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Rate of convergence results are presented for a new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift coefficients that satisfy a particular form of strong monotonicity. The new, distinct feature of this class of explicit schemes is the preservation of the monotonicity condition for the new, suitably controlled drift coefficients that guaranty the finiteness of moments of the numerical solutions up to a desired order.

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the estimation of $f(\btheta)$ for a given functional $f:\scrH\rightarrow \RR$ based on $\bx_j$'s. The key element of our approach is a new method which we call High-Order Degenerate Statistical Expansion. It leverages the use of classical multivariate Taylor expansion and degenerate $U$-statistic and yields an elegant explicit formula. In the univariate case of $\scrH=\R$, the formula expresses the error of the proposed estimator as a sum of order $k$ degenerate $U$-products of the noises with coefficient $f^{(k)}(\btheta)/k!$ and an explicit remainder term in the form of the Riemann-Liouville integral as in the Taylor expansion around the true $\btheta$. For general $\scrH$, the formula expresses the estimation error in terms of the inner product of $f^{(k)}(\btheta)/k!$ and the average of the tensor products of $k$ noises with distinct indices and a parallel extension of the remainder term from the univariate case. This makes the proposed method a natural statistical version of the classical Taylor expansion. The proposed estimator can be viewed as a jackknife estimator of an ideal degenerate expansion of $f(\cdot)$ around the true $\btheta$ with the degenerate $U$-product of the noises, and can be approximated by bootstrap. Thus, the jackknife, bootstrap and Taylor expansion approaches all converge to the proposed estimator. We develop risk bounds for the proposed estimator and a central limit theorem under a second moment condition (even in expansions of higher than the second order). We apply this new method to generalize several existing results with smooth and nonsmooth $f$ to universal $\bep_j$'s with only minimum moment constraints.

This paper focuses on reduced-order models (ROMs) built for the efficient treatment of PDEs having solutions that bifurcate as the values of multiple input parameters change. First, we consider a method called local ROM that uses k-means algorithm to cluster snapshots and construct local POD bases, one for each cluster. We investigate one key ingredient of this approach: the local basis selection criterion. Several criteria are compared and it is found that a criterion based on a regression artificial neural network (ANN) provides the most accurate results for a channel flow problem exhibiting a supercritical pitchfork bifurcation. The same benchmark test is then used to compare the local ROM approach with the regression ANN selection criterion to an established global projection-based ROM and a recently proposed ANN based method called POD-NN. We show that our local ROM approach gains more than an order of magnitude in accuracy over the global projection-based ROM. However, the POD-NN provides consistently more accurate approximations than the local projection-based ROM.

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation guarantees without any additional assumptions on the shape or tails of the distribution, and moreover is asymptotically efficient. This is the first estimator that provably combines all these qualities in one package. Our construction is inspired by robustness properties possessed by the self-normalized sums. Theoretical findings are supplemented by numerical simulations highlighting strong performance of the proposed estimator in comparison with previously known techniques.

We develop a lowest-order nonconforming virtual element method for planar linear elasticity, which can be viewed as an extension of the idea in Falk (1991) to the virtual element method (VEM), with the family of polygonal meshes satisfying a very general geometric assumption. The method is shown to be uniformly convergent for the nearly incompressible case with optimal rates of convergence. The crucial step is to establish the discrete Korn's inequality, yielding the coercivity of the discrete bilinear form. We also provide a unified locking-free scheme both for the conforming and nonconforming VEMs in the lowest order case. Numerical results validate the feasibility and effectiveness of the proposed numerical algorithms.

We propose a $k^{\rm th}$-order unfitted finite element method ($2\le k\le 4$) to solve the moving interface problem of the Oseen equations. Thorough error estimates for the discrete solutions are presented by considering errors from interface-tracking, time integration, and spatial discretization. In literatures on time-dependent Stokes interface problems, error estimates for the discrete pressure are usually sub-optimal, namely, $(k-1)^{\rm th}$-order, under the $L^2$-norm. We have obtained a $(k-1)^{\rm th}$-order error estimate for the discrete pressure under the $H^1$-norm. Numerical experiments for a severely deforming interface show that optimal convergence orders are obtained for $k = 3$ and $4$.

We study Hibridizable Discontinuous Galerkin (HDG) discretizations for a class of non-linear interior elliptic boundary value problems posed in curved domains where both the source term and the diffusion coefficient are non-linear. We consider the cases where the non-linear diffusion coefficient depends on the solution and on the gradient of the solution. To sidestep the need for curved elements, the discrete solution is computed on a polygonal subdomain that is not assumed to interpolate the true boundary, giving rise to an unfitted computational mesh. We show that, under mild assumptions on the source term and the computational domain, the discrete systems are well posed. Furthermore, we provide a priori error estimates showing that the discrete solution will have optimal order of convergence as long as the distance between the curved boundary and the computational boundary remains of the same order of magnitude as the mesh parameter.

The virtual element method (VEM) is a Galerkin approximation method that extends the finite element method to polytopal meshes. In this paper, we present two different conforming virtual element formulations for the numerical approximation of the Stokes problem that work on polygonal meshes.The velocity vector field is approximated in the virtual element spaces of the two formulations, while the pressure variable is approximated through discontinuous polynomials. Both formulations are inf-sup stable and convergent with optimal convergence rates in the $L^2$ and energy norm. We assess the effectiveness of these numerical approximations by investigating their behavior on a representative benchmark problem. The observed convergence rates are in accordance with the theoretical expectations and a weak form of the zero-divergence constraint is satisfied at the machine precision level.

This paper develops a lowest-order conforming virtual element method for planar linear elasticity in the displacement/traction formulation, which can be viewed as an extension of the idea in Brenner \& Sung (1992) to the virtual element method, with the family of polygonal meshes satisfying a very general geometric assumption. The method is shown to be uniformly convergent with the Lam\'{e} constant with the optimal rates of convergence.

The main contribution of this paper is a new submap joining based approach for solving large-scale Simultaneous Localization and Mapping (SLAM) problems. Each local submap is independently built using the local information through solving a small-scale SLAM; the joining of submaps mainly involves solving linear least squares and performing nonlinear coordinate transformations. Through approximating the local submap information as the state estimate and its corresponding information matrix, judiciously selecting the submap coordinate frames, and approximating the joining of a large number of submaps by joining only two maps at a time, either sequentially or in a more efficient Divide and Conquer manner, the nonlinear optimization process involved in most of the existing submap joining approaches is avoided. Thus the proposed submap joining algorithm does not require initial guess or iterations since linear least squares problems have closed-form solutions. The proposed Linear SLAM technique is applicable to feature-based SLAM, pose graph SLAM and D-SLAM, in both two and three dimensions, and does not require any assumption on the character of the covariance matrices. Simulations and experiments are performed to evaluate the proposed Linear SLAM algorithm. Results using publicly available datasets in 2D and 3D show that Linear SLAM produces results that are very close to the best solutions that can be obtained using full nonlinear optimization algorithm started from an accurate initial guess. The C/C++ and MATLAB source codes of Linear SLAM are available on OpenSLAM.