相关论文: A new extrapolation method for weak approximation …

We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…

Second-order methods are of great importance for composite convex optimization problems due to their local super-linear convergence rates (under appropriate assumptions). However, the presence of even a simple nonsmooth function in the…

We introduce weak exceptional sequence of modules which can be viewed as another modification of the standard case, different than the works of Igusa-Todorov \cite{Igusa-Todorov} and Buan-Marsh \cite{Buan-Marsh}. For hereditary algebras it…

Weak-value amplification (WVA) has recently become an important technique for parameter estimation, owing to its ability to enhance the signal-to-noise ratio by amplifying extremely small signals with proper postselection strategies. In…

In this paper, an efficient algorithm is presented by the extrapolation technique to improve the accuracy of finite difference schemes for solving the fractional boundary value problems with non-smooth solution. Two popular finite…

We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher order schemes for SDEs based on It\^o-Taylor expansion and…

We consider SDEs with bounded and $\alpha$-H\"older continuous drift, with $\alpha \in (0,1)$, driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix, which guarantee the existence of a unique…

We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Weighted Gaussian Curvature is an important measurement for images. However, its conventional computation scheme has low performance, low accuracy and requires that the input image must be second order differentiable. To tackle these three…

The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…

We present a super-high-efficiency approximate computing scheme for series sum and discrete Fourier transform. The summation of a series sum or a discrete Fourier transform is approximated by summing over part of the terms multiplied by…

Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Gr\"{u}nwald discretization to fractional derivative, we develop a series of high order…

It is known from the monograph [1, Chapter 5] that the weak convergence analysis of numerical schemes for stochastic Maxwell equations is an unsolved problem. This paper aims to fill the gap by establishing the long-time weak convergence…

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

In this paper, we introduce three new iterative methods for finding a common point of the set of fixed points of a symmetric generalized hybrid mapping and the set of solutions of an equilibrium problem in a real Hilbert space. Each method…

A new weak measurement procedure is introduced for finite samples which yields accurate weak values that are outside the range of eigenvalues and which do not require an exponentially rare ensemble. This procedure provides a unique…

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

In this work, we present a numerical solver for optimal control problems constrained by linear and semi-linear second-order elliptic PDEs. The approach is based on recasting the problem and includes an extension of Uzawa's algorithm to…

Weakly singular Volterra integral equations of the different types are considered. The construction of accuracy-optimal numerical methods for one-dimensional and multidimensional equations is discussed. Since this question is closely…