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A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…

Numerical Analysis · Mathematics 2025-09-11 Zhihui Liu , Xiaojie Wang , Xiaoming Wu , Xiaoyan Zhang

The Quantum Approximate Optimization Algorithm (QAOA) is a variational ansatz that resembles the Trotterized dynamics of a Quantum Annealing (QA) protocol. This work formalizes this connection formally and empirically, showing the angles of…

This paper proposes to develop a new variant of the two-time-scale stochastic approximation to find the roots of two coupled nonlinear operators, assuming only noisy samples of these operators can be observed. Our key idea is to leverage…

Optimization and Control · Mathematics 2024-03-25 Thinh T. Doan

We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…

Machine Learning · Statistics 2024-10-22 Chuhan Xie , Kaicheng Jin , Jiadong Liang , Zhihua Zhang

Quantum process tomography (QPT) is a fundamental task to characterize the dynamics of quantum systems. In contrast to standard QPT, ancilla-assisted process tomography (AAPT) framework introduces an extra ancilla system such that a single…

Quantum Physics · Physics 2023-11-01 Shuixin Xiao , Yuanlong Wang , Daoyi Dong , Jun Zhang

In this paper we consider nonlinear problems with an operator depending only on the deformation tensor. We consider the class of operators derived from a potential and with $(p,\delta)$ structure, for $1<p\leq 2$ and for all $\delta\geq0$.…

Analysis of PDEs · Mathematics 2021-12-24 Luigi C. Berselli , Michael Růžička

In this paper, we develop a regularized higher-order Taylor based method for solving composite (e.g., nonlinear least-squares) problems. At each iteration, we replace each smooth component of the objective function by a higher-order Taylor…

Optimization and Control · Mathematics 2025-03-05 Yassine Nabou , Ion Necoara

We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously…

Numerical Analysis · Mathematics 2020-06-17 Yves Capdeboscq , Timo Sprekeler , Endre Süli

In this paper, we present an analytical solution for the Bohr Hamiltonian with the trigonometric P\"oschl Teller (P.T) potential in the cases of {\gamma} unstable nuclei and {\gamma} stable axially symmetric prolate deformed ones with…

Nuclear Theory · Physics 2019-12-19 A. Ait Ben Hammou , M. Chabab , A. El Batoul , A. Lahbas , M. Hamzavi , I. Moumene , M. Oulne

In this study a spatio-temporal approach for the solution of the time-dependent Boltzmann (transport) equation is derived. Finding the exact solution using the Boltzmann equation for the general case is generally an open problem and…

Computational Physics · Physics 2021-08-26 Re'em Harel , Stanislav Burov , Shay I. Heizler

We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…

Classical Analysis and ODEs · Mathematics 2007-05-23 K. T. -R. McLaughlin , P. D. Miller

We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…

Analysis of PDEs · Mathematics 2025-11-03 Jeffrey Kuan , Krutika Tawri , Konstantina Trivisa

In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…

Optimization and Control · Mathematics 2016-05-20 Xiao Wang , Shiqian Ma , Ya-xiang Yuan

We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near the feasible set, we derive sharper worst-case complexity…

Optimization and Control · Mathematics 2026-01-06 Florentin Goyens , Geovani N. Grapiglia

We develop Second Order Asymptotical Regularization (SOAR) methods for solving inverse source problems in elliptic partial differential equations with both Dirichlet and Neumann boundary data. We show the convergence results of SOAR with…

Numerical Analysis · Mathematics 2019-01-23 Ye Zhang , Rongfang Gong

We consider periodic homogenization of boundary value problems for quasilinear second-order ODE systems in divergence form of the type $a(x,x/\varepsilon,u(x),u'(x))'= f(x,x/\varepsilon,u(x),u'(x))$ for $x \in [0,1]$. For small…

Classical Analysis and ODEs · Mathematics 2025-12-09 Nikolai N. Nefedov , Lutz Recke

The ellipsoid algorithm is a fundamental algorithm for computing a solution to the system of $m$ linear inequalities in $n$ variables $(P): A^{\top}x \le u$ when its set of solutions has positive volume. However, when $(P)$ is infeasible,…

Optimization and Control · Mathematics 2020-12-29 Jourdain Lamperski , Robert M. Freund , Michael J. Todd

In this study, we give the variation of parameters method from a different viewpoint for the Nth order inhomogeneous linear ordinary difference equations with constant coefficient by means of delta exponential function . Advantage of this…

Classical Analysis and ODEs · Mathematics 2019-06-04 Erdal Bas , Ramazan Ozarslan

A simple exact analytical solution of the relativistic Duffin-Kemmer-Petiau equation within the framework of the asymptotic iteration method is presented. Exact bound state energy eigenvalues and corresponding eigenfunctions are determined…

Mathematical Physics · Physics 2007-05-23 I. Boztosun , M. Karakoc , F. Yasuk , A. Durmus

We investigate statistical properties of the optimal value of the Sample Average Approximation of stochastic programs, continuing the study in Kr\"atschmer (2023). Central Limit Theorem type results are derived for the optimal value. As a…

Optimization and Control · Mathematics 2023-12-12 Volker Krätschmer
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