Related papers: Hamilton-Jacobi equations for finite-rank matrix i…
We present a scalable approach to computing nonlinear balancing energy functions for control-affine systems with polynomial nonlinearities. Al'brekht's power-series method is used to solve the Hamilton-Jacobi-Bellman equations for…
In the present work we study the consequences of considering an inflationary universe model in which the Hubble rate has a quasi-exponential dependence in the inflaton field, given by $H(\phi)=H_{inf}\exp…
We study quantitative estimates of compactness in $\mathbf{W}^{1,1}_{loc}$ for the map $S_t$, $t>0$ that associates to every given initial data $u_0\in \mathrm{Lip}(\mathbb{R}^N)$ the corresponding solution $S_t u_0$ of a Hamilton-Jacobi…
Aim of this paper is to give an extensive treatment of bipartite mean field spin systems, ordered and disordered: at first, bipartite ferromagnets are investigated, achieving an explicit expression for the free energy trough a new minimax…
This paper extends the considerations of the works [1, 2] regarding curse-of-dimensionality-free numerical approaches to solve certain types of Hamilton-Jacobi equations arising in optimal control problems, differential games and elsewhere.…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…
In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…
In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
Recent years have witnessed major advances in our understanding of nonequilibrium processes. The Jarzynski equality, for example, provides a link between equilibrium free energy differences and finite-time, nonequilibrium dynamics. We…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…
The quantization method based on the quantum Hamiltonian Jacobi equation, is extended to two-dimensional non-separable but integrable Hamiltonians. It is shown that each wave function for those systems corresponds to a well-defined family…
We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
We consider the two-matrix model with potentials whose derivative are arbitrary rational function of fixed pole structure and the support of the spectra of the matrices are union of intervals (hard-edges). We derive an explicit formula for…
The Hamiltonian treatment of constrained systems in $G\ddot{u}ler's$ formalism leads us to the total differential equations in many variables. These equations are integrable if the corresponding system of partial differential equations is a…