ equations. The sub-iteration procedure for the $\Lambda$ equations…
We present a method for obtaining congruences modulo powers of a prime number~$p$ for combinatorial sequences whose generating function satisfies an algebraic differential equation. This method generalises the one by Kauers and the authors…
This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…
Two-stage methods addressing continuous shortest path problems start local minimization from discrete shortest paths in a spatial graph. The convergence of such hybrid methods to global minimizers hinges on the discretization error induced…
Accurate path integral Monte Carlo or molecular dynamics calculations of isotope effects have until recently been expensive because of the necessity to reduce three types of errors present in such calculations: statistical errors due to…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
Gradient-type distributed optimization methods have blossomed into one of the most important tools for solving a minimization learning task over a networked agent system. However, only one gradient update per iteration is difficult to…
We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled…
In path-following methods for conic programming knowledge of the performance of the (damped) Newton method at finite distances from the minimizer of a self-concordant function is crucial for the tuning of the parameters of the method. The…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
This work addresses the quantization of a self-interacting higher order time derivative theory using path integrals. To quantize this system and avoid the problems of energy not bounded from below and states of negative norm, we observe the…
We study a linearly transformed particle method for the aggregation equation with smooth or singular interaction forces. For the smooth interaction forces, we provide convergence estimates in $L^1$ and $L^\infty$ norms depending on the…
Iterative Closest Point (ICP) is a widely used method for performing scan-matching and registration. Being simple and robust method, it is still computationally expensive and may be challenging to use in real-time applications with limited…
We apply the harmonic superspace approach for calculating the divergent part of the one-loop effective action of $6D$, ${\cal N}=(1,0)$ supersymmetric higher-derivative gauge theory with a dimensionless coupling constant. Our consideration…
The "gravitational million-body problem," to model the dynamical evolution of a self-gravitating, collisional N-body system with ~10^6 particles over many relaxation times, remains a major challenge in computational astrophysics.…