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In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…

Optimization and Control · Mathematics 2025-12-18 Chiara Schindler

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

Optimization and Control · Mathematics 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our…

Machine Learning · Statistics 2014-04-15 Quoc Tran-Dinh , Anastasios Kyrillidis , Volkan Cevher

We give a self-contained introduction to the theory of elliptic homogenization for random coefficient fields, starting from classical qualitative homogenization. The presentation also contains new results, such as optimal estimates (both in…

Analysis of PDEs · Mathematics 2024-09-19 Scott Armstrong , Tuomo Kuusi

We consider a family of second-order parabolic systems in divergence form with rapidly oscillating and time-dependent coefficients, arising in the theory of homogenization. We obtain uniform interior $W^{1,p}$, H\"older, and Lipschitz…

Analysis of PDEs · Mathematics 2013-08-28 Jun Geng , Zhongwei Shen

We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…

Numerical Analysis · Mathematics 2024-10-29 Kateryna Pozharska , Tino Ullrich

This paper is devoted to the homogenization of the heat conduction equation, with a homogeneous Dirichlet boundary condition, having a periodically oscillating thermal conductivity and a vanishing volumetric heat capacity. A homogenization…

Analysis of PDEs · Mathematics 2019-06-06 Tatiana Danielsson , Pernilla Johnsen

We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the…

Analysis of PDEs · Mathematics 2014-09-03 Antoine Gloria , Felix Otto

This paper is devoted to studying the maximal-in-time estimates and Strichartz estimates for orthonormal functions and convergence problem of density functions related to Boussinesq operator on manifolds. Firstly, we present the pointwise…

Analysis of PDEs · Mathematics 2024-11-15 Xiangqian Yan , Yongsheng Li , Wei Yan , Xin Liu

In a previous article about the homogenization of the classical problem of diff usion in a bounded domain with su ciently smooth boundary we proved that the error is of order $\epsilon^{1/2}$. Now, for an open set with su ciently smooth…

Numerical Analysis · Mathematics 2011-09-12 Georges Griso

In this paper, we propose and analyze a finite element discretization for the computation of fractional minimal graphs of order~$s \in (0,1/2)$ on a bounded domain $\Omega$. Such a Plateau problem of order $s$ can be reinterpreted as a…

Numerical Analysis · Mathematics 2020-03-26 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

We introduce a simple, general, and convergent scheme to compute generalized eigenfunctions of self-adjoint operators with continuous spectra on rigged Hilbert spaces. Our approach does not require prior knowledge about the eigenfunctions,…

Numerical Analysis · Mathematics 2024-10-14 Matthew J. Colbrook , Andrew Horning , Tianyiwa Xie

In this manuscript we prove quantitative homogenization results for the obstacle problem with bounded measurable coefficients. As a consequence, large-scale regularity results both for the solution and the free boundary for the…

Analysis of PDEs · Mathematics 2021-12-22 Gohar Aleksanyan , Tuomo Kuusi

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

Analysis of PDEs · Mathematics 2013-05-16 E. Pardoux , A. Piatnitski

In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…

Analysis of PDEs · Mathematics 2017-01-16 Martin Heida , Sergiy Nesenenko

We consider the numerical reconstruction of the spatially dependent conductivity coefficient and the source term in elliptic partial differential equations in a two-dimensional convex polygonal domain, with the homogeneous Dirichlet…

Numerical Analysis · Mathematics 2025-10-07 Peiran Zhang

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

We study the continuum limit of discrete, nonconvex energy functionals defined on crystal lattices in dimensions $d\geq 2$. Since we are interested in energy functionals with random (stationary and ergodic) pair interactions, our problem…

Analysis of PDEs · Mathematics 2018-07-26 Stefan Neukamm , Mathias Schaffner , Anja Schlomerkemper