Related papers: Second order dynamical systems associated to varia…
This paper shows how the theory of dynamic risk measures provides viscosity solutions to a family of second-order parabolic partial differential equations, even in the degenerate case. First, motivated by the martingale problem approach of…
We develop a unified analytical and dynamical framework for the qualitative study of the one-parameter family of generalized Dirichlet eta functions $\eta_{a}(t)=\sum_{m\ge0}(-1)^{m}(am+1)^{-t}$, $a>0$, $t>0$, which includes the classical…
We extend our previous work on the evolution of close binary systems with misaligned orbital and spin angular momenta resulting from non-dissipative tidal interaction to include all physical effects contributing to apsidal motion. In…
We consider stochastic dynamics of lattice systems with finite local state space, possibly at low temperature, and possibly non-reversible. We assume the additional regularity properties on the dynamics: a) There is at least one stationary…
The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…
In a Hilbert framework, for convex differentiable optimization, we consider accelerated gradient methods obtained by combining temporal scaling and averaging techniques with Tikhonov regularization. We start from the continuous steepest…
We continue the analysis of a family of energies penalizing oscillations in oblique directions: they apply to functions $u(x_1,x_2)$ with $x_l\in\mathbb{R}^{n_l}$ and vanish when $u(x)$ is of the form $u_1(x_1)$ or $u_2(x_2)$. We mainly…
Results on continuous dependence on parameters, as well as on regularization, of solutions to linear systems of parabolic partial differential equations of second order with delay are given. One of the main features is that the topology on…
This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certificate for asymptotic convergence, directly bridging the gap…
We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…
We consider the following equations: \begin{equation*} \left\{\begin{array}{ll} (-\triangle)^{\alpha/2}u(x)=f(v(x)), \\ (-\triangle)^{\beta/2}v(x)=g(u(x)), &x \in R^{n},\\ u,v\geq 0, &x \in R^{n}, \end{array} \right. \end{equation*} for…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
We analyze the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system with Hessian-driven damping. We recover a convergence rate, up to a factor of 2 speedup upon Nesterov's…
We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…
Higher-order gravity models have been recently the subject of much attention in the context of cosmic acceleration. These models are derived by adding various curvature invariants to the Einstein-Hilbert action. Several studies showed that…
We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form $\operatorname{div} \gamma(\nabla \cdot)$, where $\gamma$ is a maximal monotone graph…
Contraction theory for dynamical systems on Euclidean spaces is well-established. For contractive (resp. semi-contractive) systems, the distance (resp. semi-distance) between any two trajectories decreases exponentially fast. For partially…
This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…
We prove two new functional inequalities of the forms\[ \int_G \varphi (\psi - \overline{\psi}) \leq \frac{1}{a}\int_G \psi \ln \left(\frac{\;\psi\;}{ \overline{\psi}}\right) + \frac{a}{4\beta_0} \left\{ \int_G \psi \right\}\int_G|\nabla…
We consider a scalar valued elliptic partial differential equation on a sufficiently smooth domain $\Omega$, subject to a regularized Tresca friction-type boundary condition on a subset $\Gamma$ of $\partial \Omega$. The friction threshold,…