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Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We establish the equivalence of the analytic and probabilistic notions of subharmonicity in the framework of general symmetric Hunt processes on locally compact separable metric spaces, extending an earlier work of the first named author on…

Probability · Mathematics 2009-12-18 Zhen-Qing Chen , Kazuhiro Kuwae

The paper concentrates on the application of the following Hardy inequality \begin{equation*} \int_\Omega \ |\xi(x)|^p \omega_{1 }(x)dx\le \int_\Omega |\nabla \xi(x)|^p\omega_{2 }(x)dx, \end{equation*} to the proof of existence of weak…

Analysis of PDEs · Mathematics 2019-05-14 Iwona Skrzypczak , Anna Zatorska-Goldstein

We consider the optimizers $u$ in the Hardy-Sobolev inequality for the space $\dot{W}^{s,p}({\mathbb R}^N)$ with order of differentiability $s\in ]0,1[$. After proving existence through concentration-compactness, we derive the pointwise…

Analysis of PDEs · Mathematics 2017-09-05 Salvatore Marano , Sunra Mosconi

The behavior of certain weighted Hardy-type operators on rearrangement-invariant function spaces is thoroughly studied with emphasis being put on the optimality of the obtained results. First, the optimal rearrangement-invariant function…

Functional Analysis · Mathematics 2023-08-14 Zdeněk Mihula

We study the sensitivity of the expected utility maximization problem in a continuous semi-martingale market with respect to small changes in the market price of risk. Assuming that the preferences of a rational economic agent are modeled…

Portfolio Management · Quantitative Finance 2017-05-24 Oleksii Mostovyi , Mihai Sîrbu

We consider $\mathbb{L}_2$-approximation of elements of a Hermite space of analytic functions over $\mathbb{R}^s$. The Hermite space is a weighted reproducing kernel Hilbert space of real valued functions for which the Hermite coefficients…

Numerical Analysis · Mathematics 2015-10-09 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer , Henryk Wozniakowski

Let $({\mathcal X},\rho,\mu)$ be a space of homogeneous type in the sense of Coifman and Weiss, and $Y({\mathcal X})$ a ball quasi-Banach function space on ${\mathcal X}$, which supports a Fefferman--Stein vector-valued maximal inequality,…

Functional Analysis · Mathematics 2021-10-07 Xianjie Yan , Ziyi He , Dachun Yang , Wen Yuan

Proximal operators are now ubiquitous in non-smooth optimization. Since their introduction in the seminal work of Moreau, many papers have shown their effectiveness on a wide variety of problems, culminating in their use to construct…

Optimization and Control · Mathematics 2026-02-03 Guillaume Lauga , Samuel Vaiter

We derive new approximations for quintessence solutions that are simpler and an order of magnitude more accurate than anything available in the literature, which from an observational perspective \emph{makes numerical calculations…

General Relativity and Quantum Cosmology · Physics 2025-05-06 Artur Alho , Claes Uggla

We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is…

Numerical Analysis · Mathematics 2022-07-26 Luca Heltai , Wenyu Lei

We study Krasnoselskii-Mann style iterative algorithms for approximating fixpoints of asymptotically weakly contractive mappings, with a focus on providing generalised convergence proofs along with explicit rates of convergence. More…

Functional Analysis · Mathematics 2021-04-30 Thomas Powell , Franziskus Wiesnet

We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…

Optimization and Control · Mathematics 2015-09-18 Olivier Bilenne

This paper presents a theoretical discussion on Ruttan's optimality conditions for rational minimax approximations in discrete and continuum settings, integrating analytical foundations with computational practice. We develop extended…

Numerical Analysis · Mathematics 2026-02-10 Lei-Hong Zhang

We investigate a natural approximation by subcritical Sobolev embeddings of the Sobolev quotient for the fractional Sobolev spaces $H^s$ for any $0<s<N/2$, using $\Gamma$-convergence techniques. We show that, for such approximations,…

Analysis of PDEs · Mathematics 2013-07-01 Giampiero Palatucci , Adriano Pisante , Yannick Sire

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

The aim of the paper is to highlight some open problems concerning approximation properties of Hardy spaces. We also present some results on the bounded compact and the dual compact approximation properties (shortly, BCAP and DCAP) of such…

Functional Analysis · Mathematics 2023-08-09 Oleksiy Karlovych , Eugene Shargorodsky

In this paper, authors successfully construct a new algorithm for the new higher order scheme of weak approximation of SDEs. The algorithm presented here is based on [1][2]. Although this algorithm shares some features with the algorithm…

Probability · Mathematics 2025-04-28 Mariko Ninomiya , Syoiti Ninomiya

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem