相关论文: A new extrapolation method for weak approximation …
This manuscript is dedicated to the numerical approximation of super-linear slow-fast stochastic differential equations (SFSDEs). Borrowing the heterogeneous multiscale idea, we propose an explicit multiscale Euler-Maruyama scheme suitable…
As a complement to \cite{X12}, minimal cubature rules of degree $4m+1$ for the weight functions $$ \mathcal{W}_{\alpha,\beta ,\pm \frac12}(x,y) = |x+y|^{2\alpha+1} |x-y|^{2\beta+1} ((1-x^2)(1-y^2))^{\pm \frac12} $$ on $[-1,1]^2$ are shown…
Particle methods are widely used because they can provide accurate descriptions of evolving measures. Recently it has become clear that by stepping outside the Monte Carlo paradigm these methods can be of higher order with effective and…
In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…
Using elementary methods, we define and derive a particular weighted average of the trapezoidal and composite trapezoidal rules and show that this approximation, as well as its composite, is straightforward in computation. This…
Weak value amplification (WVA) is a metrological protocol that amplifies ultra-small physical effects. However, the amplified outcomes necessarily occur with highly suppressed probabilities, leading to the extensive debate on whether the…
In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…
We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…
This paper deals with some nonlinear problems which exponential and biexponential decays are involved in. A proof of the quasiconvexity of the error function in some of these problems of optimization is presented. This proof is restricted…
The purpose of this work is to introduce a strategy for determining the nodes and weights of a low-cardinality positive cubature formula nearly exact for polynomials of a given degree over spherical polygons. In the numerical section we…
As a crucial technique for integrated circuits (IC) test response compaction, $X$-compact employs a special kind of codes called $X$-codes for reliable compressions of the test response in the presence of unknown logic values ($X$s). From a…
Dropout as regularization has been used extensively to prevent overfitting for training neural networks. During training, units and their connections are randomly dropped, which could be considered as sampling many different submodels from…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
The search for new gravity-like interactions at the sub-millimeter scale is a compelling area of research, with important implications for the understanding of classical gravity and its connections with quantum physics. We report improved…
The Zarantonello fixed-point iteration is an established linearization scheme for quasilinear PDEs with strongly monotone and Lipschitz continuous nonlinearity in Hilbert spaces. This paper presents a weighted least-squares minimization for…
We propose a treatment of $\gamma^5$ in dimensional regularization which is based on an algebraically consistent extension of the Breitenlohner-Maison-'t Hooft-Veltman (BMHV) scheme; we define the corresponding minimal renormalization…
This paper studies distributed estimation and inference for a general statistical problem with a convex loss that could be non-differentiable. For the purpose of efficient computation, we restrict ourselves to stochastic first-order…
The performance of numerical micromagnetic models is limited by the demagnetizing field computation, which typically accounts for the majority of the computation time. For magnetization dynamics simulations explicit evaluation methods are…
The strong numerical approximation of semilinear stochastic partial differential equations (SPDEs) driven by infinite dimensional Wiener processes is investigated. There are a number of results in the literature that show that Euler-type…
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…