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We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…

Numerical Analysis · Mathematics 2014-11-04 Constantin Bacuta

High-index saddle dynamics provides an effective means to compute the any-index saddle points and construct the solution landscape. In this paper we prove error estimates for Euler discretization of high-index saddle dynamics with respect…

Numerical Analysis · Mathematics 2022-08-05 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

In this paper, we extend the functional approach for calculating the EFT likelihood by applying the saddle-point expansion. We demonstrate that, after suitable reformulation, the likelihood expression is consistent with the path integral…

High Energy Physics - Phenomenology · Physics 2025-04-24 Ji-Yuan Ke , Yun Wang , Ping He

The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…

Optimization and Control · Mathematics 2020-08-13 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

The saddle-point problems (SPPs) with nonlinear coupling operators frequently arise in various control systems, such as dynamic programming optimization, H-infinity control, and Lyapunov stability analysis. However, traditional primal-dual…

Optimization and Control · Mathematics 2025-03-21 Sai Wang , Yi Gong

This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…

Optimization and Control · Mathematics 2019-07-16 Zhipeng Xie , Jianwen Shi

Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…

Machine Learning · Statistics 2018-11-27 Nicolas Brosse , Alain Durmus , Eric Moulines

In contact mechanics computation, the constraint conditions on the contact surfaces are typically enforced by the Lagrange multiplier method, resulting in a saddle point system. The mortar finite element method is usually employed to…

Numerical Analysis · Mathematics 2024-09-24 Xiaoyu Duan , Hengbin An , Zeyao Mo

Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…

Artificial Intelligence · Computer Science 2013-09-27 Luis Gustavo Vianna , Scott Sanner , Leliane Nunes de Barros

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

Statistical Mechanics · Physics 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel

Large Language Models (LLMs) have achieved remarkable success, underpinning diverse AI applications. However, they often suffer from performance degradation due to factors such as catastrophic forgetting during Supervised Fine-Tuning (SFT),…

Machine Learning · Computer Science 2026-04-20 Chi Liu , Xin Chen , Xu Zhou , Fangbo Tu , Srinivasan Manoharan

A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…

Probability · Mathematics 2014-04-01 Feng-Yu Wang

In this paper we consider the application of direct methods for solving a sequence of saddle-point systems. Our goal is to design a method that reuses information from one factorization and applies it to the next one. In more detail, when…

Optimization and Control · Mathematics 2017-09-19 Jan Kuřátko

We consider the problem of finding second-order stationary points of heterogeneous federated learning (FL). Previous works in FL mostly focus on first-order convergence guarantees, which do not rule out the scenario of unstable saddle…

Machine Learning · Computer Science 2023-10-31 Sijin Chen , Zhize Li , Yuejie Chi

The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a…

Methodology · Statistics 2017-06-09 Matteo Fasiolo , Simon N. Wood , Florian Hartig , Mark V. Bravington

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

Computational Engineering, Finance, and Science · Computer Science 2021-09-07 Sebastian D. Proell , Wolfgang A. Wall , Christoph Meier

This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Andrei Pavlov , Iman Shames , Chris Manzie

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Using fermionic techniques, we compute exactly the large deviation function (ldf) of the time-integrated injected power in several one-dimensional dissipative systems of classical spins. The dynamics are T=0 Glauber dynamics supplemented by…

Statistical Mechanics · Physics 2009-11-13 Jean Farago , Estelle Pitard

Time-integrated quantities such as work and heat increase incessantly in time during nonequilibrium processes near steady states. In the long-time limit, the average values of work and heat become asymptotically equivalent to each other,…

Statistical Mechanics · Physics 2015-03-26 Kwangmoo Kim , Chulan Kwon , Hyunggyu Park