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In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Xuefei Yang , Emilia Fridman

This paper introduces new parameterizations of equilibrium neural networks, i.e. networks defined by implicit equations. This model class includes standard multilayer and residual networks as special cases. The new parameterization admits a…

Machine Learning · Computer Science 2020-10-06 Max Revay , Ruigang Wang , Ian R. Manchester

We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…

Analysis of PDEs · Mathematics 2018-07-04 Victor Isakov

The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that…

General Finance · Quantitative Finance 2012-02-28 Eric Kemp-Benedict

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…

Optimization and Control · Mathematics 2018-10-22 Nathalie Khalil , Sofia O. Lopes

In this paper, using sunny generalized nonexpansive retraction, we propose new extragradient and linesearch algorithms for finding a common element of the set of solutions of an equilibrium problem and the set of fixed points of a…

Functional Analysis · Mathematics 2016-06-07 Zeynab Jouymandi , Fridoun Moradlou

In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…

Analysis of PDEs · Mathematics 2023-07-11 Oleg Imanuvilov , Hongyu Liu , Masahiro Yamamoto

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

We consider first-order methods with constant step size for minimizing locally Lipschitz coercive functions that are tame in an o-minimal structure on the real field. We prove that if the method is approximated by subgradient trajectories,…

Optimization and Control · Mathematics 2023-08-03 Cédric Josz , Lexiao Lai

We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…

Optimization and Control · Mathematics 2025-07-01 Anne Rubbens , Nizar Bousselmi , Julien M. Hendrickx , François Glineur

The unconstrained minimization of a sufficiently smooth objective function $f(x)$ is considered, for which derivatives up to order $p$, $p\geq 2$, are assumed to be available. An adaptive regularization algorithm is proposed that uses…

Optimization and Control · Mathematics 2021-05-31 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Analysis of PDEs · Mathematics 2024-03-28 Ravshan Ashurov , Oqila Muhiddinova

We extend the classical Heisenberg uncertainty principle to a fractional $L^p$ setting by investigating a novel class of uncertainty inequalities derived from the fractional Schr\"odinger equation. In this work, we establish the existence…

Classical Analysis and ODEs · Mathematics 2025-04-24 S. Hashemi Sababe , Amir Baghban

We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…

General Finance · Quantitative Finance 2021-03-01 Jaroslav Borovicka , John Stachurski

In the present paper, a novel result for inferring uniform global, not semi-global, exponential stability in the sense of Lyapunov with respect to input-affine systems from global uniform exponential stability properties with respect to…

Optimization and Control · Mathematics 2024-09-09 Marc Weber , Bahman Gharesifard , Christian Ebenbauer

In this paper, we investigate optimal control problems subject to a semilinear elliptic partial differential equations. The cost functional contains a term that measures the size of the support of the control, which is the so-called…

Optimization and Control · Mathematics 2020-02-13 Eduardo Casas , Daniel Wachsmuth

We propose a new second-order accurate lattice Boltzmann formulation for linear elastodynamics that is stable for arbitrary combinations of material parameters under a CFL-like condition. The construction of the numerical scheme uses an…

Numerical Analysis · Mathematics 2025-01-22 Oliver Boolakee , Martin Geier , Laura De Lorenzis

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…

Optimization and Control · Mathematics 2021-11-29 Christopher Criscitiello , Nicolas Boumal

Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

Statistics Theory · Mathematics 2018-08-28 Sven Buhl , Claudia Klüppelberg