We consider the multidimensional generalised stochastic Burgers equation in the space-periodic setting: $ \partial \mathbf{u}/\partial t+$ $(\nabla…

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been c…

Motivated by the broadcast view of the interference channel, the new problem of communication with disturbance constraints is formulated. The rate-di…

The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with expos…

We initiate the study of efficient mechanism design with guaranteed good properties even when players participate in multiple different mechanisms si…

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can pl…

A general framework is developed to investigate the properties of useful choices of stationary spacelike slicings of stationary spacetimes whose cong…

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specificall…

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization base…

We present an analysis of wave propagation in a two step-index, parallel waveguide system. The goal is to quantify the effect of scattering at random…

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution …

This paper considers constrained optimization over a renewal system. A controller observes a random event at the beginning of each renewal frame and …

We study a turbulence closure model in which the fractional Laplacian $(-\Delta)^\alpha$ of the velocity field represents the turbulence diffusivity.…

In this paper we illustrate the simplifications produced by FDR in NNLO computations. We show with an explicit example that - due to its four-dimensi…

We perform a local stability analysis of rotational flows in the presence of a constant vertical magnetic field and an azimuthal magnetic field with …

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite elem…

We consider an optimal investment and consumption problem for a Black-Scholes financial market with stochastic volatility and unknown stock appreciat…

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true…

This paper develops output feedback boundary control to mitigate traffic congestion of a unidirectional two-lane freeway segment. The macroscopic tra…

We study the problem of learning \emph{across} a sequence of price experiments for related products, focusing on implementing the Thompson sampling a…

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