Related papers: Stable convergence of multiple Wiener-It\^{o} inte…

Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…

A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…

In this work, we prove the convergence of residual distribution schemes to dissipative weak solutions of the Euler equations. We need to guarantee that the residual distribution schemes are fulfilling the underlying structure preserving…

We consider fully discrete numerical approximations for axisymmetric Willmore flow that are unconditionally stable and work reliably without remeshing. We restrict our attention to surfaces without boundary, but allow for spontaneous…

In this thesis, we investigate a novel local projection based stabilized conforming virtual element method for the generalized Oseen problem using equal-order element pairs on general polygonal meshes. To ensure the stability, particularly…

In this paper, we study Wicksell's corpuscle problem in spaces of constant curvature, thus extending the classical Euclidean framework. We consider a particle process of balls with random radii in such a space, assumed to be invariant under…

The nonlinear equations describing all the nonsingular pencils of metrics of constant Riemannian curvature are derived and the integrability of these nonlinear equations by the method of inverse scattering problem is proved. It is proved…

We prove H\"older regularity for a general class of parabolic integro-differential equations, which (strictly) includes many previous results. We present a proof which avoids the use of a convex envelop as well as give a new covering…

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

We present a novel method to estimate the stability of the Marchenko equation for finite data-sets. We show that we can derive a recursion relationship for the Fourier expansion coefficients of the kernel which is solved by the Marchenko…

Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…

We apply the efficient congruencing method to estimate Vinogradov's integral for moments of order 2s, with 1<=s<=k^2-1. Thereby, we show that quasi-diagonal behaviour holds when s=o(k^2), we obtain near-optimal estimates for…

The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35…

We introduce the notion of twisted gravitating vortex on a compact Riemann surface. If the genus of the Riemann surface is greater than 1 and the twisting forms have suitable signs, we prove an existence and uniqueness result for suitable…

Several methods for solving efficiently the one-dimensional deconvolution problem are proposed. The problem is to solve the Volterra equation ${\mathbf k} u:=\int_0^t k(t-s)u(s)ds=g(t),\quad 0\leq t\leq T$. The data, $g(t)$, are noisy. Of…

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

In this manuscript, we determine the optimal approximation rate for Skorohod integrals of sufficiently regular integrands. This generalizes the optimal approximation results for It\^o integrals. However, without adaptedness and the It\^o…

We develop a comprehensive theory of the stable representation categories of several sequences of groups, including the classical and symmetric groups, and their relation to the unstable categories. An important component of this theory is…

The method of alternating projections involves orthogonally projecting an element of a Hilbert space onto a collection of closed subspaces. It is known that the resulting sequence always converges in norm if the projections are taken…