Related papers: On convergence in smooth gradient systems with bra…
We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…
We consider classical curvature flows: 1-parameter families of convex embeddings of the 2-sphere into Euclidean 3-space which evolve by an arbitrary (non-homogeneous) function of the radii of curvature. The associated flow of the radii of…
Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…
We report on some implications of the theory of turbulence developed by V. Yakhot [V. Yakhot, Phys. Rev. E {\bf 57}(2) (1998)]. In particular we focus on the expression for the scaling exponents $\zeta_{n}$. We show that Yakhot's result…
The constraint equations for smooth $[n+1]$-dimensional (with $n\geq 3$) Riemannian or Lorentzian spaces satisfying the Einstein field equations are considered. It is shown, regardless of the signature of the primary space, that the…
We develop a generalization of Nesterov's accelerated gradient descent method which is designed to deal with orthogonality constraints. To demonstrate the effectiveness of our method, we perform numerical experiments which demonstrate that…
Building on the first two authors' previous results, we prove a general criterion for convergence of (possibly singular) Bergman measures towards equilibrium measures on complex manifolds. The criterion may be formulated in terms of growth…
We consider a class of fully non-linear parabolic equations on compact Hermitian manifolds involving symmetric functions of partial Laplacians. Under fairly general assumptions, we show the long time existence and convergence of solutions.…
We propose a new family of subgradient- and gradient-based methods which converges with optimal complexity for convex optimization problems whose feasible region is simple enough. This includes cases where the objective function is…
The paper presents a review of the state-of-the-art of subgradient and accelerated methods of convex optimization, including in the presence of disturbances and access to various information about the objective function (function value,…
In this paper we derive $W^{1,\infty}$ and piecewise $C^{1,\alpha}$ estimates for solutions, and their $t-$derivatives, of divergence form parabolic systems with coefficients piecewise H\"older continuous in space variables $x$ and smooth…
Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…
Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…
In 1956, Bott in his celebrated paper on closed geodesics and Sturm intersection theory, proved an Index Iteration Formula for closed geodesics on Riemannian manifolds. Some years later, Ekeland improved this formula in the case of convex…
We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…
In the past decades, a remarkable amount of research has been carried out regarding fast solvers for large linear systems resulting from various discretizations of fractional differential equations (FDEs). In the current work, we focus on…
Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…
Metriplectic dynamical systems consist of a special combination of a Hamiltonian and a (generalized) entropy-gradient flow, such that the Hamiltonian is conserved and entropy is dissipated/produced (depending on a sign convention). It is…
A numerical scheme is developed for solution of the Goursat problem for a class of nonlinear hyperbolic systems with an arbitrary number of independent variables. Convergence results are proved for this difference scheme. These results are…
Finite element methods for symmetric linear hyperbolic systems using unstructured advancing fronts (satisfying a causality condition) are considered in this work. Convergence results and error bounds are obtained for mapped tent pitching…