相关论文: Exact $\ell^\infty$-separation radius of Sobol' se…
We study the quasi-uniformity properties of digital nets, a class of quasi-Monte Carlo point sets. Quasi-uniformity is a space-filling property used for instance in experimental designs and radial basis function approximation. However, it…
Are common quasi-Monte Carlo sequences quasi-uniform? While this question remains widely open, in this short note, we prove that the two-dimensional Sobol' sequence is not quasi-uniform. This result partially answers an unsolved problem of…
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…
The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate…
In this work, we prove rigorous convergence properties for a semi-discrete, moment-based approximation of a model kinetic equation in one dimension. This approximation is equivalent to a standard spectral method in the velocity variable of…
We investigate the length $\ell(n,k)$ of a shortest preset distinguishing sequence (PDS) in the worst case for a $k$-element subset of an $n$-state Mealy automaton. It was mentioned by Sokolovskii that this problem is closely related to the…
We consider quasi-perfect codes in $\mathbb{Z}^n$ over the $\ell_p$ metric, $2 \leq p < \infty$. Through a computational approach, we determine all radii for which there are linear quasi-perfect codes for $p = 2$ and $n = 2, 3$. Moreover,…
We show that the $\mathcal{L}_2$ discrepancy of the explicitly constructed infinite sequences of points $(\boldsymbol{x}_0,\boldsymbol{x}_1, \boldsymbol{x}_2,...)$ in $[0,1)^s$ over $\mathbb{F}_2$ introduced in [J. Dick, Walsh spaces…
Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…
For any $\epsilon > 0$, we show that if $G$ is a regular graph on $n \gg_\epsilon 1$ vertices that is $\epsilon$-far (differs by at least $\epsilon n^2$ edges) from any Tur\'{a}n graph, then its second eigenvalue $\lambda_2$ satisfies…
Second-order mean-motion resonances lead to an interesting phenomenon in the sculpting of the period ratio distribution due to their shape and width in period-ratio/eccentricity space. As the osculating periods librate in resonance, the…
Optimality of several quasi-Monte Carlo methods and suboptimality of the sparse-grid quadrature based on the univariate Gauss--Hermite rule is proved in the Sobolev spaces of mixed dominating smoothness of order $\alpha$, where the…
Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a family of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic…
We study the complexity of geometric problems on spaces of low fractal dimension. It was recently shown by [Sidiropoulos & Sridhar, SoCG 2017] that several problems admit improved solutions when the input is a pointset in Euclidean space…
To numerically approximate Borel probability measures by finite atomic measures, we study the spectral decomposition of discrepancy kernels when restricted to compact subsets of $\mathbb{R}^d$. For restrictions to the Euclidean ball in odd…
In this paper, we study the error in first order Sobolev norm in the approximation of solutions to linear parabolic PDEs. We use a Monte Carlo Euler scheme obtained from combining the Feynman--Kac representation with a Euler discretization…
In this paper we study the common distance between points and the behavior of a constant length step discrete random walk on finite area hyperbolic surfaces. We show that if the second smallest eigenvalue of the Laplacian is at least 1/4,…
The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities $F$ such that $F(\pm \infty)=\mp \infty$) by a fully discrete space-time…
A Sobolev type embedding for radially symmetric functions on the unit ball $B$ in $\mathbb R^n$, $n\geq 3$, into the variable exponent Lebesgue space $L_{2^\star + |x|^\alpha} (B)$, $2^\star = 2n/(n-2)$, $\alpha>0$, is known due to J.M. do…