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This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We present a class of one-dimensional systems of nonlinear parabolic equations for which long-time phase dynamics can be described by an ODE with a Lipschitz vector field in R^n. In the considered case of the Dirichlet boundary value…

Analysis of PDEs · Mathematics 2022-10-04 A. V. Romanov

We consider a class of nonlinear Schr\"odinger equation in two space dimensions with an attractive potential. The nonlinearity is local but rather general encompassing for the first time both subcritical and supercritical (in $L^2$)…

Analysis of PDEs · Mathematics 2008-05-27 E. Kirr , A. Zarnescu

When considering a general system of equations describing the space-time evolution (flow) of one or several variables, the problem of the optimization over a finite period of time of a measure of the state variable at the final time is a…

Fluid Dynamics · Physics 2015-06-04 D. P. G. Foures , C. P. Caulfield , P. J. Schmid

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

The subject is parametrices for semi-linear problems, based on parametrices for linear boundary problems and on non-linearities that decompose into solution-dependent linear operators acting on the solutions. Non-linearities of product type…

Analysis of PDEs · Mathematics 2016-12-02 Jon Johnsen

We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the…

Optimization and Control · Mathematics 2007-05-23 Mikhail Krastanov , Michael Malisoff , Peter Wolenski

By applying some theorems of Levy and Mordukhovich (Math Program 99: 311--327, 2004) and other related results, we estimate the Fr\'echet coderivative and the Mordukhovich coderivative of the stationary point set map of a smooth parametric…

Optimization and Control · Mathematics 2018-11-15 Duong Thi Kim Huyen , Jen-Chih Yao , Nguyen Dong Yen

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

This paper is devoted to studying three-dimensional non-commensurate fractional order differential equation systems with Caputo derivatives. Necessary and sufficient conditions are for the asymptotic stability of such systems are obtained.

Classical Analysis and ODEs · Mathematics 2024-10-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

In this paper we are interested in integro-differential elliptic and parabolic equations involving nonlocal operators with order less than one, and a gradient term whose coercivity growth makes it the leading term in the equation. We obtain…

Analysis of PDEs · Mathematics 2015-05-13 Guy Barles , Erwin Topp

The present paper contains some investigations about a uniform variant of the notion of metric hemiregularity, the latter being a less explored property obtained by weakening metric regularity. The introduction of such a quantitative…

Optimization and Control · Mathematics 2017-04-06 Amos Uderzo

We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…

Analysis of PDEs · Mathematics 2022-10-13 Carlo Benassi , Michele Caselli

Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…

Optimization and Control · Mathematics 2025-10-06 Mateo Díaz , Liwei Jiang , Abdel Ghani Labassi

Our main goal is to compute or estimate the calmness modulus of the argmin mapping of linear semi-infinite optimization problems under canonical perturbations, i.e., perturbations of the objective function together with continuous…

Optimization and Control · Mathematics 2015-01-20 M. J. Canovas , A. Y. Kruger , M. A. Lopez , J. Parra , M. A. Thera

In this work, we shall study the nonlinear inverse problems of recovering the Robin coefficients in elliptic and parabolic systems of second order, and establish their local Lipschitz stabilities. Some local Lipschitz stability was derived…

Analysis of PDEs · Mathematics 2017-10-16 Jiang Daijun , Zou Jun

In this paper, we introduce a new class of optimization problems whose objective functions are weakly homogeneous relative to the constraint sets. By using the normalization argument in asymptotic analysis, we prove two criteria for the…

Optimization and Control · Mathematics 2022-04-29 Vu Trung Hieu

This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…

Optimization and Control · Mathematics 2021-05-14 Constantin Christof , Gerd Wachsmuth

We develop a theory of existence and uniqueness of solutions of MFG master equations when the initial condition is Lipschitz continuous. Namely, we show that as long as the solution of the master equation is Lipschitz continuous in space,…

Analysis of PDEs · Mathematics 2023-02-13 Charles Bertucci , Jean-Michel Lasry , Pierre-Louis Lions

This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional…

Optimization and Control · Mathematics 2017-11-09 Constantin Christof , Gerd Wachsmuth
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