Related papers: Some notes to extend the study on random non-auton…
We obtain regularity conditions of a new type of problems of the calculus of variations with second-order derivatives. As a corollary, we get non-occurrence of the Lavrentiev phenomenon. Our main result asserts that autonomous integral…
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…
In this note, we establish a new closed formula for the solution of homogeneous second-order linear difference equations with constant coefficients by using matrix theory. This, in turn, gives new closed formulas concerning all sequences of…
Our main goal is to understand the stability of second order linear homogeneous differential equations $\ddot x(t)+\alpha(t)\dot x(t)+\beta(t)x(t)=0$ for $C^0$-generic values of the variable parameters $\alpha(t)$ and $\beta(t)$. For that…
Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…
Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the…
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…
These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…
In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…
Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm that exponentially converges in the mean square to the unique…
In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
Over the last years, minimization problems over spaces of measures have received increased interest due to their relevance in the context of inverse problems, optimal control and machine learning. A fundamental role in their numerical…
Lipschitz continuity of algorithms, introduced by Kumabe and Yoshida (FOCS'23), measures the stability of an algorithm against small input perturbations. Algorithms with small Lipschitz continuity are desirable, as they ensure reliable…
A new analytical operator method is discussed which solves linear ordinary differential equations with regular singularities. Solutions are obtained in analytic series form and also in Mellin-Barnes-type contour integral form. Exact series…
We propose a new second-order accurate lattice Boltzmann scheme that solves the quasi-static equations of linear elasticity in two dimensions. In contrast to previous works, our formulation solves for a single distribution function with a…
Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…
We deal with the existence of solutions having L2 regularity for a class of non autonomous evolution equations. Associated with the equation, a general non local condition is studied. The technique we used combines a finite dimensional…
We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear differential equations assuming a very general form of dichotomic behavior for the linear equation. Besides some new…
We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…