相关论文: Differential calculus for Dirichlet forms : the me…
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…
We propose and mathematically analyze a new Shifted Boundary Method for the treatment of Dirichlet and Neumann boundary conditions, with provable optimal accuracy in the $L^2$- and $H^1$-norms of the error. The proposed method is built on…
We study a Dirichlet-to-Neumann eigenvalue problem for differential forms on a compact Riemannian manifold with smooth boundary. This problem is a natural generalization of the classical Steklov problem on functions. We derive a number of…
Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…
We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The…
We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…
For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to…
The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma…
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…
A non-homogeneous mixed local and nonlocal problem in divergence form is investigated for the validity of the global Calder\'on-Zygmund estimate for the weak solution to the Dirichlet problem of a nonlinear elliptic equation. We establish…
This paper is devoted to the study of gradient estimates for the Dirichlet problem of the heat equation in the exterior domain of a compact set. Our results describe the time decay rates of the derivatives of solutions to the Dirichlet…
We deal with direct and inverse problems of the calculus of variations on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we give a general form for a variational functional to…
Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential…
We describe operators driving the time evolution of singular diffusion on finite graphs whose vertices are allowed to carry masses. The operators are defined by the method of quadratic forms on suitable Hilbert spaces. The model also covers…
We introduce the concept of $N$-differential graded algebras (N-dga), and study the moduli space of deformations of the differential of a N-dga. We prove that it is controlled by what we call the N-Maurer-Cartan equation.
In this paper, motivated by the classical notion of a Strebel qua- dratic differential on a compact Riemann surface without boundary, we in- troduce several classes of quadratic differentials (called non-chaotic, gradient, and positive…
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an application, the total variation distance between two solutions of…