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Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all…

Optimization and Control · Mathematics 2012-10-26 M. Barbero-Liñán , M. C. Muñoz-Lecanda

Directed topology is a refinement of standard topology, where spaces may have non-reversible paths. It has been put forward as a candidate approach to the analysis of concurrent processes. Recently, a wealth of different frameworks for,…

General Topology · Mathematics 2012-12-06 André Hirschowitz , Michel Hirschowitz , Tom Hirschowitz

Discrete gradient methods are a class of numerical integrators producing solutions with exact preservation of first integrals of ordinary differential equations. In this paper, we apply order theory combined with the symmetrized Itoh--Abe…

Numerical Analysis · Mathematics 2026-01-13 Håkon Noren Myhr , Sølve Eidnes

We generalize our results of \cite{AP2} and \cite{AP3} to the case of maximal dissipative operators. We obtain sharp conditions on a function analytic in the upper half-plane to be operator Lipschitz. We also show that a H\"older function…

Functional Analysis · Mathematics 2010-09-03 Aleksei Aleksandrov , Vladimir Peller

We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…

Numerical Analysis · Mathematics 2025-12-30 Daniel R. Venn , Steven J. Ruuth

We consider the existence and H\"{o}lder continuity conditions for the $k$-th order derivatives of self-intersection local time for $d$-dimensional fractional Brownian motion, where $k=(k_1,k_2,\cdots, k_d)$. Moreover, we show a limit…

Probability · Mathematics 2020-12-22 Qian Yu

We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…

Classical Analysis and ODEs · Mathematics 2012-06-29 Sanja Gonzalez Zivanovic , Pieter Collins

In a recent short note the first author gave the first positive result on the higher order regularity of the discrete noncentered Hardy-Littlewood maximal function. In this article we conduct a thorough investigation of possible similar…

Classical Analysis and ODEs · Mathematics 2025-08-01 Faruk Temur , Hikmet Burak Özcan

Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is…

Machine Learning · Computer Science 2025-12-03 Zihao Zhao , Kai-Chia Mo , Shing-Hei Ho , Brandon Amos , Kai Wang

In this work, we propose a method for minimizing non-convex functions with Lipschitz continuous $p$th-order derivatives, starting from $p \geq 1$. The method, however, only requires derivative information up to order $(p-1)$, since the…

Optimization and Control · Mathematics 2025-10-10 Nikita Doikov , Geovani Nunes Grapiglia

We establish some higher differentiability results of integer and fractional order for solution to non-autonomous obstacle problems of the form \begin{equation*} \min \left\{\int_{\Omega}f(x, Dv(x))\,:\, v\in…

Analysis of PDEs · Mathematics 2020-07-09 Andrea Gentile

We pursue the study of a model convex functional with orthotropic structure and nonstandard growth conditions, this time focusing on the sub-quadratic case. We prove that bounded local minimizers are locally Lipschitz. No restriction on the…

Analysis of PDEs · Mathematics 2022-11-15 Pierre Bousquet , Lorenzo Brasco , Chiara Leone

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 study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…

Optimization and Control · Mathematics 2024-06-12 Pierluigi Colli , Jürgen Sprekels

In this paper, we consider the Dirichlet problem for a new class of augmented Hessian equations. Under sharp assumptions that the matrix function in the augmented Hessian is regular and there exists a smooth subsolution, we establish global…

Analysis of PDEs · Mathematics 2014-03-27 Feida Jiang , Neil S. Trudinger , Xiao-Ping Yang

This paper demonstrates new methods and implementations of nonlinear solvers with higher-order of convergence, which is achieved by efficiently computing higher-order derivatives. Instead of computing full derivatives, which could be…

Numerical Analysis · Mathematics 2025-01-29 Songchen Tan , Keming Miao , Alan Edelman , Christopher Rackauckas

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic…

Optimization and Control · Mathematics 2013-04-30 D. Drusvyatskiy , B. S. Mordukhovich , T. T. A. Nghia

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

Optimization and Control · Mathematics 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we…

Optimization and Control · Mathematics 2014-05-07 Ricardo Almeida , Nuno R. O. Bastos , Delfim F. M. Torres

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov
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