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In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…

Analysis of PDEs · Mathematics 2019-12-10 Scott N. Armstrong , Charles K. Smart

We study functionals \begin{equation*} F_\varepsilon (u) := \lambda_\varepsilon \int_\Omega W(u) \, dx + \varepsilon \|u\|_{H^{1/2}}^2 \end{equation*} for a double well potential $W$ and the Gagliardo seminorm $\|\cdot\|_{H^{1/2}}$ when…

Analysis of PDEs · Mathematics 2025-11-06 Tim Heilmann

Under a suitable notion of equivalence of integral densities we prove a $\Gamma$-closure theorem for integral functionals: The limit of a sequence of $\Gamma$-convergent families of such functionals is again a $\Gamma$-convergent family.…

Analysis of PDEs · Mathematics 2013-08-06 Martin Jesenko , Bernd Schmidt

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

The $\Gamma $-limit of a family of functionals $u\mapsto \int_{\Omega }f\left( \frac{x}{\varepsilon },\frac{x}{\varepsilon ^{2}},D^{s}u\right) dx$ is obtained for $s=1,2$ and when the integrand $f=f\left( y,z,v\right) $ is a continous…

Optimization and Control · Mathematics 2019-11-07 Joel Fotso Tachago , Giuliano Gargiulo , Hubert Nnang , Elvira Zappale

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

Optimization and Control · Mathematics 2018-01-10 Jérôme Bolte , Shoham Sabach , Marc Teboulle

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

The two-scale computational homogenization method is proposed for modelling of locally periodic fluid-saturated media subjected a to large deformation induced by quasistatic loading. The periodic heterogeneities are relevant to the…

Numerical Analysis · Mathematics 2022-02-11 Vladimír Lukeš , Eduard Rohan

We present an elementary method of explicit calculation of Young measures for certain class of functions. This class contains in particular functions of a highly oscillatory nature which appear in optimization problems and homogenization…

Functional Analysis · Mathematics 2014-09-30 Piotr Puchała

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne

We use the notion of stochastic two-scale convergence to solve the problem of stochastic homogenization of the elastic plate in the bending regime.

Analysis of PDEs · Mathematics 2016-12-13 Peter Hornung , Matthaus Pawelczyk , Igor Velcic

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

Analysis of PDEs · Mathematics 2017-05-02 Gabriel Deugoue , Jean Louis Woukeng

We prove that certain nonlocal functionals defined on partitions made of measurable sets Gamma-converge to a local functional modeled on the perimeter in the sense of De Giorgi. Those nonlocal functionals involve generalized surface tension…

Analysis of PDEs · Mathematics 2025-06-26 Thomas Gabard , Vincent Millot

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

In this paper, we present a unified and general framework for analyzing the batch updating approach to nonlinear, high-dimensional optimization. The framework encompasses all the currently used batch updating approaches, and is applicable…

Optimization and Control · Mathematics 2023-01-30 Tadipatri Uday Kiran Reddy , M. Vidyasagar

We study a discrete-to-continuous Gamma-limit of a family of high-contrast double porosity type functionals defined on a scaled integer lattice. Under periodicity and p-growth conditions we prove the homogenization result and describe the…

Functional Analysis · Mathematics 2014-06-09 Andrea Braides , Valeria Chiado Piat , Andrey Piatnitski

In this paper we prove a general homogenization result for monotone parabolic problems with an arbitrary number of microscopic scales in space as well as in time, where the scale functions are not necessarily powers of epsilon. The main…

Analysis of PDEs · Mathematics 2020-01-17 T. Danielsson , L. Flodén , P. Johnsen , M. Olsson Lindberg
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