Forward-backward approximation of evolution equations in finite and infinite horizon
Abstract
This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the convergence and robustness analysis of iterative algorithms of widespread use in variational analysis and optimization. Our second contribution is the approximation, on a bounded time frame, of the solutions of evolution equations governed by accretive (monotone) operators with an additive structure, by trajectories defined using forward-backward sequences. This provides a short, simple and self-contained proof of existence and regularity for such solutions; unifies and extends a number of classical results; and offers a guide for the development of numerical methods. Finally, our third contribution is a mathematical methodology that allows us to deduce the behavior, as the number of iterations tends to , of sequences generated by forward-backward algorithms, based solely on the knowledge of the behavior, as time goes to , of the solutions of differential inclusions, and viceversa.
Keywords
Cite
@article{arxiv.1912.06225,
title = {Forward-backward approximation of evolution equations in finite and infinite horizon},
author = {Andres Contreras and Juan Peypouquet},
journal= {arXiv preprint arXiv:1912.06225},
year = {2019}
}