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We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…

Optimization and Control · Mathematics 2020-03-12 Antonio Orvieto , Aurelien Lucchi

We prove structural stability under perturbations for a class of discrete-time dynamical systems near a non-hyperbolic fixed point. We reformulate the stability problem in terms of the well-posedness of an infinite-dimensional nonlinear…

Dynamical Systems · Mathematics 2015-11-05 Roland Bauerschmidt , David C. Brydges , Gordon Slade

It is well known that rate-independent systems involving nonconvex energy functionals in general do not allow for time-continuous solutions even if the given data are smooth. In the last years, several solution concepts were proposed that…

Analysis of PDEs · Mathematics 2017-12-20 Dorothee Knees

The construction of analytic solutions for quasi-exactly solvable systems is an interesting problem. We revisit a class of models for which the odd solutions were largely missed previously in the literature: the anharmonic oscillator, the…

Mathematical Physics · Physics 2024-09-17 Siyu Li , Ian Marquette , Yao-Zhong Zhang

We propose a formal expansion of multiple relaxation times lattice Boltzmann schemes in terms of a single infinitesimal numerical variable. The result is a system of partial differential equations for the conserved moments of the lattice…

Numerical Analysis · Mathematics 2024-08-28 François Dubois

We study a rate-independent system with non-convex energy and in the case of a time-discontinuous loading. We prove existence of the rate-dependent viscous regularization by time-incremental problems, while the existence of the so called…

Analysis of PDEs · Mathematics 2019-09-26 Dorothee Knees , Chiara Zanini

We prove new characterisations of exponential stability for positive linear discrete-time systems in ordered Banach spaces, in terms of small-gain conditions. Such conditions have played an important role in the finite-dimensional systems…

Functional Analysis · Mathematics 2021-07-19 Jochen Glück , Andrii Mironchenko

The Weihrauch degrees and strong Weihrauch degrees are partially ordered structures representing degrees of unsolvability of various mathematical problems. Their study has been widely applied in computable analysis, complexity theory, and…

Logic · Mathematics 2017-04-06 Damir Dzhafarov

In this paper, we study extended backward stochastic Volterra integral equations (EBSVIEs, for short). We establish the well-posedness under weaker assumptions than the literature, and prove a new kind of regularity property for the…

Probability · Mathematics 2021-03-08 Yushi Hamaguchi

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Econometrics · Economics 2023-08-23 Deborah Gefang , Stephen G. Hall , George S. Tavlas

Let $k$ be a number field and $B$ be a central simple algebra over $k$ of dimension $p^2$ where $p$ is prime. In the case that $p=2$ we assume that $B$ is not totally definite. In this paper we study sets of pairwise nonisomorphic maximal…

Number Theory · Mathematics 2014-09-04 Benjamin Linowitz

In this work a theory is developed for unifying large classes of nonlinear discrete-time dynamical systems obeying a superposition of a weighted maximum or minimum type. The state vectors and input-output signals evolve on nonlinear spaces…

Systems and Control · Computer Science 2019-12-10 Petros Maragos

In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…

Optimization and Control · Mathematics 2023-12-08 Tianxiao Wang , Mengliang Zheng

In this paper, we study the higher-order Beverton-Holt equation. We derive nontrivial symmetries, and thereafter, solutions are obtained. For constant rate and carrying capacity, we study the periodic nature of the solution and analyze the…

Dynamical Systems · Mathematics 2024-05-07 Mensah Folly-Gbetoula

Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…

Data Structures and Algorithms · Computer Science 2023-04-11 Prateek Bhakta , Ben Cousins , Matthew Fahrbach , Dana Randall

We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Nicolas Boullé , Vassilios Dallas , Yuji Nakatsukasa , D. Samaddar

We introduce a class of ${\mathbb{Z}}_N$ graded discrete Lax pairs, with $N\times N$ matrices, linear in the spectral parameter. We give a classification scheme for such Lax pairs and the associated discrete integrable systems. We present…

Exactly Solvable and Integrable Systems · Physics 2014-11-25 Allan P. Fordy , Pavlos Xenitidis

Matrix-vector multiplication is one of the most fundamental computing primitives. Given a matrix $A\in\mathbb{F}^{N\times N}$ and a vector $b$, it is known that in the worst case $\Theta(N^2)$ operations over $\mathbb{F}$ are needed to…

Data Structures and Algorithms · Computer Science 2017-11-21 Christopher De Sa , Albert Gu , Rohan Puttagunta , Christopher Ré , Atri Rudra

We show that a special class of (nonconvex) NMPC problems admits an exact solution by reformulating them as a finite number of convex subproblems, extending previous results to the multi-input case. Our approach is applicable to a special…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Manuel Klädtke , Moritz Schulze Darup

We propose a relaxation to the definition of well-structured transition systems (\WSTS) while retaining the decidability of boundedness and non-termination. In this class, the well-quasi-ordered (wqo) condition is relaxed such that it is…

Logic in Computer Science · Computer Science 2024-08-07 Benedikt Bollig , Alain Finkel , Amrita Suresh
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