相关论文: Higher-order error estimates of the discrete-time …

We consider the further development of the formalism of the estimates of higher-order perturbative corrections in the Euclidean region, which is based on the application of the scheme-invariant methods, namely the principle of minimal…

This paper concerns the adaptive control of a class of discrete-time nonlinear systems with all states accessible. Recently, a high-order tuner algorithm was developed for the minimization of convex loss functions with time-varying…

In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a…

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

In this work we consider the two dimensional instationary Navier-Stokes equations with homogeneous Dirichlet/no-slip boundary conditions. We show error estimates for the fully discrete problem, where a discontinuous Galerkin method in time…

A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations…

This paper is dedicated to the construction of high-order (in both space and time) finite-difference schemes for both forward and backward PDEs and PIDEs, such that option prices obtained by solving both the forward and backward equations…

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

In the framework of real Hilbert spaces we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator $V$. The starting poin is a…

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

This paper provides and extends second-order versions of several fundamental theorems on first-order regularly varying functions such as Karamata's theorem/representation and Tauberian's theorem. Our results are used to establish…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…

The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

It has long been a goal to efficiently compute and use second order information on a function ($f$) to assist in numerical approximations. Here it is shown how, using only basic physics and a numerical approximation, such information can be…

We study the ODE/IM correspondence between two-dimensional $WA_{r}$/$WD_{r}$-type conformal field theories and the higher-order ordinary differential equations (ODEs) obtained from the affine Toda field theories associated with…

In this paper, authors successfully construct a new algorithm for the new higher order scheme of weak approximation of SDEs. The algorithm presented here is based on [1][2]. Although this algorithm shares some features with the algorithm…