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We analyze the convergence properties of a modified barrier method for solving bound-constrained optimization problems where evaluations of the objective function and its derivatives are affected by bounded and non-diminishing noise. The…

Optimization and Control · Mathematics 2024-05-21 Shima Dezfulian , Andreas Wächter

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…

Probability · Mathematics 2016-08-04 Gaoyue Guo , Xiaolu Tan , Nizar Touzi

We prove a fix point theorem for monoids of self-embeddings of trees. As a corollary, we obtain a result by Laflamme, Pouzet and Sauer that a tree either contains a subdivided binary tree as a subtree or has a vertex, and edge, an end or…

Combinatorics · Mathematics 2017-09-19 Matthias Hamann

We address the problem of covering a target segment $\overline{uv}$ using a finite set of guards $\mathcal{S}$ placed on a source segment $\overline{xy}$ within a simple polygon $\mathcal{P}$, assuming weak visibility between the target and…

Computational Geometry · Computer Science 2025-06-26 Arash Vaezi

The Skorokhod Embedding Problem (SEP) is one of the classical problems in the study of stochastic processes, with applications in many different fields (cf.~ the surveys \cite{Ob04,Ho11}). Many of these applications have natural…

Probability · Mathematics 2017-05-29 Mathias Beiglboeck , Alexander Cox , Martin Huesmann

This article is studying the roots of the reliability polynomials of linear consecutive-\textit{k}-out-of-\textit{n}:\textit{F} systems. We are able to prove that these roots are unbounded in the complex plane, for any fixed $k\ge2$. In the…

Discrete Mathematics · Computer Science 2022-08-31 Marilena Jianu , Leonard Daus , Vlad-Florin Dragoi , Valeriu Beiu

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

Probability · Mathematics 2016-05-12 Chen Jia

Self-scaled barrier functions are fundamental objects in the theory of interior-point methods for linear optimization over symmetric cones, of which linear and semidefinite programming are special cases. We are classifying all self-scaled…

Optimization and Control · Mathematics 2007-05-23 Raphael A Hauser , Yongdo Lim

This paper is devoted to a complete characterization of the free boundary of all solutions to the following spectral $k$-partition problem with measure and inclusion constraints: \[ \inf \left\{\sum_{i=1}^k \lambda_1(\omega_i)\; : \;…

Analysis of PDEs · Mathematics 2026-01-15 Dario Mazzoleni , Makson S. Santos , Hugo Tavares

We study the persistence of quadratic estimates related to the Kato square root problem across a change of metric on smooth manifolds by defining a class of Riemannian-like metrics that are permitted to be of low regularity and degenerate…

Analysis of PDEs · Mathematics 2019-07-04 Lashi Bandara

Let $(X_n \colon n\in\Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_0$ and let $\nu$ be a probability measure on its state space. We give a necessary and sufficient criterion for the existence of a non-randomized…

Probability · Mathematics 2015-06-11 Peter Morters , Istvan Redl

In the framework of the nonsmooth critical point theory for lower semi-continuous functionals, we propose a direct variational approach to investigate the existence of infinitely many weak solutions for a class of semi-linear elliptic…

Analysis of PDEs · Mathematics 2013-05-14 Pietro d'Avenia , Eugenio Montefusco , Marco Squassina

The Brouwer fixed point theorem says that any continuous function from disc to itself has a fixed point. By using simple geometrical technique we have generalized the result in manifold and proved that any continuous function on the…

Differential Geometry · Mathematics 2020-08-04 Absos Ali Shaikh , Chandan Kumar Mondal

We establish the existence and the pointwise bound of the fundamental solution for the stationary Stokes system with measurable coefficients in the whole space $\mathbb{R}^d$, $d \ge 3$, under the assumption that weak solutions of the…

Analysis of PDEs · Mathematics 2017-05-09 Jongkeun Choi , Minsuk Yang

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser

Consider an iterated function system consisting of similarities on the complex plane of the form $g_{i}(z) = \lambda_i z + t_i,\ \lambda_i, t_i \in \mathbb{C},\ |\lambda_i|<1, i=1,\ldots, k$. We prove that for almost every choice of…

Dynamical Systems · Mathematics 2023-08-31 Boris Solomyak , Adam Śpiewak

We consider nonlocal initial boundary value problems with integral boundary conditions for integro-differential first order hyperbolic systems. We prove a general regularity result stating that the $L^2$-generalized solutions become…

Analysis of PDEs · Mathematics 2022-08-02 Iryna Kmit

It is known that every homeomorphism of the plane has a fixed point in a non-separating, invariant subcontinuum. Easy examples show that a branched covering map of the plane can be periodic point free. In this paper we show that any…

General Topology · Mathematics 2016-01-25 A. Blokh , L. Oversteegen

We establish a fixed point theorem for mappings of square matrices of all sizes which respect the matrix sizes and direct sums of matrices. The conclusions are stronger if such a mapping also respects matrix similarities, i.e., is a…

Functional Analysis · Mathematics 2012-10-22 Gulnara Abduvalieva , Dmitry S. Kaliuzhnyi-Verbovetskyi

In this paper, we prove two results. First, there is a family of sequences of embedded quarters of the hyperbolic plane such that any sequence converges to a limit which is an end of the hyperbolic plane. Second, there is no algorithm which…

Computational Geometry · Computer Science 2015-08-03 Maurice Margenstern