Related papers: Longest increasing paths with Lipschitz constraint…
We introduce $p$-uniformity to characterize the scaling of density fluctuations in spatial random systems in $\mathbb{R}^d$, ranging from hyperfluctuation to stealthy hyperuniformity. Our central theorem establishes sufficient conditions to…
We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…
We propose a new variant of Kelley's cutting-plane method for minimizing a nonsmooth convex Lipschitz-continuous function over the Euclidean space. We derive the method through a constructive approach and prove that it attains the optimal…
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with purely quadratic Hamiltonian. We show that for a globally Lipschitz-continuous terminal…
This paper deals with two kinds of the one-dimensional global optimization problems over a closed finite interval: (i) the objective function $f(x)$ satisfies the Lipschitz condition with a constant $L$; (ii) the first derivative of $f(x)$…
We study the minimization of convex, variational integrals of linear growth among all functions in the Sobolev space $W^{1,1}$ with prescribed boundary values (or its equivalent formulation as a boundary value problem for a degenerately…
The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…
A new, fast second-order method is proposed that achieves the optimal $\mathcal{O}\left(|\log(\epsilon)|\epsilon^{-3/2}\right)$ complexity to obtain first-order $\epsilon$-stationary points. Crucially, this is deduced without assuming the…
The nonlinear wave equation $u_{tt}-c(u)(c(u)u_x)_x=0$ determines a flow of conservative solutions taking values in the space $H^1(\mathbb{R})$. However, this flow is not continuous w.r.t. the natural $H^1$ distance. Aim of this paper is to…
We solve the Dirichlet problem $\left.u\right|_{\mathbb{B}^n}=\varphi,$ for hyperbolic Poisson's equation $\Delta_h u=\mu$ where $\varphi\in L_1(\partial \mathbb{B}^n)$ and $\mu$ is a measure that satisfies a growth condition. Next we…
This paper is devoted to exploring a new minimax approach by introducing a characteristic mapping family which is invariant under the smooth descending flow for initial value. The minimax approach is self-contained, and its features are…
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
An example of a nonunique solution of the Cauchy problem of Hamilton-Jacobi-Bellman (HJB) equation with surprisingly regular Hamiltonian is presented. The Hamiltonian H(t,x,p) is locally Lipschitz continuous with respect to all variables,…
We analyze stability of conservative solutions of the Cauchy problem on the line for the (integrated) Hunter-Saxton (HS) equation. Generically, the solutions of the HS equation develop singularities with steep gradients while preserving…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic…
We study the linearized maximal operator associated with dilates of the hyperbolic cross multiplier in dimension two. Assuming a Lipschitz condition and a lower bound on the linearizing function, we obtain $L^{p}(\mathbb{R}^{2}) \to…
We consider a constrained optimization problem arising from the study of the Helmholtz equation in unbounded domains. The optimization problem provides an approximation of the solution in a bounded computational domain. In this paper we…