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

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

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

This paper is concerned with analysis of electromagnetic wave scattering by an obstacle which is embedded in a two-layered lossy medium separated by …

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 introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base cla…

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the…

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated sin…

We investigate a quasicontinuum method by means of analytical tools. More precisely, we compare a discrete-to-continuum analysis of an atomistic one-…

We prove well-posedness of time-dependent Ginzburg--Landau system in a nonconvex polygonal domain, and decompose the solution as a regular part plus …

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images …

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are…

We model messaging activities as a hierarchical doubly stochastic point process with three main levels, and develop an iterative algorithm for inferr…

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 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…

We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them a…

The Kuramoto model of a system of coupled phase oscillators and its many variations are frequently used to describe synchronization phenomena in natu…

This paper presents an application of mean field control to dynamic production optimization. Both noncooperative and cooperative solutions are consid…

Many combinatorial and topological invariants of a hyperplane arrangement can be computed in terms of its Tutte polynomial. Similarly, many invariant…

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