The *-variation of the Banach-Mazur game and forcing axioms

This paper introduces a new poset property defined via a variation of the Banach-Mazur game that strengthens (ω1+1)(\omega_1+1)-strategic closedness, proves that the Proper Forcing Axiom (PFA) is preserved under forcing with such posets, and applies this result to reproduce Magidor's theorem on the consistency of PFA with weak square principles while distinguishing the property from (ω1+1)(\omega_1+1)-operational closedness.

Yasuo Yoshinobu2026-03-06🔢 math

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations

This paper proposes and analyzes a novel class of modified averaged vector field methods that simultaneously preserve multiple invariants for conservative Stratonovich stochastic differential equations, proving their mean square convergence order of 1 under commutative noises and demonstrating their superiority in long-time simulations through numerical experiments.

Chuchu Chen, Jialin Hong, Diancong Jin2026-03-06🔢 math

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

The Generalized Multiplicative Gradient Method for A Class of Convex Optimization Problems Over Symmetric Cones

This paper introduces and analyzes the Generalized Multiplicative Gradient (GMG) method for solving convex optimization problems over symmetric cones with non-Lipschitz gradients, establishing an O(1/k)O(1/k) convergence rate through novel theoretical results and demonstrating its superior computational complexity compared to other first-order methods across several key applications.

Renbo Zhao2026-03-06🔢 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

Distributionally Robust Airport Ground Holding Problem under Wasserstein Ambiguity Sets

This paper introduces a distributionally robust framework for the single airport ground holding problem under Wasserstein ambiguity sets, featuring a novel hybrid algorithm that combines Kelly's cutting plane method with the integer L-shaped method to achieve significant computational speedups while enhancing decision-making resilience against capacity distribution shifts.

Haochen Wu, Alexander S. Estes, Max Z. Li2026-03-06🔢 math

On canonical bundle formula for fibrations of curves with arithmetic genus one

This paper establishes canonical bundle formulas for fibrations of curves with arithmetic genus one in characteristic p>0p>0, distinguishing between separable and inseparable cases, and applies these results to prove that a klt pair with a nef anti-log canonical divisor and a relative dimension one Albanese morphism is a fiber space over its Albanese variety.

Jingshan Chen, Chongning Wang, Lei Zhang2026-03-06🔢 math

Learning Risk Preferences in Markov Decision Processes: an Application to the Fourth Down Decision in the National Football League

This paper employs an inverse optimization framework on NFL play-by-play data to demonstrate that coaches' historically conservative fourth-down decisions are consistent with optimizing low quantiles of future value, revealing that their risk preferences have become more tolerant over time and vary based on field position.

Nathan Sandholtz, Lucas Wu, Martin Puterman + 1 more2026-03-06🔢 math