Related papers: A Randomized Version of the Collatz $3x + 1$ Probl…
We proposed an algorithm that covers some cases of Hamilton Circuit Problem.
We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that with probability one it mimics the behavior of the original…
The Frobenius coin problem in three variables, for three positive relatively prime integers $a_1< a_2< a_3$ asks to find the largest number not representable as $a_1x_1+a_2x_2+a_3x_3$ with non-negative integer coefficients $x_1$, $x_2$ and…
This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…
We trace the evolution of the theory of stochastic partial differential equations from the foundation to its development, until the recent solution of long-standing problems on well-posedness of the KPZ equation and the stochastic…
The Collatz sequence for a given natural number $N$ is generated by repeatedly applying the map $N$ $\rightarrow$ $3N+1$ if $N$ is odd and $N$ $\rightarrow$ $N/2$ if $N$ is even. One elusive open problem in Mathematics is whether all such…
The compound decision problem for a vector of independent Poisson random variables with possibly different means has half a century old solution. However, it appears that the classical solution needs smoothing adjustment even when there are…
This paper deals with the use of numerical methods based on random root sampling techniques to solve some theoretical problems arising in the analysis of polynomials. These methods are proved to be practical and give solutions where…
We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general…
This short note gives an upper bound on the measure of sets $A\subset [0,1]$ such that $x+y=3z$ has no solutions in $A$.
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…
We establish an equivalent condition to the validity of the Collatz conjecture, using elementary methods. We derive some conclusions and show several examples of our results. We also offer a variety of exercises, problems and conjectures.
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
We study a stochastic extended Korteweg - de Vries equation driven by a multiplicative noise. We prove the existence of a martingale solution to the equation studied. The proof of the solution is based on two approximations of the problem…
We study solution X of the stochastic equation X = AX +B, where A is a random matrix and B,X are random vectors, the law of (A,B) is given and X is independent of (A,B). The equation is meant in law, the matrix A is 2x2 upper triangular,…
The Collatz conjecture is explored using polynomials based on a binary numeral system. It is shown that the degree of the polynomials, on average, decreases after a finite number of steps of the Collatz operation, which provides a weak…
By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…
In this paper, we bring a complete solution to the Ovals problem, as formulated in [3] and [24].
This paper is a numerical evaluation of some trajectories of the Collatz function. Specifically, I assess the coalescence points of each integer $n\equiv 0 (\bmod{2})$ and $n\equiv 2(\bmod{3})$ through a sophisticated algorithm that has…
This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…