Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk

This paper introduces a novel class of single- and multi-level Fourier-RQMC algorithms that leverage frequency-domain integration and randomized quasi-Monte Carlo sampling to achieve superior accuracy and computational efficiency in estimating multivariate shortfall risk and optimal capital allocations compared to traditional Monte Carlo methods.

Chiheb Ben Hammouda, Truong Ngoc Nguyen2026-03-09✓ Author reviewed 🔢 math

StochasticBarrier.jl: A Toolbox for Stochastic Barrier Function Synthesis

StochasticBarrier.jl is an open-source Julia toolbox that efficiently synthesizes Stochastic Barrier Functions for verifying the safety of discrete-time stochastic systems using Sum-of-Squares and piecewise constant optimization methods, demonstrating superior speed, scalability, and safety bounds compared to state-of-the-art tools across over 30 case studies.

Rayan Mazouz, Frederik Baymler Mathiesen, Luca Laurenti, Morteza Lahijanian2026-03-09🔢 math

Quantum thermodynamics and semidefinite programming: regularization and algorithms

This paper establishes a general mathematical framework for variational problems in quantum thermodynamics with measurement constraints, leveraging non-commutative optimal transport to analyze dual formulations and zero-temperature limits while tailoring the approach to quantum state tomography and developing convergent computational algorithms.

Emanuele Caputo, Augusto Gerolin, Nataliia Monina, Pavlo Pelikh, Lorenzo Portinale2026-03-09🔢 math