English
Related papers

Related papers: Error identities for variational problems with obs…

200 papers

Machine learning (ML) and deep learning models are extensively used for parameter optimization and regression problems. However, not all inverse problems in ML are ``identifiable,'' indicating that model parameters may not be uniquely…

Machine Learning · Computer Science 2023-07-24 Reza Sameni

In this paper we study the asymptotic behaviour of the solutions of some minimization problems for integral functionals with convex integrands, in two-dimensional domains with cracks, under perturbations of the cracks in the Hausdorff…

Functional Analysis · Mathematics 2007-05-23 Francois Ebobisse , Marcello Ponsiglione

In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…

Systems and Control · Electrical Eng. & Systems 2025-02-24 Diyou Liu , Mohammad Khosravi

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a…

Numerical Analysis · Mathematics 2023-01-24 Vit Dolejsi , Scott Congreve

We consider a nonlinear boundary value problem driven by a nonhomogeneous differential operator. The problem exhibits competing nonlinearities with a superlinear (convex) contribution coming from the reaction term and a sublinear (concave)…

Analysis of PDEs · Mathematics 2019-07-12 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

In this paper, we consider a special class of nonlinear optimal control problems, where the control variables are box-constrained and the objective functional is strongly convex corresponding to control variables and separable with respect…

Optimization and Control · Mathematics 2022-01-20 Hailing Wang , Di Wu , Changjun Yu

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

Many evolution problems in physics are described by partial differential equations on an infinite domain; therefore, one is interested in the solutions to such problems for a given initial dataset. A prominent example is the binary black…

General Relativity and Quantum Cosmology · Physics 2015-06-04 Olivier Sarbach , Manuel Tiglio

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this…

Machine Learning · Computer Science 2026-03-20 Amartya Mukherjee , Maxwell Fitzsimmons , David C. Del Rey Fernández , Jun Liu

Two-stage methods addressing continuous shortest path problems start local minimization from discrete shortest paths in a spatial graph. The convergence of such hybrid methods to global minimizers hinges on the discretization error induced…

Optimization and Control · Mathematics 2022-04-13 Ralf Borndörfer , Fabian Danecker , Martin Weiser

In this paper we apply a scaling invariance analysis to reduce a class of parabolic moving boundary problems to free boundary problems governed by ordinary differential equations. As well known free boundary problems are always non-linear…

Numerical Analysis · Mathematics 2015-03-03 Riccardo Fazio

Obtaining guarantees on the convergence of the minimizers of empirical risks to the ones of the true risk is a fundamental matter in statistical learning. Instead of deriving guarantees on the usual estimation error, the goal of this paper…

Statistics Theory · Mathematics 2024-09-12 Paul Escande

Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily…

Optimization and Control · Mathematics 2012-09-05 Imre Csiszár , František Matúš

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We study transmission problems with free interfaces from one random medium to another. Solutions are required to solve distinct partial differential equations, $\mbox{L}_{+}$ and $\mbox{L}_{-}$, within their positive and negative sets…

Analysis of PDEs · Mathematics 2015-10-14 Marcelo Amaral , Eduardo V. Teixeira

A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…

Numerical Analysis · Mathematics 2009-03-05 George W. Patrick , Charles Cuell

We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…

Optimization and Control · Mathematics 2023-11-10 Johannes Milz

Focus of this work is solving a non-smooth constraint minimization problem by a primal-dual splitting algorithm involving proximity operators. The problem is penalized by the Bregman divergence associated with the non-smooth total variation…

Numerical Analysis · Mathematics 2020-02-25 Erdem Altuntac

In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…

Optimization and Control · Mathematics 2015-01-20 Raphael Hauser , Sergey Shahverdyan