Adaptive Lipschitz-Free Conditional Gradient Methods for Stochastic Composite Nonconvex Optimization

This paper introduces ALFCG, the first adaptive, projection-free framework for stochastic composite nonconvex optimization that eliminates the need for global smoothness constants or line search by using self-normalized accumulators to estimate local smoothness, achieving optimal iteration complexity up to logarithmic factors while outperforming state-of-the-art baselines.

Ganzhao YuanMon, 09 Ma🤖 cs.LG

Certified and accurate computation of function space norms of deep neural networks

This paper presents a framework for the certified and accurate computation of deep neural network function space norms (including LpL^p, W1,pW^{1,p}, and W2,pW^{2,p}) by combining interval arithmetic, adaptive refinement, and quadrature to derive guaranteed global bounds from local certificates, thereby enabling reliable error control for PDE applications like PINNs.

Johannes Gründler, Moritz Maibaum, Philipp PetersenMon, 09 Ma🤖 cs.LG

Efficient numerical computation of traveler states in explicit mobility-based metapopulation models: Mathematical theory and application to epidemics

This paper introduces a Runge-Kutta stage-aligned computation method that reduces the computational complexity of explicit Lagrangian metapopulation models from quadratic to linear scaling with respect to the number of spatial patches, enabling efficient and exact numerical simulations of epidemic spread without relying on heuristic approximations.

Henrik Zunker, René Schmieding, Jan Hasenauer, Martin J. KühnFri, 13 Ma🔢 math

Ill-Conditioning in Dictionary-Based Dynamic-Equation Learning: A Systems Biology Case Study

This paper systematically analyzes how numerical ill-conditioning caused by multicollinearity in candidate function libraries undermines the robustness of sparse regression for discovering biological dynamics, demonstrating that while orthogonal polynomial bases can improve model recovery under specific data distributions, they often fail or perform worse than monomial libraries when data sampling deviates from their associated weight functions.

Yuxiang Feng, Niall M Mangan, Manu JayadharanFri, 13 Ma🧬 q-bio

Leveraging higher-order time integration methods for improved computational efficiency in a rainshaft model

This paper demonstrates that replacing first-order time integration with higher-order Runge-Kutta methods and adaptive time stepping in the E3SMv3 rain microphysics model significantly improves computational efficiency and accuracy, achieving over 10x speedup compared to the default scheme while eliminating the need for stability-limiting ad hoc procedures.

Justin Dong, Sean P. Santos, Steven B. Roberts, Christopher J. Vogl, Carol S. WoodwardFri, 13 Ma🔬 physics

The probabilistic superiority of stochastic symplectic methods via large deviations principles

This paper establishes the probabilistic superiority of stochastic symplectic methods over non-symplectic ones by proving that the former asymptotically preserve the large deviations principles governing the exponential decay of hitting probabilities for the mean position and velocity of stochastic Hamiltonian systems, a result demonstrated via the Gärtner–Ellis theorem on the linear stochastic oscillator.

Chuchu Chen, Jialin Hong, Diancong Jin + 1 more2026-03-06🔢 math

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation

This paper establishes that symplectic discretizations, including spectral Galerkin spatial semi-discretization and temporal full discretization, weakly asymptotically preserve the large deviations principle of the stochastic linear Schrödinger equation, thereby providing an effective numerical approach for approximating the LDP rate function in infinite-dimensional spaces.

Chuchu Chen, Jialin Hong, Diancong Jin + 1 more2026-03-06🔢 math

Convergence analysis for minimum action methods coupled with a finite difference method

This paper presents a convergence analysis for minimum action methods coupled with finite difference schemes, establishing that the convergence orders of the discrete Freidlin-Wentzell action functional are $1/2formultiplicativenoiseand for multiplicative noise and 1foradditivenoise,whilealsodemonstratingtheconvergenceofthestochastic for additive noise, while also demonstrating the convergence of the stochastic \theta$-method for small-noise stochastic differential equations in the context of large deviations.

Jialin Hong, Diancong Jin, Derui Sheng2026-03-06🔢 math

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation

This paper establishes the L1(R)L^1(\mathbb{R}) convergence of the probability density for a fully discrete finite difference method solving the stochastic Cahn--Hilliard equation with multiplicative space-time white noise by introducing a novel localization argument to overcome the non-Lipschitz drift and partially resolving an open problem regarding the numerical computation of the solution's density.

Jialin Hong, Diancong Jin, Derui Sheng2026-03-06🔢 math

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation

This paper establishes the Freidlin--Wentzell large deviations principle for the stochastic Cahn--Hilliard equation with small noise and proves the convergence of the one-point large deviations rate function for its spatial finite difference method by utilizing Γ\Gamma-convergence of objective functions and overcoming non-Lipschitz drift challenges through discrete interpolation inequalities.

Diancong Jin, Derui Sheng2026-03-06🔢 math