相关论文: Exponential integrators for the stochastic Manakov…

Revising Nekhoroshev's geometry of resonances, we provide a fully constructive and quantitative proof of Nekhoroshev's theorem for steep Hamiltonian systems proving, in particular, that the exponential stability exponent can be taken to be…

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Integrable spin systems are an important subclass of integrable (soliton) nonlinear equations. They play important role in physics and mathematics. At present, many integrable spin systems were found and studied. They are related with the…

We consider a class of stochastic growth models on the integer lattice which includes various interesting examples such as the number of open paths in oriented percolation and the binary contact path process. Under some mild assumptions, we…

In this note we prove the exponential instability of the fractional Calder\'on problem and thus prove the optimality of the logarithmic stability estimate from \cite{RS17}. In order to infer this result, we follow the strategy introduced by…

Conservative symmetric second-order one-step integrators are derived using the Discrete Multiplier Method for a family of vortex-blob models approximating the incompressible Euler's equations on the plane. Conservative properties and second…

We analyse a splitting integrator for the time discretization of the Schr\"odinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that this time integrator has order of convergence one in the…

We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…

This paper focuses on scattered data fitting problems on spheres. We study the approximation performance of a class of weighted spectral filter algorithms, including Tikhonov regularization, Landaweber iteration, spectral cut-off, and…

Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on…

The solution of a (stochastic) differential equation (SDE) can be locally approximated by a stochastic expansion, a linear combination of iterated integrals. Quantities of interest, like moments, can then be approximated with the expansion.…

In this paper we extend a method for iteratively improving slow manifolds so that it also can be used to approximate the fiber directions. The extended method is applied to general finite dimensional real analytic systems where we obtain…

Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…

Strong convergence rates for numerical approximations of semilinear stochastic partial differential equations (SPDEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for numerical…

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…