Related papers: Second order dynamical systems associated to varia…
We construct Green's functions for divergence form, second order parabolic systems in non-smooth time-varying domains whose boundaries are locally represented as graph of functions that are Lipschitz continuous in the spatial variables and…
We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…
The non-monotonic propagation of fronts is considered. When the speed function $F:\mathbb{R}^{n} \times [0,T]\rightarrow \mathbb{R}$ is prescribed, the non-linear advection equation $\phi_{t}+F|\nabla \phi|=0$ is a Hamilton-Jacobi equation…
We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…
This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…
We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…
We investigate the asymptotic behavior of peculiar velocities in certain physically significant time-dependent gravitational fields. Previous studies of the motion of free test particles have focused on the \emph{collapse scenario},…
Gravitationally collapsed objects are known to be biased tracers of an underlying density contrast. Using symmetry arguments, generalised biasing schemes have recently been developed to relate the halo density contrast $\delta_h$ with the…
We study whether second-order systems can be made to behave like prescribed first-order dynamical systems through feedback control. More precisely, we study whether prescribed vector fields on compact smooth manifolds, viewed geometrically…
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…
Behavior analogous to a second order phase transition is observed for the homogeneous cooling state of a heavy impurity particle in a granular fluid. The order parameter $\phi $ is the ratio of impurity mean square velocity to that of the…
Given a non-convex twice differentiable cost function f, we prove that the set of initial conditions so that gradient descent converges to saddle points where \nabla^2 f has at least one strictly negative eigenvalue has (Lebesgue) measure…
This paper deals with a second-order primal-dual dynamical system with Hessian-driven damping and Tikhonov regularization terms in connection with a convex-concave bilinear saddle point problem. We first obtain a fast convergence rate of…
For a general nonlinear control system, we study the problem of small time local attainability of a target which is the closure of an open set. When the target is smooth and locally the sublevel set of a smooth function, we develop second…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
In previous work, the numerical solution of the linearized gravitational field equations near space-like and null-infinity was discussed in the form of the spin-2 zero-rest-mass equation for the perturbations of the conformal Weyl…
Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper proposes projected primal-dual dynamical system approaches…
This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…