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Ilia Binder

dblp:18/5294 · DBLP profile ↗
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2ranked-venue papers
2as first author
0since 2021 · last 2009
0000-0002-8232-6981ORCID · corroborated

Domains — the database's venue-derived domains; a paper can count in several

Theory of computation · 2 · 2 first-author

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Theoretical computer science
1 paper
Algorithms and data structures · 67% Mathematical optimization · 33%

Topics — the 3 heaviest of 3, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Algorithms and data structures
analysis of algorithms
0.112009
The complexity of simulating Brownian Motion · SODA 2009
Mathematical optimization › convergence analysis
convergence bounds
0.112009
The complexity of simulating Brownian Motion · SODA 2009
Algorithms and data structures
randomized algorithms
0.112009
The complexity of simulating Brownian Motion · SODA 2009

Methods — techniques the papers use, named apart from their topics

newton potentials · 0.1martingale analysis · 0.1energy function · 0.1
YearPublicationVenuePosition
2009 The complexity of simulating Brownian Motion
abstract
We analyze the complexity of the Walk on Spheres algorithm for simulating Brownian Motion in a domain Ω ⊂ ℝd. The algorithm, which was first proposed in the 1950s, produces samples from the hitting probability distribution of the Brownian Motion process on ∂Ω within an error of ∊. The algorithm is used as a building block for solving a variety of differential equations, including the Dirichlet Problem. The WoS algorithm simulates a BM starting at a point X0 = x in a given bounded domain Ω until it gets ∊-close to the boundary ∂Ω. At every step, the algorithm measures the distance dk from its current position Xk to ∂Ω and jumps a distance of dk/2 in a uniformly random direction from Xk to obtain Xk+1. The algorithm terminates when it reaches Xn that is ∊-close to ∂Ω. It is not hard to see that the algorithm requires at least Ω(log 1/∊) steps to converge. Only partial results with respect to the upper bound existed. In 1959 M. Motoo established an O(log 1/∊) bound on the running time for convex domains. The results were later generalized for a wider, but still very restricted, class of planar and 3-dimensional domains by G.A. Mikhailov (1979). In our earlier work (2007), we established an upper bound of O(log2 1/∊) on the rate of convergence of WoS for arbitrary planar domains. In this paper we introduce energy functions using Newton potentials to obtain very general upper bounds on the convergence of the algorithm. Special instances of the upper bounds yield the following results for bounded domains Ω: if Ω is a planar domain with connected exterior, the WoS converges in O(log 1/∊) steps; if Ω is a domain in R3 with connected exterior, the WoS converges in O(log2 1/∊) steps; for d > 2, if Ω is a domain in ℝd, the WoS converges in O((1/∊)2–4/d) steps; for d > 3, if Ω is a domain in ℝd with connected exterior, the WoS converges in O((1/∊)2–4/(d–1)) steps; for any d, if Ω is a domain in ℝd bounded by a smooth surface ∂Ω, the WoS converges in O(log1/∊) steps. We also demonstrate that the bounds are tight, i.e. we construct a domain from each class for which the upper bound is exact. Our results give the optimal upper bound of O(log1/∊) in many cases for which only a bound polynomial in 1/∊ was previously known.
Ilia Binder, Mark Braverman
SODA1
2007 Derandomization of Euclidean Random Walks
Ilia Binder, Mark Braverman
APPROX-RANDOM1