Related papers: Optimal Contours for High-Order Derivatives
We study numerical computation of conformal invariants of domains in the complex plane. In particular, we provide an algorithm for computing the conformal capacity of a condenser. The algorithm applies for wide kind of geometries: domains…
In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…
We develop a linear theory of discrete complex analysis on general quad-graphs, continuing and extending previous work of Duffin, Mercat, Kenyon, Chelkak and Smirnov on discrete complex analysis on rhombic quad-graphs. Our approach based on…
In complex analysis, the winding number measures the number of times a path (counter-clockwise) winds around a point, while the Cauchy index can approximate how the path winds. We formalise this approximation in the Isabelle theorem prover,…
We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal…
We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise naturally in the study of properties of the value functional in…
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…
Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…
Higher order derivatives of functions are structured high dimensional objects which lend themselves to many alternative representations, with the most popular being multi-index, matrix and tensor representations. The choice between them…
We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…
We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of application are studied, in particular,…
We consider the solution of initial value problems within the context of hybrid systems and emphasise the use of high precision approximations (in software for exact real arithmetic). We propose a novel algorithm for the computation of…
In this paper, we present some second-order sufficient conditions in terms of the Demyanov-Pevnyi's second-order directional derivatives for efficiency of $C^1$ vector optimization problems with constraints. Our results improve and…
A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…
For (planar) closed self-avoiding loops we construct a "holographic" map from the loop equations of large-N QCD_4 to an effective action defined over infinite rank Hitchin bundles. The effective action is constructed densely embedding…
State-of-the-art methods in convex and non-convex optimization employ higher-order derivative information, either implicitly or explicitly. We explore the limitations of higher-order optimization and prove that even for convex optimization,…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
The path integral formulation of constrained systems leads to obtain the equations of motion as total differential equations in many variables. If these equations are integrable then one can constuct a valid and a canonical phase space…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…