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The concept of equilibrium is a general tool to fill the gap between macroscopic and mesoscopic information, both within kinetic systems and kinetic schemes. This work explores the use of equilibria to devise numerical boundary conditions…
The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov…
In this paper, we study the explicit superlinear convergence rates of quasi-Newton methods. We particularly focus on the classical Broyden's method for solving nonlinear equations. We establish its explicit (local) superlinear convergence…
In this paper, we introduce and analyze an asymptotic-preserving scheme for Lotka-Volterra parabolic equations. It is a class of nonlinear and nonlocal stiff equations, which describes the evolution of a population structured with…
In this paper we investigate the improved Caccioppoli inequality and the reverse H\"{o}lder inequality for gradients of weak solutions to nonhomogeneous parabolic systems whose coefficients can be split into a complex-valued and bounded…
We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…
In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
We provide a unified analysis of a posteriori and a priori error bounds for a broad class of discontinuous Galerkin and $C^0$-IP finite element approximations of fully nonlinear second-order elliptic Hamilton--Jacobi--Bellman and Isaacs…
The Ordered Upwind Method (OUM) is used to approximate the viscosity solution of the static Hamilton-Jacobi-Bellman (HJB) with direction-dependent weights on unstructured meshes. The method has been previously shown to provide a solution…
We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent…
Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…
We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…
An approximate homotopy symmetry method for nonlinear problems is proposed and applied to the six-order boussinesq equation. We summarize the general formulas for similarity reduction solutions and similarity reduction equations of…
In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…
Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…
In this paper, we consider the finite element approximation for a parabolic problem on a smooth domain $\Omega \subset \mathbb{R}^N$ with the inhomogeneous Neumann boundary condition. We emphasize that the domain can be non-convex in…
We show that the rate of convergence of solutions of finite-difference approximations for uniformly elliptic Bellman's equations is of order at least $h^{2/3}$, where $h$ is the mesh size. The equations are considered in smooth bounded…
The adaptive perturbation chooses a non-standard decomposition. The Hamiltonian becomes a sum of solvable and perturbation parts. We calculate the spectrum using the adaptive perturbation method at the leading-order to compare to numerical…
This paper deals with an improvement of the "a-priori stability bounds" on the variation of the action variables and on the stability time obtained from a given Birkhoff normal form around the elliptic equilibrium point of an Hamiltonian…