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It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. If the Lipschitz…

Probability · Mathematics 2016-03-23 Michael Scheutzow , Susanne Schulze

Consider the problem of minimizing functions that are Lipschitz and strongly convex, but not necessarily differentiable. We prove that after $T$ steps of stochastic gradient descent, the error of the final iterate is $O(\log(T)/T)$ with…

Machine Learning · Computer Science 2018-12-14 Nicholas J. A. Harvey , Christopher Liaw , Yaniv Plan , Sikander Randhawa

In this paper we provide a different approach for existence of the variational solutions of the gradient flows associated to functionals on Sobolev spaces studied in \cite{BDDMS20}. The crucial condition is the convexity of the functional…

Analysis of PDEs · Mathematics 2023-12-12 Seonghak Kim , Baisheng Yan

In this paper we discuss the MHD flow of a second grade fluid, in particular we prove the existence and uniqueness of a weak solution of a time-dependent grade two fluid model in a two-dimensional Lipschitz domain. We follow the methodology…

In this paper, we consider the $L^2$-gradient flow for the modified $p$-elastic energy defined on planar closed curves. We formulate a notion of weak solution for the flow and prove the existence of global-in-time weak solutions with $p \ge…

Analysis of PDEs · Mathematics 2021-06-18 Shinya Okabe , Glen Wheeler

We study the boundary value problems for harmonic functions on open connected subsets of post-critically finite (p.c.f.) self-similar sets, on which the Laplacian is defined through a strongly recurrent self-similar local regular Dirichlet…

Functional Analysis · Mathematics 2024-09-04 Qingsong Gu , Hua Qiu

Here is one of the results obtained in this paper: Let $\Omega\subset {\bf R}^n$ be a smooth bounded domain, let $q>1$, with $q<{{n+2}\over {n-2}}$ if $n\geq 3$ and let $\lambda_1$ be the first eigenvalue of the problem $$\cases{-\Delta…

Analysis of PDEs · Mathematics 2020-10-02 Biagio Ricceri

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…

Analysis of PDEs · Mathematics 2011-06-06 Rico Zacher

This article is concerned with the existence and the long time behavior of weak solutions to certain coupled systems of fourth-order degenerate parabolic equations of gradient flow type. The underlying metric is a Wasserstein-like…

Analysis of PDEs · Mathematics 2016-09-23 Daniel Matthes , Jonathan Zinsl

We consider the problem of minimizing a difference of (smooth) convex functions over a compact convex feasible region $P$, i.e., $\min_{x \in P} f(x) - g(x)$, with smooth $f$ and Lipschitz continuous $g$. This computational study builds…

Optimization and Control · Mathematics 2025-08-05 Sebastian Pokutta

We initiate the study of nonsmooth optimization problems under bounded local subgradient variation, which postulates bounded difference between (sub)gradients in small local regions around points, in either average or maximum sense. The…

Optimization and Control · Mathematics 2024-11-05 Jelena Diakonikolas , Cristóbal Guzmán

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

Mathematical Physics · Physics 2022-12-20 Hajime Koba

In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…

Optimization and Control · Mathematics 2015-03-11 Jingwei Liang , Jalal Fadili , Gabriel Peyré

We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost…

Probability · Mathematics 2021-02-09 Antoine Brault , Antoine Lejay

We consider the gradient flow of a quadratic non-autonomous energy under monotonicity constraint in time and natural regularity assumptions. We provide first a notion of weak solution, inspired by the theory of curves of maximal slope, and…

Analysis of PDEs · Mathematics 2019-08-28 Matteo Negri , Masato Kimura

In three space dimensions, we consider the compressible inviscid model describing the time evolution of two fluids sharing the same velocity and enjoying the algebraic pressure closure. By employing the technique of convex integration, we…

Analysis of PDEs · Mathematics 2019-12-24 Yang Li , Ewelina Zatorska

We investigate the challenge of multi-output learning, where the goal is to learn a vector-valued function based on a supervised data set. This includes a range of important problems in Machine Learning including multi-target regression,…

Machine Learning · Statistics 2020-02-25 Henry WJ Reeve , Ata Kaban

The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self-concordant-like property, this concept…

Optimization and Control · Mathematics 2018-01-23 Quoc Tran-Dinh , Yen-Huan Li , Volkan Cevher

We study gradient methods for optimizing $(L_0, L_1)$-smooth functions, a class that generalizes Lipschitz-smooth functions and has gained attention for its relevance in machine learning. We provide new insights into the structure of this…

Optimization and Control · Mathematics 2025-03-11 Daniil Vankov , Anton Rodomanov , Angelia Nedich , Lalitha Sankar , Sebastian U. Stich