Related papers: Variational approximation of functionals defined o…
We propose a variational method to solve all three estimation problems for nonlinear stochastic dynamical systems: prediction, filtering, and smoothing. Our new approach is based upon a proper choice of cost function, termed the {\it…
We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein-Uhlenbeck type process, by using direct methods of calculus of variations.…
In this paper we consider the branched transportation problem in 2D associated with a cost per unit length of the form $1 + \alpha m$ where $m$ denotes the amount of transported mass and $\alpha > 0$ is a fixed parameter (notice that the…
We consider the solution of a stochastic convex optimization problem $\mathbb{E}[f(x;\theta^*,\xi)]$ over a closed and convex set $X$ in a regime where $\theta^*$ is unavailable and $\xi$ is a suitably defined random variable. Instead,…
In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…
The present paper extends the classical second-order variational problem of Herglotz type to the more general context of the Euclidean sphere S^n following variational and optimal control approaches. The relation between the Hamiltonian…
An approximate Steiner tree is a Steiner tree on a given set of terminals in Euclidean space such that the angles at the Steiner points are within a specified error e from 120 degrees.This notion arises in numerical approximations of…
We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
We study variational problems for curves approximated by B-spline curves. We show that, one can obtain discrete Euler-Lagrange equations, for the data describing the approximated curves. Our main application is to the curve completion…
The present paper opens a new branch in the theory of variational problems with branching extremals, the investigation of one-dimensional minimal fillings of finite pseudo-metric spaces. On the one hand, this problem is a one-dimensional…
We analyze the relation of the notion of a pluri-Lagrangian system, which recently emerged in the theory of integrable systems, to the classical notion of variational symmetry, due to E. Noether. We treat classical mechanical systems and…
This paper deals with the systematic development of structure-preserving approximations for a class of nonlinear partial differential equations on networks. The class includes, for example, gas pipe network systems described by barotropic…
The Born approximation of a potential in the context of the Calder\'on inverse problem is an object that can be formally defined in terms of spectral data of the Dirichlet-to-Neumann map of the corresponding Schr\"odinger operator. In this…
Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…
To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…
We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…
We apply a variational method devised for the nuclear many--body problem to the 1-dimensional Hubbard--model with nearest neighbor hopping and periodic boundary conditions. The test wave function consist for each state out of a single…
Euclidean Steiner trees are relevant to model minimal networks in real-world applications ubiquitously. In this paper, we study the feasibility of a hierarchical approach embedded with bundling operations to compute multiple and mutually…
We give a randomized O(n polylog n)-time approximation scheme for the Steiner forest problem in the Euclidean plane. For every fixed eps > 0 and given n terminals in the plane with connection requests between some pairs of terminals, our…