Related papers: A laplace duality for integration
We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of…
The use of average kernel method based on the Laplace transformation can significantly simplify the procedure for obtaining approximate analytical solution of Smoluchowski equation. However, this method also has its own shortcomings, one of…
In this paper, we study infinite-dimensional Lagrangian systems where the potential functions are periodic, rearrangement invariant and weakly upper semicontinuous. And we prove that there exists a calibrated curve for every $M\in…
This paper presents a regularization technique for the high order efficient numerical evaluation of nearly singular, principal-value, and finite-part Cauchy-type integral operators. By relying on the Cauchy formula, the Cauchy-Goursat…
We develop a unified theory of augmented Lagrangians for nonconvex optimization problems that encompasses both duality theory and convergence analysis of primal-dual augmented Lagrangian methods in the infinite dimensional setting. Our goal…
Quadratic systems generated using Yang-Baxter equations are integrable in a sense, but we display a deterioration in the possession of the Painlev\'e property as the number of equations in each `integrable system' increases. Certain…
This paper explores the potential of Lagrangian duality for learning applications that feature complex constraints. Such constraints arise in many science and engineering domains, where the task amounts to learning optimization problems…
A generalization of the Laplace transform based on the generalized Tsallis $q$-exponential is given in the present work for a new type of kernel. We also define the inverse transform for this generalized transform based on the complex…
In this paper we analyze the existence, uniqueness and regularity of the solution to the generalized, variable diffusivity, fractional Laplace equation on the unit disk in $\mathbb{R}^{2}$. For $\alpha$ the order of the differential…
In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of…
A computational scheme for solving 2D Laplace boundary-value problems using rational functions as the basis functions is described. The scheme belongs to the class of desingularized methods, for which the location of singularities and…
In this paper we investigate overdetermined systems of scalar PDEs on the plane with one common characteristic, whose general solution depends on 1 function of 1 variable. We describe linearization of such systems and their integration via…
Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…
Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…
Recently, it was found that a new set of simple techniques allow one to conveniently express ordinary integrals through differentiation. These techniques add to the general toolbox for integration and integral transforms such as the Fourier…
We work in the category $\mathcal{CLM}^u_k$ of [5] of separated complete bounded $k$-linearly topologized modules over a complete linearly topologized ring $k$ and discuss duality on certain exact subcategories. We study topological and…
We discuss the notion of reduction of a special type of explicit solutions which generalize the solutions appearing in the classical Laplace cascade method of integration of hyperbolic equations of the second order in the plane. We give…
The Laplace equation in three dimensional Euclidean space is $R$-separable in bi-cyclide coordinates leading to harmonic functions expressed in terms of Lam\'e-Wangerin functions called internal and external bi-cyclide harmonics. An…
We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure $\mu$ defined on a domain $\Gamma \subseteq \mathbb{R}^d$, in any dimension $d$. Each cubature…
Optimization is a critical tool for addressing a broad range of human and technical problems. However, the paradox of advanced optimization techniques is that they have maximum utility for problems in which the relationship between the…