Related papers: On the gradient estimates for evolution operators …
We study stochastic gradient descent for solving conditional stochastic optimization problems, in which an objective to be minimized is given by a parametric nested expectation with an outer expectation taken with respect to one random…
This paper is concerned with a parabolic evolution equation of the form $A(u_t) + B(u) = f$, settled in a smooth bounded domain of ${\bf R}^d$, $d \geq 1$, and complemented with the initial conditions and with (for simplicity) homogeneous…
This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…
We consider a class of linear differential operators acting on vector-valued function spaces with general coupled boundary conditions. Unlike in the more usual case of so-called quantum graphs, the boundary conditions can be nonlinear.…
In an infinite dimensional separable Hilbert space $X$, we study compactness properties and the hypercontractivity of the Ornstein-Uhlenbeck evolution operators $P_{s,t}$ in the spaces $L^p(X,\gamma_t)$, $\{\gamma_t\}_{t\in\R}$ being a…
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…
In an infinite dimensional separable Hilbert space $X$, we study the realizations of Ornstein-Uhlenbeck evolution operators $\pst$ in the spaces $L^p(X,\g_t)$, $\{\g_t\}_{t\in\R}$ being the unique evolution system of measures for $\pst$ in…
We introduce a general difference quotient representation for non-local operators associated with a first-order linear operator. We establish new local to non-local estimates and strong localization principles in various spaces of…
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…
The aim of this work is to study the properties of groups of operators for evolution equations of quantum many-particle systems, namely, the von Neumann hierarchy for correlation operators, the BBGKY hierarchy for marginal density operators…
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
This work is concerned with the obtainment of new Carleman estimates for linear parabolic equations, where the second-order differential operator brings a super strong degeneracy in a positive measure subset of the spatial domain. In order…
We derive a priori second order estimates for fully nonlinear elliptic equations which depend on the gradients of solutions in critical ways on Hermitian manifolds. The global estimates we obtained apply to an equation arising from a…
Using the theory of evolutionary equations, we consider abstract differential equations including non-local integral operators. After providing a condition for the well-posedness of the addressed equation we consider a numerical method of…
This paper is concerned with convergence of stochastic gradient algorithms with momentum terms in the nonconvex setting. A class of stochastic momentum methods, including stochastic gradient descent, heavy ball, and Nesterov's accelerated…
A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered. As a consequence, optimal second-order regularity properties of solutions to nonlinear elliptic…
The conversion of resolvent conditions into semigroup estimates is crucial in the stability analysis of hyperbolic partial differential equations. For two families of multiple Toeplitz operators, we relate the power bound with a resolvent…
Analogues of the conjugate gradient method, MINRES, and GMRES are derived for solving boundary value problems (BVPs) involving second-order differential operators. Two challenges arise: imposing the boundary conditions on the solution while…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalities of the estimators.