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While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

We systematically introduce an approach to the analysis and (numerical) solution of a broad class of nonlinear unconstrained optimal control problems, involving ordinary and distributed systems. Our approach relies on exact representations…

Optimization and Control · Mathematics 2025-02-04 Nikolay Pogodaev , Maxim Staritsyn

We study the problem of finding a \textit{maximal} transitive relation contained in a given binary relation. Given a binary relation of size $m$ defined on a set of size $n$, we present a polynomial time algorithm that finds a maximal…

Data Structures and Algorithms · Computer Science 2018-05-24 Sourav Chakraborty , Shamik Ghosh , Nitesh Jha , Sasanka Roy

Describing the evolution of quantum systems by means of non-Hermitian generators opens a new avenue to explore the dynamical properties naturally emerging in such a picture, e.g. operation at the so-called exceptional points, preservation…

Quantum Physics · Physics 2023-12-01 Javid Naikoo , Ravindra W. Chhajlany , Jan Kolodynski

The paper discusses inference techniques for semiparametric models based on suitable versions of inference functions. The text contains two parts. In the first part, we review the optimality theory for non-parametric models based on the…

Statistics Theory · Mathematics 2020-11-17 Rodrigo Labouriau

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

Despite the rapid development and great success of machine learning models, extensive studies have exposed their disadvantage of inheriting latent discrimination and societal bias from the training data. This phenomenon hinders their…

Machine Learning · Computer Science 2021-12-30 Tianxiang Zhao , Enyan Dai , Kai Shu , Suhang Wang

This paper studies local asymptotic relationship between two scalar estimates. We define sensitivity of a target estimate to a control estimate to be the directional derivative of the target functional with respect to the gradient direction…

Econometrics · Economics 2018-05-24 Yaroslav Mukhin

We study the time optimal control problem for differential inclusions with a general closed target. We first give the representation of the proximal horizontal subgradients of the minimum time function $\mathcal{T}$ and then, together with…

Optimization and Control · Mathematics 2018-04-30 Luong V. Nguyen

In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are…

Optimization and Control · Mathematics 2015-05-08 Cédric M. Campos , Sina Ober-Blöbaum , Emmanuel Trélat

In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu

This work has two contributions. The first one is extending the Large Deviation Principle for uniform hyper-graphons from Lubetzky and Zhao \cite{lubetzky2015replica} to the multi-relational setting where each hyper-graphon can have…

General Mathematics · Mathematics 2024-03-18 Juan Alvarado , Jan Ramon , Yuyi Wang

In this paper we extend the duality theory of the multi-marginal optimal transport problem for cost functions depending on a decreasing function of the distance (not necessarily bounded). This class of cost functions appears in the context…

Analysis of PDEs · Mathematics 2018-05-03 Augusto Gerolin , Anna Kausamo , Tapio Rajala

Adjoint field methods are both elegant and efficient for calculating sensitivity information required across a wide range of physics-based inverse problems. Here we provide a unified approach to the derivation of such methods for problems…

Geophysics · Physics 2011-09-20 Alireza Aghasi , Eric L. Miller

This paper deals with Pareto solutions of a nonsmooth fractional interval-valued multiobjective optimization. We first introduce four types of Pareto solutions of the considered problem by considering the lower-upper interval order relation…

Optimization and Control · Mathematics 2022-12-26 Nguyen Huy Hung , Nguyen Van Tuyen

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Jiongmin Yong

Modeling the complex interactions of systems of particles or agents is a fundamental scientific and mathematical problem that is studied in diverse fields, ranging from physics and biology, to economics and machine learning. In this work,…

Machine Learning · Statistics 2020-10-09 Jason Miller , Sui Tang , Ming Zhong , Mauro Maggioni

The convergence of DP Fourier series which are neither strongly convergent nor strongly divergent is discussed in terms of the Taylor series of the corresponding inner analytic functions. These are the cases in which the maximum disk of…

Complex Variables · Mathematics 2015-05-05 Jorge L. deLyra