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In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…

Analysis of PDEs · Mathematics 2017-03-06 Manh Hong Duong , Agnes Lamacz , Mark A. Peletier , Upanshu Sharma

We propose a class of multipliers correction methods to minimize a differentiable function over the Stiefel manifold. The proposed methods combine a function value reduction step with a proximal correction step. The former one searches…

Optimization and Control · Mathematics 2021-09-30 Lei Wang , Bin Gao , Xin Liu

We study the conformally invariant variational problem for time-like curves in the $n$-dimensional Einstein universe defined by the conformal strain functional. We prove that the stationary curves are trapped into an Einsetin universe of…

Differential Geometry · Mathematics 2016-05-24 Olimjon Eshkobilov , Emilio Musso

The functional Schrodinger picture formulation of quantum field theory and the variational Gaussian approximation method based on the formulation are briefly reviewed. After presenting recent attempts to improve the variational…

High Energy Physics - Theory · Physics 2008-02-03 Jae Hyung Yee

We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…

Optimization and Control · Mathematics 2010-10-28 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

Optimization and Control · Mathematics 2010-10-29 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

In this article we generalize the classic "farm pen" optimization problem from a first course in calculus in a handful of different ways. We describe the solution to an $n$-dimensional rectangular variant, and then study the situation when…

History and Overview · Mathematics 2019-12-13 David A. Nash

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Probability · Mathematics 2017-07-13 Alberto Ohashi , Dorival Leão , Alexandre B. Simas

We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…

Dynamical Systems · Mathematics 2014-03-05 Christopher L. Burnett , Darryl D. Holm , David M. Meier

We use functions of a bicomplex variable to unify the existing constructions of harmonic morphisms from a 3-dimensional Euclidean or pseudo-Euclidean space to a Riemannian or Lorentzian surface. This is done by using the notion of…

Differential Geometry · Mathematics 2010-03-12 Paul Baird , John C. Wood

Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

We approximate an elliptic problem with oscillatory coefficients using a problem of the same type, but with constant coefficients. We deliberately take an engineering perspective, where the information on the oscillatory coefficients in the…

Optimization and Control · Mathematics 2017-09-15 Claude Le Bris , Frederic Legoll , Simon Lemaire

We present a robust optimisation framework for computing invariant solutions of wall-bounded flows by recasting the Navier-Stokes equations as a variational problem as established in Ashtari and Schneider, JFM (2023). The approach minimises…

Fluid Dynamics · Physics 2026-04-14 Thomas Burton , Sean Symon , Davide Lasagna

This work presents a non-linear extension of the high-order discretisation framework based on the Variational Multiscale (VMS) method previously introduced for steady linear problems. We build on the concept of an optimal projector defined…

Numerical Analysis · Mathematics 2025-12-22 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…

Optimization and Control · Mathematics 2022-12-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Panayotis Mertikopoulos , Andreas Krause

Extended objects such as line or surface operators, interfaces or boundaries play an important role in conformal field theory. Here we propose a systematic approach to the relevant conformal blocks which are argued to coincide with the wave…

High Energy Physics - Theory · Physics 2018-11-14 Mikhail Isachenkov , Pedro Liendo , Yannick Linke , Volker Schomerus

Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these…

Machine Learning · Statistics 2016-08-15 Mohammad Emtiyaz Khan , Reza Babanezhad , Wu Lin , Mark Schmidt , Masashi Sugiyama

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh