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We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow is a continuous-time analogue of a policy mirror descent…

Optimization and Control · Mathematics 2025-06-09 Bekzhan Kerimkulov , James-Michael Leahy , David Siska , Lukasz Szpruch , Yufei Zhang

Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…

Computational Engineering, Finance, and Science · Computer Science 2021-09-15 Chenwei Meng , Anirban Bhattacharjee , Mahdi Esmaily

We analyze backward step control globalization for finding zeros of G\^ateaux-differentiable functions that map from a Banach space to a Hilbert space. The results include global convergence to a distinctive solution characterized by…

Numerical Analysis · Mathematics 2018-04-30 Andreas Potschka

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta

Sign Gradient Descent (SignGD) is a simple yet robust optimization method, widely used in machine learning for its resilience to gradient noise and compatibility with low-precision computations. While its empirical performance is well…

Optimization and Control · Mathematics 2025-08-27 Valentin Leplat , Sergio Mayorga , Roland Hildebrand , Alexander Gasnikov

In this paper, we study the statistical limits in terms of Sobolev norms of gradient descent for solving inverse problem from randomly sampled noisy observations using a general class of objective functions. Our class of objective functions…

Numerical Analysis · Mathematics 2022-09-20 Yiping Lu , Jose Blanchet , Lexing Ying

In proper, geodesic Gromov hyperbolic spaces, we investigate discrete-time gradient flows via the proximal point algorithm for unbounded Lipschitz convex functions. Assuming that the target convex function has negative asymptotic slope…

Optimization and Control · Mathematics 2025-10-24 Shin-ichi Ohta

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…

Analysis of PDEs · Mathematics 2012-12-06 Jean Dolbeault , Bruno Nazaret , Giuseppe Savaré

This paper deals with local criteria for the convergence to a global minimiser for gradient flow trajectories and their discretisations. To obtain quantitative estimates on the speed of convergence, we consider variations on the classical…

Optimization and Control · Mathematics 2024-05-01 Lorenzo Dello Schiavo , Jan Maas , Francesco Pedrotti

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

In this article, we discuss gradient robust discretizations for the simulation of non-linear incompressible Navier-Stokes problem and the optimal control of such flow. We consider several formulations of the flow problem that are equivalent…

Optimization and Control · Mathematics 2026-03-13 Constanze Neutsch , Winnifried Wollner

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…

Analysis of PDEs · Mathematics 2025-04-30 Matthias Liero , Alexander Mielke , Oliver Tse , Jia-Jie Zhu

In this paper we introduce a new gradient method which attains quadratic convergence in a certain sense. Applicable to infinite-dimensional unconstrained minimization problems posed in a Hilbert space $H$, the approach consists in finding…

Numerical Analysis · Mathematics 2018-03-08 Arian Novruzi , Bartosz Protas

We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler…

Optimization and Control · Mathematics 2024-08-15 Andreas Potschka , Hans Georg Bock

We present a dark fluid model which contains the general linear equation of state including the gravitation term. The obtained spherical symmetric Euler equation and the continuity equation was investigated with the Sedov-type…

General Relativity and Quantum Cosmology · Physics 2022-09-08 Imre F. Barna , Mihály A. Pocsai , Gergely Gábor Barnaföldi

We propose an adaptive optimization algorithm for solving unconstrained scaled gradient flow problems that achieves fast convergence by controlling the optimization trajectory shape and the discretization step sizes. Under a broad class of…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Aayushya Agarwal , Carmel Fiscko , Soummya Kar , Larry Pileggi , Bruno Sinopoli

We establish an a priori error analysis for the lowest-order Raviart-Thomas finite element discretisation of the nonlinear Gross-Pitaevskii eigenvalue problem. Optimal convergence rates are obtained for the primal and dual variables as well…

Numerical Analysis · Mathematics 2024-02-12 Dietmar Gallistl , Moritz Hauck , Yizhou Liang , Daniel Peterseim

We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…

Optimization and Control · Mathematics 2026-04-20 Konstantinos Oikonomidis , Alexander Bodard , Jan Quan , Panagiotis Patrinos

In this paper, we present a systematic study on the ground state computation of quantum droplets in homonuclear Bose-Bose mixtures, governed by the extended Gross-Pitaevskii equations (eGPEs) with Lee-Huang-Yang (LHY) corrections. This…

Quantum Gases · Physics 2026-04-02 Wei Liu , Limin Xu
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