3,121+ open-access research outputs.
We establish an It\^o-type formula for finite $p$-variation paths with jumps for arbitrary $p\geq 1$. The formula is stated in a fully pathwise form and separates the reduced rough integral from expli…
Continuous data assimilation (CDA) nudges observational data into governing equations to recover the underlying flow and improve predictions. Existing rigorous CDA analyses focus primarily on incompre…
We analyze the convergence rate of an accelerated backward forward method for solving convex composite optimization problems. The method was developed by Taylor, Hendrickx and Glineur, and is differen…
We propose a sharp-interface model for solid-state dewetting of thin films with wetting potential, where the wetting effect is incorporated through a thickness-dependent surface energy. The model is g…
The top Lyapunov exponent $\lambda_+(A, p)$ of a random product of matrices in $\mathrm{GL}(d, \mathbb{R})$, $d \geq 2$, with simple top spectrum, depends real-analytically on the probability weights …
A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the li…
We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\mathbb{R}^m$-valued …
Polyak-Ruppert averaging yields an asymptotically normal estimator with sandwich covariance $H^{-1}SH^{-1}$, the foundation of online inference. When the gradient step is preconditioned by a data-driv…
The theory of nonlinear balanced truncation provides a system-theoretic framework for model reduction that preserves important properties such as stability, controllability, and observability. We pres…
We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental s…
Universal circles, introduced by Thurston and Calegari--Dunfield, are not well understood in general. Recently, the author together with Taylor showed that Anosov foliations with branching admit nonco…
For an integer $n\geq 1$, consider the $n$-th metallic number $\phi_n=\frac{n+\sqrt{n^2+4}}{2}$ (e.g. $\phi_1$ is the golden number) and denote by $[\phi_n]_q$ its $q$-deformation in the sense of S. M…
Classical work of Thurston and Gabai shows that finitely many taut sutured manifold hierarchies determine the Thurston norm of a compact oriented irreducible $3$-manifold with toroidal boundary. We gi…
In this paper, we introduce a notion of singularity comparison for plurisubharmonic functions based on the Bedford--Taylor capacity. We establish comparison principles for the complex Monge--Amp\`ere …
This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which i…
We recently introduced a novel architecture for the design of validated IVP algorithms. This architecture forms the basis of our complete validated algorithm for IVP. A key subroutine in our a…
This is the first in a set of three papers providing an introduction to generalised Cesaro convergence. We start with traditional Cesaro methods for extending classical convergence and further general…
This paper studies the equivalence between generalized holomorphic functions (GHF) and complex analytic functions in the framework of Robinson-Colombeau generalized numbers. In every non-Archimedean r…
Range functions are a fundamental tool for certified computations in geometric modeling, computer graphics, and robotics, but traditional range functions have only quadratic convergence order ($…
The paper deals with the numerical treatment of index-1 stochastic differential-algebraic equations (SDAEs) with nonlinear coefficients that satisfy the local Lipschitz and the Khasminskii conditions.…
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