English
Related papers

Related papers: Nonlinear and degenerate discounted approximation …

200 papers

This paper deals with the discrete system being the finite-difference approximation of the Sturm-Liouville problem with frozen argument. The inverse problem theory is developed for this discrete system. We describe the two principal cases:…

Numerical Analysis · Mathematics 2021-08-25 Natalia P. Bondarenko

We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…

Optimization and Control · Mathematics 2024-12-18 Farhana A. Simi , Matthew K. Tam

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

We consider a class of fully nonlinear nonlocal degenerate elliptic operators which are modeled on the fractional Laplacian and converge to the truncated Laplacians. We investigate the validity of (strong) maximum and minimum principles,…

Analysis of PDEs · Mathematics 2023-01-25 Delia Schiera

Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex…

Analysis of PDEs · Mathematics 2016-05-25 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

We propose an alternating optimization algorithm to the nonconvex Koopman operator learning problem for nonlinear dynamic systems. We show that the proposed algorithm will converge to a critical point with rate $O(1/T)$ and $O(\frac{1}{\log…

Signal Processing · Electrical Eng. & Systems 2020-03-23 Zhiyuan Liu , Guohui Ding , Lijun Chen , Enoch Yeung

We obtain a unique continuation result at infinity for fully nonlinear elliptic integro-differential operators of order 2s which satisfy the maximum and minimum principles in bounded subdomains, under the decay assumption $o(|x|^{-(N+2s)})$…

Analysis of PDEs · Mathematics 2025-01-03 Sebastián Flores Sepúlveda , Gabrielle Nornberg

We study an abstract second order inclusion involving two nonlinear single-valued operators and a nonlinear multivalued term. Our goal is to establish the existence of solutions to the problem by applying numerical scheme based on time…

Analysis of PDEs · Mathematics 2019-01-24 Krzysztof Bartosz , Leszek Gasiński , Zhenhai Liu , Paweł Szafraniec

This paper introduces a second-order differential inclusion for unconstrained convex optimization. In continuous level, solution existence in proper sense is obtained and exponential decay of a novel Lyapunov function along with the…

Optimization and Control · Mathematics 2022-03-01 Hao Luo

Firstly, we invoke the weak convergence (resp. strong convergence) of translated basic methods involving nonexpansive operators to establish the weak convergence (resp. strong convergence) of the associated method with both perturbation and…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…

General Mathematics · Mathematics 2018-02-27 Wenfeng Chen

This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…

Optimization and Control · Mathematics 2025-04-16 Yunier Bello-Cruz , Max L. N. Gonçalves , Jefferson G. Melo , Cassandra Mohr

This paper proposes a novel preconditioned implicit-explicit algorithm enhanced with the extrapolation technique for non-convex optimization problems. The algorithm employs a third-order Adams-Bashforth scheme for the nonlinear and explicit…

Optimization and Control · Mathematics 2025-09-19 Kelin Wu , Hongpeng Sun

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

Optimization and Control · Mathematics 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to…

Analysis of PDEs · Mathematics 2017-03-31 Andrea Davini , Maxime Zavidovique

Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main…

Analysis of PDEs · Mathematics 2016-11-24 Hiroyoshi Mitake , Kohei Soga

This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…

Optimization and Control · Mathematics 2020-07-13 Sulaiman A. Alghunaim , Ernest K. Ryu , Kun Yuan , Ali H. Sayed

In this paper, we focus on solving a class of constrained non-convex non-concave saddle point problems in a decentralized manner by a group of nodes in a network. Specifically, we assume that each node has access to a summand of a global…

Optimization and Control · Mathematics 2019-11-01 Weijie Liu , Aryan Mokhtari , Asuman Ozdaglar , Sarath Pattathil , Zebang Shen , Nenggan Zheng

This work investigates the properties of the proximity operator for quasar-convex functions and establishes the convergence of the proximal point algorithm to a global minimizer with a particular focus on its convergence rate. In…

Optimization and Control · Mathematics 2026-04-16 José de Brito , Felipe Lara , Di Liu

We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler-Lagrange equation. In this context, we shall rediscover the preconditioned nonlinear conjugate…

Numerical Analysis · Mathematics 2023-04-12 Pascal Heid