English
Related papers

Related papers: Efficient finite-dimensional solution of initial v…

200 papers

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher…

Numerical Analysis · Mathematics 2026-04-02 Ignacio Muga , Jorge Perera , Sergio Rojas , Ricardo Ruiz-Baier

The purpose of this paper is devoted to studying representation of measures of non generalized compactness, in particular, measures of noncompactness, of non-weak compactness, and of non-super weak compactness, etc, defined on Banach spaces…

Functional Analysis · Mathematics 2021-03-15 Xiaoling Chen , Lixin Cheng

We consider the first order autonomous differential equation (ODE) ${\bf x}'={\bf f}({\bf x})$ where ${\bf f}: {\mathbb R}^n\to{\mathbb R}^n$ is locally Lipschitz. For ${\bf x}_0\in{\mathbb R}^n$ and $h>0$, the initial value problem (IVP)…

Symbolic Computation · Computer Science 2026-01-21 Bingwei Zhang , Chee Yap

The concept of adjusted sublevel set for a quasiconvex function was introduced in \cite{AuHa05} and the local existence of a norm-to-weak$^*$ upper semicontinuous base-valued submap of the normal operator associated to the adjusted sublevel…

Optimization and Control · Mathematics 2023-01-31 Marco Castellani , Massimiliano Giuli

When optimization theorists consider optimization problems in infinite dimensional spaces, they need to deal with closed convex subsets(usually cones) which mostly have empty interior. These subsets often prevent optimization theorists from…

Functional Analysis · Mathematics 2022-10-19 Lixin Cheng , Weihao Mao

We consider nonlinear inverse problems described by operator equations in Banach spaces. Assuming conditional stability of the inverse problem, that is, assuming that stability holds on a closed, convex subset of the domain of the operator,…

Numerical Analysis · Mathematics 2012-06-19 Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…

Optimization and Control · Mathematics 2011-02-07 M. J. CÁnovas , M. A. LÓpez , B. S. Mordukhovich , J. Parra

The stochastic Auxiliary Problem Principle (APP) algorithm is a general Stochastic Approximation (SA) scheme that turns the resolution of an original optimization problem into the iterative resolution of a sequence of auxiliary problems.…

Optimization and Control · Mathematics 2022-05-23 Thomas Bittar , Pierre Carpentier , Jean-Philippe Chancelier , Jérôme Lonchampt

Constructing or learning a function from a finite number of sampled data points (measurements) is a fundamental problem in science and engineering. This is often formulated as a minimum norm interpolation problem, regularized learning…

Functional Analysis · Mathematics 2020-06-26 Rui Wang , Yuesheng Xu

Stochastic Approximation (SA) was introduced in the early 1950's and has been an active area of research for several decades. While the initial focus was on statistical questions, it was seen to have applications to signal processing,…

Statistics Theory · Mathematics 2024-02-28 Rajeeva Laxman Karandikar , Bhamidi V Rao

Over the last decade, approximating functions in infinite dimensions from samples has gained increasing attention in computational science and engineering, especially in computational uncertainty quantification. This is primarily due to the…

Numerical Analysis · Mathematics 2023-10-18 Ben Adcock , Nick Dexter , Sebastian Moraga

This paper deals with a priori pointwise error estimates for the finite element solution of boundary value problems with Neumann boundary conditions in polygonal domains. Due to the corners of the domain, the convergence rate of the…

Numerical Analysis · Mathematics 2018-05-01 Thomas Apel , Johannes Pfefferer , Sergejs Rogovs , Max Winkler

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

We discuss the numerical solution of initial value problems for $\varepsilon^2\,\varphi''+a(x)\,\varphi=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We analyze and implement an approximate solution…

Numerical Analysis · Mathematics 2024-11-08 Jannis Körner , Anton Arnold , Christian Klein , Jens Markus Melenk

Two-points nonlocal problem for the first order differential evolution equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified in assumption that the…

Numerical Analysis · Mathematics 2025-05-06 T. Ju. Bohonova , V. B. Vasylyk

Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics…

Optimization and Control · Mathematics 2018-11-27 Simon Becker , Carsten Hartmann

When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirable for large-scale problems. To alleviate this linear…

Optimization and Control · Mathematics 2025-09-30 Yue Xie , Jiawen Bi , Hongcheng Liu

The past decade has seen increasing interest in applying Deep Learning (DL) to Computational Science and Engineering (CSE). Driven by impressive results in applications such as computer vision, Uncertainty Quantification (UQ), genetics,…

Numerical Analysis · Mathematics 2024-07-18 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Regularisation theory in Banach spaces, and non--norm-squared regularisation even in finite dimensions, generally relies upon Bregman divergences to replace norm convergence. This is comparable to the extension of first-order optimisation…

Optimization and Control · Mathematics 2021-03-19 Tuomo Valkonen