Related papers: Affine Gateaux Differentials and the von Mises Sta…
We observe algebraic derivations on an affine domain B defined over an algebraically closed field of characteristic 0, which are called locally finite derivations in commutative and non-commutative contexts in other references. We observe…
Differential privacy is a recently proposed notion of privacy that provides strong privacy guarantees without any assumptions on the adversary. The paper studies the problem of computing a differentially private solution to convex…
This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…
Differential calculus on discrete sets is developed in the spirit of noncommutative geometry. Any differential algebra on a discrete set can be regarded as a `reduction' of the `universal differential algebra' and this allows a systematic…
It is well known that in $R^n$ , G{\^a}teaux (hence Fr{\'e}chet) differ-entiability of a convex continuous function at some point is equivalent to the existence of the partial derivatives at this point. We prove that this result extends…
Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…
The theory of fractional calculus in the complex plane was not built with a specific application in mind. The main obstacle to application was the difficulty with obtaining analytic continuations of fractional derivatives and integrals. It…
Convex geometry has recently attracted great attention as a framework to formulate general probabilistic theories. In this framework, convex sets and affine maps represent the state spaces of physical systems and the possible dynamics,…
A hypodifferential is a compact family of affine mappings that defines a local max-type approximation of a nonsmooth convex function. We present a general theory of hypodifferentials of nonsmooth convex functions defined on a Banach space.…
Roughly speaking, functional analysis is the study of vector spaces of arbitrary dimension over the field of real or complex numbers, and the continuous linear mappings between such spaces. Naturally, the notion of continuity requires a…
In this paper, using some aspects of convex functions, we refine discrete Jensen's inequality via weight functions. Then, using these results, we give some applications in different abstract spaces and obtain some new interesting…
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…
This paper summarizes the core definitions and results regarding the chain differential for functions in locally convex topological vector spaces. In addition, it provides a few elementary calculus rules of practical interest, notably for…
In this paper, we unify and improve existing results on characterizing strict and almost stricty convex functions via subdifferential mapping, Moreau envelope, and proximal mappings. In particular, it is shown that if a convex function is…
The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just…
In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…