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Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness of their solutions. Two approaches are explored: the Lax-Milgram Theorem and the eigenfunction expansion. The resulting sufficient conditions, which involve certain $m\times m$ matrices (where $m$ is the order of the collocation scheme), are verified both analytically, for all $m\ge 1$ and all sets of collocation points, and computationally, for all $ m\le 20$. The semilinear case is also addressed.

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In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate for the $L^2$-norm of the space-time discretization of SHE by a semi-implicit Euler scheme with respect to time and a TPFA scheme with respect to space and the variational solution of SHE. The only regularity assumptions additionally needed is spatial regularity of the initial datum and smoothness of the diffusive term.

We propose a high precision algorithm for solving the Gelfand-Levitan-Marchenko equation. The algorithm is based on the block version of the Toeplitz Inner-Bordering algorithm of Levinson's type. To approximate integrals, we use the high-precision one-sided and two-sided Gregory quadrature formulas. Also we use the Woodbury formula to construct a computational algorithm. This makes it possible to use the almost Toeplitz structure of the matrices for the fast calculations.

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems. We construct in this paper a new class of BDF and implicit-explicit (IMEX) schemes for parabolic type equations based on the Taylor expansions at time $t^{n+\beta}$ with $\beta > 1$ being a tunable parameter. These new schemes, with a suitable $\beta$, allow larger time steps at higher-order for stiff problems than that is allowed with a usual higher-order scheme. For parabolic type equations, we identify an explicit uniform multiplier for the new second- to fourth-order schemes, and conduct rigorously stability and error analysis by using the energy argument. We also present ample numerical examples to validate our findings.

This paper studies the $p$-biharmonic equation on graphs, which arises in point cloud processing and can be interpreted as a natural extension of the graph $p$-Laplacian from the perspective of hypergraph. The asymptotic behavior of the solution is investigated when the random geometric graph is considered and the number of data points goes to infinity. We show that the continuum limit is an appropriately weighted $p$-biharmonic equation with homogeneous Neumann boundary conditions. The result relies on the uniform $L^p$ estimates for solutions and gradients of nonlocal and graph Poisson equations. The $L^\infty$ estimates of solutions are also obtained as a byproduct.

A linearly ordered (LO) $k$-colouring of a hypergraph assigns to each vertex a colour from the set $\{0,1,\ldots,k-1\}$ in such a way that each hyperedge has a unique maximum element. Barto, Batistelli, and Berg conjectured that it is NP-hard to find an LO $k$-colouring of an LO 2-colourable 3-uniform hypergraph for any constant $k\geq 2$ [STACS'21] but even the case $k=3$ is still open. Nakajima and \v{Z}ivn\'{y} gave polynomial-time algorithms for finding, given an LO 2-colourable 3-uniform hypergraph, an LO colouring with $O^*(\sqrt{n})$ colours [ICALP'22] and an LO colouring with $O^*(\sqrt[3]{n})$ colours [ACM ToCT'23]. We present a simple polynomial-time algorithm that finds an LO colouring with $\log_2(n)$ colours, which is an exponential improvement.

A critical issue in approximating solutions of ordinary differential equations using neural networks is the exact satisfaction of the boundary or initial conditions. For this purpose, neural forms have been introduced, i.e., functional expressions that depend on neural networks which, by design, satisfy the prescribed conditions exactly. Expanding upon prior progress, the present work contributes in three distinct aspects. First, it presents a novel formalism for crafting optimized neural forms. Second, it outlines a method for establishing an upper bound on the absolute deviation from the exact solution. Third, it introduces a technique for converting problems with Neumann or Robin conditions into equivalent problems with parametric Dirichlet conditions. The proposed optimized neural forms were numerically tested on a set of diverse problems, encompassing first-order and second-order ordinary differential equations, as well as first-order systems. Stiff and delay differential equations were also considered. The obtained solutions were compared against solutions obtained via Runge-Kutta methods and exact solutions wherever available. The reported results and analysis verify that in addition to the exact satisfaction of the boundary or initial conditions, optimized neural forms provide closed-form solutions of superior interpolation capability and controllable overall accuracy.

We suggest new closely related methods for numerical inversion of $Z$-transform and Wiener-Hopf factorization of functions on the unit circle, based on sinh-deformations of the contours of integration, corresponding changes of variables and the simplified trapezoid rule. As applications, we consider evaluation of high moments of probability distributions and construction of causal filters. Programs in Matlab running on a Mac with moderate characteristics achieves the precision E-14 in several dozen of microseconds and E-11 in several milliseconds, respectively.

We consider the singularly perturbed fourth-order boundary value problem $\varepsilon ^{2}\Delta ^{2}u-\Delta u=f $ on the unit square $\Omega \subset \mathbb{R}^2$, with boundary conditions $u = \partial u / \partial n = 0$ on $\partial \Omega$, where $\varepsilon \in (0, 1)$ is a small parameter. The problem is solved numerically by means of a weak Galerkin(WG) finite element method, which is highly robust and flexible in the element construction by using discontinuous piecewise polynomials on finite element partitions consisting of polygons of arbitrary shape. The resulting WG finite element formulation is symmetric, positive definite, and parameter-free. Under reasonable assumptions on the structure of the boundary layers that appear in the solution, a family of suitable Shishkin meshes with $N^2$ elements is constructed ,convergence of the method is proved in a discrete $H^2$ norm for the corresponding WG finite element solutions and numerical results are presented.

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis that includes the existence of solutions and first- and second-order optimality conditions. We also develop two finite element methods that differ fundamentally in whether the admissible control set is discretized or not. For each of the proposed methods, we perform a convergence analysis and derive a priori error estimates; the latter under the assumption that the domain is convex. Finally, assuming that the domain is Lipschitz, we develop an a posteriori error estimator for each discretization scheme and obtain a global reliability bound.

This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p \asymp n$. The analysis and proposed estimators are applicable to Gradient Descent (GD), proximal GD and their accelerated variants such as Fast Iterative Soft-Thresholding (FISTA). The paper proposes novel estimators for the generalization error of the iterate $\hbb^t$ for any fixed iteration $t$ along the trajectory. These estimators are proved to be $\sqrt n$-consistent under Gaussian designs. Applications to early-stopping are provided: when the generalization error of the iterates is a U-shape function of the iteration $t$, the estimates allow to select from the data an iteration $\hat t$ that achieves the smallest generalization error along the trajectory. Additionally, we provide a technique for developing debiasing corrections and valid confidence intervals for the components of the true coefficient vector from the iterate $\hbb^t$ at any finite iteration $t$. Extensive simulations on synthetic data illustrate the theoretical results.

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