Related papers: Revisiting the saddle-point method of Perron
This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…
Using the saddle-point method, we compute an asymptotic, as $y \rightarrow \infty$, for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$…
We give a continuous perspective on the Inertial Corrected Primal-Dual Proximal Splitting (IC-PDPS) proposed by Valkonen ({\it SIAM J. Optim.}, 30(2): 1391--1420, 2020) for solving saddle-point problems. The algorithm possesses nonergodic…
In the present paper, we study the asymptotic properties of the semi-exponential Post-Widder operator. It is connected with $p(x) = x^2$. The main result is a pointwise complete asymptotic expansion valid for locally smooth functions of…
We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…
We consider a three-dimensional Fourier integral in which the exponent in the exponential factor is the product of some phase function and a large parameter. The asymptotics of this integral is sought when the large parameter tends to…
This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…
We deal with the asymptotic analysis for Laplace's integral. For this problem, the so-called Laplace's method by P.S. Laplace (1812) is well-known and it has been developed in various forms over many years of studies. In this paper, we…
This technical note describes the application of saddle-point integration to the asymptotic Fourier analysis of the well-known $C_\infty$ "bump" function $\exp[-(1-x^2)^{-1}]$, deriving both the asymptotic decay rate $k^{-3/4} \exp(-\sqrt…
A new approach to the problem of finding the asymptotical behaviour of large orders of semiclassical expansion is suggested. Asymptotics of high orders not only for eigenvalues, but also for eigenfunctions, are constructed. Thus, one can…
We consider the uniform asymptotic expansion for the Gauss hypergeometric function \[F(a+\epsilon\lambda,m;c+\lambda;x),\qquad \lambda\to+\infty\] for $x<1$ and positive integer $m$ when the parameter $\epsilon>1$ and the constants $a$ and…
In this paper, we reconsider the large-argument asymptotic expansions of the Hankel, Bessel and modified Bessel functions and their derivatives. New integral representations for the remainder terms of these asymptotic expansions are found…
We present a two-dimensional delta symbol method that facilitates a version of the Kloosterman refinement of the circle method, addressing a question posed by Heath-Brown. As an application, we establish the asymptotic formula for the…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…
We propose an inexact Uzawa algorithm with two variable relaxation parameters for solving the generalized saddle-point system. The saddle-point problems can be found in a wide class of applications, such as the augmented Lagrangian…
We examine the asymptotic expansion of the Touchard polynomials $T_n(z)$ (also known as the exponential polynomials) for large $n$ and complex values of the variable $z$. In our treatment $|z|$ may be finite or allowed to be large like…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…
This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…