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We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…

Probability · Mathematics 2018-05-15 Xavier Warin

In this paper we study the auxiliary problems that appear in $p$-order tensor methods for unconstrained minimization of convex functions with $\nu$-H\"{o}lder continuous $p$th derivatives. This type of auxiliary problems corresponds to the…

Optimization and Control · Mathematics 2021-06-07 Geovani Nunes Grapiglia , Yurii Nesterov

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

We give an exhaustive, non-perturbative classification of exact travelling-wave solutions of a perturbed sine-Gordon equation (on the real line or on the circle) which is used to describe the Josephson effect in the theory of…

Mathematical Physics · Physics 2016-04-28 Gaetano Fiore , Gabriele Guerriero , Alfonso Maio , Enrico Mazziotti

In this paper we discuss the notion of singular vector tuples of a complex valued $d$-mode tensor of dimension m_1 x ... x m_d. We show that a generic tensor has a finite number of singular vector tuples, viewed as points in the…

Algebraic Geometry · Mathematics 2013-11-11 Shmuel Friedland , Giorgio Ottaviani

We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-plus variational formulation, and exploits the properties of…

Optimization and Control · Mathematics 2016-11-18 Marianne Akian , Stephane Gaubert , Asma Lakhoua

A multidimensional extremal problem in the idempotent algebra setting is considered which consists in minimizing a nonlinear functional defined on a finite-dimensional semimodule over an idempotent semifield. The problem integrates two…

Optimization and Control · Mathematics 2012-10-25 Nikolai Krivulin

Finding the symmetric and orthogonal decomposition (SOD) of a tensor is a recurring problem in signal processing, machine learning and statistics. In this paper, we review, establish and compare the perturbation bounds for two natural types…

Numerical Analysis · Computer Science 2017-06-06 Cun Mu , Daniel Hsu , Donald Goldfarb

We introduce the concept of mode-k generalized eigenvalues and eigenvectors of a tensor and prove some properties of such eigenpairs. In particular, we derive an upper bound for the number of equivalence classes of generalized tensor…

Numerical Analysis · Mathematics 2016-01-15 Liping Chen , Lixing Han , Liangmin Zhou

Using continuation methods, we study the global solution structure of periodic solutions for a class of periodically forced equations, generalizing the case of relativistic pendulum. We obtain results on the existence and multiplicity of…

Analysis of PDEs · Mathematics 2016-10-07 Philip Korman

We analyze the spatially semidiscrete piecewise linear finite element method for a nonlocal parabolic equation resulting from thermistor problem. Our approach is based on the properties of the elliptic projection defined by the bilinear…

Analysis of PDEs · Mathematics 2008-02-23 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

In this work, we show the consistency of an approach for solving robust optimization problems using sequences of sub-problems generated by ergodic measure preserving transformations. The main result of this paper is that the minimizers and…

Optimization and Control · Mathematics 2020-09-14 Pedro Pérez-Aros

We consider tensor data completion of an incomplete observation of multidimensional harmonic (MH) signals. Unlike existing tensor-based techniques for MH retrieval (MHR), which mostly adopt the canonical polyadic decomposition (CPD) to…

Signal Processing · Electrical Eng. & Systems 2025-01-28 Lei Wang , Xiao-Feng Gong , Xi-Yuan Liu , Wei Feng , Qiu-Hua Lin

This paper presents a rigorous framework for the continuation of solutions to nonlinear constraints and the simultaneous analysis of the sensitivities of test functions to constraint violations at each solution point using an adjoint-based…

Dynamical Systems · Mathematics 2023-09-07 Harry Dankowicz , Jan Sieber

We quantify the uniqueness of continuation from Cauchy or interior data. Our approach consists in extending the existing results in the linear case. As by product we obtain a new stability estimate in the linear case. We also show the…

Analysis of PDEs · Mathematics 2022-08-18 Mourad Choulli

We propose a new error bound for the solution of tensor complementarity problem TCP$(q, \mathcal{A})$ given that $\mathcal{A}$ is a $P$-tensor and $q$ is a real vector. We show that the proposed error bound is sharper than the earlier…

Optimization and Control · Mathematics 2022-09-30 R. Deb , A. Dutta , A. K. Das

Consider recovering a rank-one tensor of size $n_1 \times \cdots \times n_d$ from exact or noisy observations of a few of its entries. We tackle this problem via semidefinite programming (SDP). We derive deterministic combinatorial…

Optimization and Control · Mathematics 2025-11-11 Diego Cifuentes , Zhuorui Li

For tensor linear systems with respect to the popular t-product, we first present the sketch-and-project method and its adaptive variants. Their Fourier domain versions are also investigated. Then, considering that the existing sketching…

Numerical Analysis · Mathematics 2022-03-30 Ling Tang , Yajie Yu , Yanjun Zhang , Hanyu Li

We establish the pointwise continuity of bounded weak solutions to of a class of scalar parabolic equations and strongly coupled parabolic systems. Our approach to the regularity theory of parabolic scalar equations is quite elementary and…

Analysis of PDEs · Mathematics 2021-08-31 Dung Le

In this paper we generalize the 1-bit matrix completion problem to higher order tensors. We prove that when $r=O(1)$ a bounded rank-$r$, order-$d$ tensor $T$ in $\mathbb{R}^{N} \times \mathbb{R}^{N} \times \cdots \times \mathbb{R}^{N}$ can…

Statistics Theory · Mathematics 2018-12-05 Navid Ghadermarzy , Yaniv Plan , Ozgur Yilmaz
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