Related papers: Error bounds for monotone approximation schemes fo…
For a symmetric Hamiltonian system, lower bounds for the number of relative equilibria surrounding stable and formally unstable relative equilibria on nearby energy levels are given.
In 2004, J.C. Tong found bounds for the approximation quality of a regular continued fraction convergent of a rational number, expressed in bounds for both the previous and next approximation. We sharpen his results with a geometric method…
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…
This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. It has previously been shown that if the random…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…
We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…
We obtain boundary nondegeneracy and regularity estimates for solutions to non-divergence form parabolic equations in parabolic $C^1$ domains, providing explicit moduli of continuity. Our results extend the classical Hopf-Oleinik lemma and…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…
This is a survey article, from the viewpoint of the completeness of the Marsden- Weinstein reduction, to introduce briefly some recent developments of the symmetric reductions and Hamilton-Jacobi theory of the regular controlled Hamiltonian…
We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S(t)f=\lim_{n\to\infty}I(\frac{t}{n})^n f$ for bounded continuous functions $f$. Under suitable conditions on the…
Gradient schemes is a framework which enables the unified convergence analysis of many different methods -- such as finite elements (conforming, non-conforming and mixed) and finite volumes methods -- for $2^{\rm nd}$ order diffusion…
We obtain some "universal" estimates for $L_2$-norm of the solution of a parabolic equation via a weighted version of $H^{-1}$-norm of the free term. More precisely, we found the limit upper estimate that can be achieved by transformation…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…