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A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same…

Probability · Mathematics 2010-07-28 Sameer Kamal

In this manuscript, we study the properties of a family of second-order differential equations with damping, its discretizations and their connections with accelerated optimization algorithms for $m$-strongly convex and $L$-smooth…

Numerical Analysis · Mathematics 2021-01-12 J. M. Sanz-Serna , Konstantinos C. Zygalakis

We prove existence of positive solutions to a boundary value problem depending on discrete fractional operators. Then, corresponding discrete fractional Lyapunov-type inequalities are obtained.

Classical Analysis and ODEs · Mathematics 2017-10-13 Amar Chidouh , Delfim F. M. Torres

We establish the long time existence of solutions for the "Boussinesq-Full Dispersion" systems modeling the propagation of internal waves in a two-layer system. For the two-dimensional Hamiltonian case we prove the global existence of small…

Analysis of PDEs · Mathematics 2019-09-19 Jean-Claude Saut , Li Xu

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

Optimization and Control · Mathematics 2018-06-13 Adrien Taylor , Bryan Van Scoy , Laurent Lessard

This work is devoted to the study of the nonlinear second-order neutral difference equations with quasi-differences of the form $$ \Delta \left( r_{n} \Delta \left( x_{n}+q_{n}x_{n-\tau}\right)\right)= a_{n}f(x_{n-\sigma})+b_n%, \ n\geq n_0…

Classical Analysis and ODEs · Mathematics 2016-08-01 Magdalena Nockowska-Rosiak

Often in the study the periodic orbits in dynamical systems, the computation of the Lyapunov Coeficients is needed. In this paper, the calculations of this coeficients were done via complex variable transformation in order to obtain the…

Dynamical Systems · Mathematics 2017-09-21 E. Chan López , H. Argote Morales , A. Martín Ruiz

This paper examines the question for global regularity for the Boussinesq equation with critical fractional dissipation. The main result states that the system admits global regular solutions for all (reasonably) smooth and decaying data,…

Analysis of PDEs · Mathematics 2016-10-18 Fazel Hadadifard , Atanas Stefanov

In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…

Numerical Analysis · Mathematics 2020-08-04 H. A. Erbay , S. Erbay , A. Erkip

This paper establishes the global in time existence of classical solutions to the 2D anisotropic Boussinesq equations with vertical dissipation. When only the vertical dissipation is present, there is no direct control on the horizontal…

Analysis of PDEs · Mathematics 2011-08-15 Chongsheng Cao , Jiahong Wu

This paper is concerned with well-posedness of the Boussinesq system. We prove that the $n$ ($n\ge2$) dimensional Boussinesq system is well-psoed for small initial data $(\vec{u}_0,\theta_0)$ ($\nabla\cdot\vec{u}_0=0$) either in…

Analysis of PDEs · Mathematics 2015-05-28 Chao Deng , Shangbin Cui

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Marcos M. Vasconcelos , Thinh T. Doan , Urbashi Mitra

In this work we develop a discretisation method for the Brinkman problem that is uniformly well-behaved in all regimes (as identified by a local dimensionless number with the meaning of a friction coefficient) and supports general meshes as…

Numerical Analysis · Mathematics 2023-03-22 Daniele A. Di Pietro , Jérôme Droniou

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

Reliable quasi-static object manuipulation and robotic locomotion require verification of the stability of equilibria under rigid contacts and friction. In a recent paper, M. Posa, M. Tobenkin, and R. Tedrake demonstrated that…

Classical Physics · Physics 2022-09-29 Péter L. Várkonyi

In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based…

Optimization and Control · Mathematics 2019-12-19 Orlando Romero , Mouhacine Benosman

We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…

Dynamical Systems · Mathematics 2024-01-08 Jennifer Przybilla , Matthias Voigt

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

This paper develops methods for proving Lyapunov stability of dynamical systems subject to disturbances with an unknown distribution. We assume only a finite set of disturbance samples is available and that the true online disturbance…

Optimization and Control · Mathematics 2024-07-15 Kehan Long , Yinzhuang Yi , Jorge Cortes , Nikolay Atanasov

We address the classic problem of stability and asymptotic stability in the sense of Lyapunov of the equilibrium point of autonomic differential equations using discrete approach. This new approach includes a consideration of a family of…

Classical Analysis and ODEs · Mathematics 2012-11-07 Eugene Polulyakh , Vladimir Sharko , Igor Vlasenko