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This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
Tilt stability plays a pivotal role in understanding how local solutions of an optimization problem respond to small, targeted perturbations of the objective. Although quadratic bundles are a powerful tool for capturing second-order…
Driven by the challenging task of finding robust discretization methods for Galbrun's equation, we investigate conditions for stability and different aspects of robustness for different finite element schemes on a simplified version of the…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
In this paper, we focus on a class of convexly constrained nonsmooth convex-concave saddle point problems with cardinality penalties. Although such nonsmooth nonconvex-nonconcave and discontinuous min-max problems may not have a saddle…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
In this paper, we analyze the discrete inf-sup condition and related error estimates for a modified Hilbert transformation as used in the space-time discretization of time-dependent partial differential equations. It turns out that the…
By developing a unified approach based on integral representations, we establish sharp quantitative stability estimates for critical points of the fractional Sobolev inequalities induced by the embedding $\dot{H}^s({\mathbb R}^n)…
We prove that under certain stability and smoothing properties of the semi-groups generated by the partial differential equations that we consider, manifolds left invariant by these flows persist under $C^1$ perturbation. In particular, we…
We give accurate and ergodic numerical methods for semilinear, second-order Langevin stochastic partial differential equations (SPDE). As a byproduct, we also give good geometric numerical methods for their infinite-dimensional Hamiltonian…
This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…
We examine the phenomenon of nonlinear stabilization, exhibiting a variety of related examples and counterexamples. For G\^ateaux differentiable maps, we discuss a mechanism of nonlinear stabilization, in finite and infinite dimensions,…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…
As a complement to two recent papers by An and Yen [An, D.T.V., Yen, N.D.: Differential stability of convex optimization problems under inclusion constraints. Appl. Anal., 94, 108--128 (2015)], and by An and Yao [An, D.T.V., Yao, J.-C.:…
We consider area preserving maps of surfaces and extend Mather's result on the equality of the closure of the four branches of saddles. He assumed elliptic fixed points to be Moser stable, while we require only that the derivative at this…
We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…