相关论文: Rigorous approximation of diffusion coefficients f…

In this paper we study the spectrum of long-range percolation graphs. The underlying geometry is given in terms of a finitely generated amenable group. We prove that the integrated density of states (IDS) or spectral distribution function…

The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector,…

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the…

This paper investigates an elliptic interface problem with discontinuous diffusion coefficients on unfitted meshes, employing the CutFEM method. The main contribution is the a posteriori error analysis based on equilibrated fluxes belonging…

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…

We present a sharpening of nondivergence estimates for unipotent (or more generally polynomial-like) flows on homogeneous spaces. Applied to metric Diophantine approximation, it yields precise formulas for Diophantine exponents of affine…

We propose a fast and scalable algorithm to project a given density on a set of structured measures defined over a compact 2D domain. The measures can be discrete or supported on curves for instance. The proposed principle and algorithm are…

Approximate algorithms for structured prediction problems---such as LP relaxations and the popular alpha-expansion algorithm (Boykov et al. 2001)---typically far exceed their theoretical performance guarantees on real-world instances. These…

We introduce and investigate an iterative scheme for approximating common fixed point of a family of Bregman relatively-nonexpansive mappings in real reflexive Banach spaces. We prove strong convergence theorem of the sequence generated by…

The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the…

We design an Algorithm to fabricate universal holomorphic maps between any two complex Euclidean spaces, within preassigned transcendental growth rate. As by-products, universal holomorphic maps from $\mathbb{C}^n$ to $\mathbb{CP}^m$…

The paper contains the proof that the diffusion ensemble of point wise particles with the intensity depending on the grain of spatial resolution serves as the satisfactory approximation of one quantum particle dynamics.

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…

A constructive approach to theory of diffusion processes is proposed, which is based on application of both the symmetry analysis and method of modelling functions. An algorithm for construction of the modelling functions is suggested. This…

Normalizing flows are a widely used class of latent-variable generative models with a tractable likelihood. Affine-coupling (Dinh et al, 2014-16) models are a particularly common type of normalizing flows, for which the Jacobian of the…