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Yoshihito Kazashi

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Related publications (5)

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Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval

Fabio Nobile, Yoshihito Kazashi

An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and sto ...

2021

Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

Fabio Nobile, Yoshihito Kazashi

This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice-a setting that, as pointed out by Zeng et al. (Monte Carlo and Quasi-Monte Carlo Methods 2004, Springer, New Y ...

Springer2022

Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

Fabio Nobile, Eva Vidlicková, Yoshihito Kazashi

We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation ...

Springer2021

Density estimation in RKHS with application to Korobov spaces in high dimensions

Fabio Nobile, Yoshihito Kazashi

A kernel method for estimating a probability density function from an independent and identically distributed sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined b ...

2023

Dynamical Low-Rank Approximation for Stochastic Differential Equations

Fabio Nobile, Yoshihito Kazashi, Fabio Zoccolan

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of basis vectors with r ...

American Mathematical Society (AMS)2025