Related papers: Note on the (non-)smoothness of discrete time valu…

Given a finite sequence of times $0<t_1<...<t_N$, we construct an example of a smooth solution of the free nonstationnary Navier--Stokes equations in $\R^d$, $d=2,3$, such that: (i) The velocity field $u(x,t)$ is spatially poorly localized…

We show that interacting bosons on a ring which are driven periodically by a rotating potential can support discrete time crystals whose absolute stability can be proven. The absolute stability is demonstrated by an exact mapping of…

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…

In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power…

This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is…

In this paper, we investigate the continuous time partial primal-dual gradient dynamics (P-PDGD) for solving convex optimization problems with the form $ \min\limits_{x\in X,y\in\Omega}\ f({x})+h(y),\ \textit{s.t.}\ A{x}+By=C $, where $…

In this note we introduce and solve a soft classification version of the famous Bayesian sequential testing problem for a Brownian motion's drift. We establish that the value function is the unique non-trivial solution to a free boundary…

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

In this paper, we address the problem of robust stability for uncertain sampled-data systems controlled by a discrete-time disturbance observer (DT-DOB). Unlike most of previous works that rely on the small-gain theorem, our approach is to…

For a finite undirected graph $G = (V,E)$, let $p_{u,v}(t)$ denote the probability that a continuous-time random walk starting at vertex $u$ is in $v$ at time $t$. In this note we give an example of a Cayley graph $G$ and two vertices $u,v…

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Any constructive continuous function must have a gradually varied approximation in compact space. However, the refinement of domain for $\sigma-$-net might be very small. Keeping the original discretization (square or triangulation), can we…

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and finite, discrete-time horizons that prohibit direct computation of the value function from a given Bellman equation for all states and time…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

In this paper we consider the non-cutoff Boltzmann equation in spatially inhomogeneous case. We prove the propagation of Gevrey regularity for the so-called smooth Maxwellian decay solutions to the Cauchy problem of spatially inhomogeneous…

State-of-the-art approaches to optimal control use smooth approximations of value and policy functions and gradient-based algorithms for improving approximator parameters. Unfortunately, we show that value and policy functions that arise in…

In this paper we study the effect of rotation on nonlinear wave phenomena in weakly dispersive media modeled by the Korteweg-de Vries equation on the real line. It is well known that smoothing in the case of the KdV equation with periodic…

We extend to $\mathrm{C}\times \mathrm{W}^{1,2}$-local minimizers and nonautonomous perturbation function, the necessary optimality conditions derived in [1], via continuous-time approximations, for $\mathrm{W}^{1,2}\times…