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In this contribution we prove the existence of weak solutions to degenerate parabolic systems arising from the coupled moisture movement, transport of dissolved species and heat transfer through partially saturated porous materials.…

Analysis of PDEs · Mathematics 2017-01-03 Michal Beneš , Lukáš Krupička

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

Optimization and Control · Mathematics 2007-05-23 Martino Bardi , Annalisa Cesaroni

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Statistics Theory · Mathematics 2021-02-17 A. Amiri , S Dachian

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

The aim of this paper is to introduce and study a two-step debiasing method for variational regularization. After solving the standard variational problem, the key idea is to add a consecutive debiasing step minimizing the data fidelity on…

Numerical Analysis · Mathematics 2017-06-23 Eva-Maria Brinkmann , Martin Burger , Julian Rasch , Camille Sutour

We consider a pseudo-differential equation driven by the fractional $p$-Laplacian with $p\ge 2$ (degenerate case), with a bounded reaction $f$ and Dirichlet type conditions in a smooth domain $\Omega$. By means of barriers, a nonlocal…

Analysis of PDEs · Mathematics 2018-07-26 Antonio Iannizzotto , Sunra Mosconi , Marco Squassina

We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

We consider a class of nonconvex nonsmooth optimization problems whose objective is the sum of a smooth function and a finite number of nonnegative proper closed possibly nonsmooth functions (whose proximal mappings are easy to compute),…

Optimization and Control · Mathematics 2018-05-29 Tianxiang Liu , Ting Kei Pong , Akiko Takeda

In this paper, we introduce an overall convex model incorporating a nonconvex regularizer. The proposed model is designed by extending the least squares term in the constrained LiGME model [Yata Yamagishi Yamada 2022] to fairly general…

Optimization and Control · Mathematics 2025-09-10 Wataru Yata , Keita Kume , Isao Yamada

In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…

Optimization and Control · Mathematics 2019-07-09 Bangti Jin , Zehui Zhou , Jun Zou

In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the existing results in the literature where the coefficients of the…

Probability · Mathematics 2024-03-05 Qi Li , Jianliang Zhai , Tusheng Zhang

In this paper we study a second order dynamical system with variable coefficients in connection to the minimization problem of a smooth nonconvex function. The convergence of the trajectories generated by the dynamical system to a critical…

Optimization and Control · Mathematics 2025-10-21 Szilárd Csaba László

We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results.…

Optimization and Control · Mathematics 2013-03-19 Md. Haider Ali Biswas , M. d. R. de Pinho

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

It is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear abstract functional differential equations in both, the finite and infinite delay case. A generalization of the integral…

Dynamical Systems · Mathematics 2017-06-22 Josef Kreulich

We investigate the regularizing behavior of two-phase Stefan problem near initial data. The main step in the analysis is to establish that in any given scale, the scaled solution is very close to a Lipschitz profile in space-time. We…

Analysis of PDEs · Mathematics 2010-12-07 Sunhi Choi , Inwon Kim

In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for…

Optimization and Control · Mathematics 2020-04-22 Filip Tronarp , Simo Särkkä

In this paper, we apply the moving plane method to the following high order degenerate elliptic equation,\begin{equation*} (-A)^p u=u^\alpha\text{ in } \mathbb R^{n+1}_+,n\geq 1, \end{equation*}where the operator…

Analysis of PDEs · Mathematics 2014-07-31 Genggeng Huang , Congming Li

We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex)…

Optimization and Control · Mathematics 2017-11-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…

Optimization and Control · Mathematics 2023-04-03 Jinxin Wang , Jiang Hu , Shixiang Chen , Zengde Deng , Anthony Man-Cho So
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