4 papers
Strong error analysis of a temporal approximation for stochastic Korteweg-de Vries equation with small additive noise
Jianbo Cui, Raffaele D'Ambrosio, Stefano Di Giovacchino +1
We study strong temporal approximation of periodic stochastic Korteweg--de Vries equation driven by small additive \(Q\)-Wiener noise of amplitude \(\mathcal O(\varepsilon)\), \(0<…
Backward error analysis of stochastic Poisson integrators
Raffaele D'Ambrosio, Stefano Di Giovacchino
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysi…
Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: Application to stochastic coordinate descent
Stefano Di Giovacchino, Desmond J. Higham, Konstantinos Zygalakis
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Us…
A Hierarchy of Network Models Giving Bistability Under Triadic Closure
Stefano Di Giovacchino, Desmond J. Higham, Konstantinos C. Zygalakis
Triadic closure describes the tendency for new friendships to form between individuals who already have friends in common. It has been argued heuristically that the triadic closure…