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The complete elliptic integral of the first and second kind, K(k) and E(k), appear in a multitude of physics and engineering applications. Because there is no known closed-form, the exact values have to be computed numerically. Here,…

The present work is devoted to extension of the trapezoidal rule in the space $W_2^{(2,1)}$. The optimal quadrature formula is obtained by minimizing the error of the formula by coefficients at values of the first derivative of a integrand.…

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…

Elliptic reconstruction property, originally introduced by Makridakis and Nochetto for linear parabolic problems, is a well-known tool to derive optimal a posteriori error estimates. No such results are known for nonlinear and nonsmooth…

For a Hamiltonian $K \in C^2(\mathbb{R}^{N \times n})$ and a map $u:\Omega \subseteq \mathbb{R}^n \longrightarrow \mathbb{R}^N$, we consider the supremal functional \[ \label{1} \tag{1} E_\infty (u,\Omega) \ :=\…

The solution to empirical risk minimization with $f$-divergence regularization (ERM-$f$DR) is extended to constrained optimization problems, establishing conditions for equivalence between the solution and constraints. A dual formulation of…

The Sinc quadrature and the Sinc indefinite integration are approximation formulas for definite integration and indefinite integration, respectively, which can be applied on any interval by using an appropriate variable transformation.…

We discuss $L^p$ integrability estimates for the solution $u$ of the advection-diffusion equation $\partial_t u + \mathrm{div} (bu) = \Delta u$, where the velocity field $b \in L^r_t L^q_x$. We first summarize some classical results proving…

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

We consider distillation of ebits between a specified pair of subsystems from pure tripartite states by local operations and classical communication. It is known that, allowing an asymptotically vanishing error, the maximal rate is the…

The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates are too…

We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the…

Let $\Delta(x)$ denote the error term in the Dirichlet divisor problem, and $E(T)$ the error term in the asymptotic formula for the mean square of $|\zeta(1/2+it)|$. If $E^*(t) = E(t) - 2\pi\Delta^*(t/2\pi)$ with $\Delta^*(x) = -\Delta(x) +…

In the Equal Maximum Flow Problem (EMFP), we aim for a maximum flow where we require the same flow value on all edges in some given subsets of the edge set. In this paper, we study the closely related Almost Equal Maximum Flow Problems…

Let $\Delta(x)$ denote the error term in the Dirichlet divisor problem, and let $E(T)$ denote the error term in the asymptotic formula for the mean square of $|\zeta(1/2+it)|$. If $E^*(t) := E(t) - 2\pi\Delta^*(t/(2\pi))$ with $\Delta^*(x)…

This paper is concerned with the derivation of conforming and non-conforming functional a posteriori error estimates for elliptic boundary value problems in exterior domains. These estimates provide computable and guaranteed upper and lower…

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

We study the existence of {weak} solutions for fractional elliptic equations of the type, \begin{equation*} (-\Delta)^{\frac{1}{2}} u+ V(x) u= h(u), u> 0 \;\textrm{in} \;\mathbb R, \end{equation*} %where $1<q<2,\;p>2,\;1<\beta\leq2\;,…

The paper considers truncation errors for functions of the form $f(x_1,x_2,\dots)=g(\sum_{j=1}^\infty x_j\,\xi_j)$, i.e., errors of approximating $f$ by $f_k(x_1,\dots,x_k)=g(\sum_{j=1}^k x_j\,\xi_j)$, where the numbers $\xi_j$ converge to…