相关论文: Limit raring proceses with apllication

We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…

Our recent study (Lin and Ohtsuka, 2024) proposed a new penalty method for solving mathematical programming with complementarity constraints (MPCC). This method first reformulates MPCC as a parameterized nonlinear programming called gap…

Instance sparsification is well-known in the world of exact computation since it is very closely linked to the Exponential Time Hypothesis. In this paper, we extend the concept of sparsification in order to capture subexponential time…

This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

In this study, we investigate optimal control problems that involve sweeping processes with a drift term and mixed inequality constraints. Our goal is to establish necessary optimality conditions for these problems. We address the…

In this paper, we consider the problem of scheduling an application on a parallel computational platform. The application is a particular task graph, either a linear chain of tasks, or a set of independent tasks. The platform is made of…

Graph dynamics arise naturally in many contexts. For instance in peer-to-peer networks, a participating peer may replace an existing connection with one neighbour by a new connection with a neighbour's neighbour. Several such local rewiring…

Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…

The convergence of the Conjugate Gradient method is subject to a locality limitation which imposes a lower bound on the number of iterations required before a qualitatively accurate approximation can be obtained. This limitation originates…

A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical…

When the distribution of the inter-arrival times of a renewal process is a mixture of geometric laws, we prove that the renewal function of the process is given by the moments of a probability measure which is explicitly related to the…

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 give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

In this paper we prove the optimal convergence of a standard adaptive scheme based on edge finite elements for the approximation of the solutions of the eigenvalue problem associated with Maxwell's equations. The proof uses the known…

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…