Related papers: Projecting the Forward Rate Flow onto a Finite Dim…
Shape-constrained inference has wide applicability in bioassay, medicine, economics, risk assessment, and many other fields. Although there has been a large amount of work on monotone-constrained univariate curve estimation, multivariate…
We develop and analyze a highly efficient, second-order time-marching scheme for infinite-dimensional nonlinear geophysical fluid models, designed to accurately approximate invariant measures-that is, the stationary statistical properties…
In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…
We present a novel parametric finite element approach for simulating the surface diffusion of curves and surfaces. Our core strategy incorporates a predictor-corrector time-stepping method, which enhances the classical first-order temporal…
This paper reports investigations on the computation of material fronts in multi-fluid models using a Lagrange-Projection approach. Various forms of the Projection step are considered. Particular attention is paid to minimization of…
Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…
We establish long-time existence for a projected Sobolev gradient flow of generalized integral Menger curvature in the Hilbert case, and provide $C^{1,1}$-bounds in time for the solution that only depend on the initial curve. The…
In this paper we analyse convergence of projected fixed-point iteration on a Riemannian manifold of matrices with fixed rank. As a retraction method we use `projector splitting scheme'. We prove that the projector splitting scheme converges…
We introduce novel finite element schemes for curve diffusion and elastic flow in arbitrary codimension. The schemes are based on a variational form of a system that includes a specifically chosen tangential motion. We derive optimal $L^2$-…
Space-Time Projection (STP) is introduced as a data-driven forecasting approach for high-dimensional and time-resolved data. The method computes extended space-time proper orthogonal modes from training data spanning a prediction horizon…
In this work, the projection-based embedded discrete fracture model (pEDFM) for corner-point grid (CPG) geometry is developed for simulation of flow and heat transfer in fractured porous media. Unlike classical embedded discrete fracture…
We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
This paper contains a phenomenological description of the whole U.S. forward rate curve (FRC), based on an data in the period 1990-1996. We find that the average FRC (measured from the spot rate) grows as the square-root of the maturity,…
We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose…
In this paper, we study the pricing of contracts in fixed income markets under volatility uncertainty in the sense of Knightian uncertainty or model uncertainty. The starting point is an arbitrage-free bond market under volatility…
We introduce Random Projection Flows (RPFs), a principled framework for injective normalizing flows that leverages tools from random matrix theory and the geometry of random projections. RPFs employ random semi-orthogonal matrices, drawn…
We develop the theory of derived differential geometry in terms of bundles of curved $L_\infty[1]$-algebras, i.e. dg manifolds of positive amplitudes. We prove the category of derived manifolds is a category of fibrant objects. Therefore,…
A new projection method based on radial basis functions (RBFs) is presented for discretizing the incompressible unsteady Stokes equations in irregular geometries. The novelty of the method comes from the application of a new technique for…
We present Functional Mean Flow (FMF) as a one-step generative model defined in infinite-dimensional Hilbert space. FMF extends the one-step Mean Flow framework to functional domains by providing a theoretical formulation for Functional…