English
Related papers

Related papers: Directional differentiability for solution operato…

200 papers

We consider optimal control problems for a wide class of bilateral obstacle problems where the control appears in a possibly nonlinear source term. The non-differentiability of the solution operator poses the main challenge for the…

Optimization and Control · Mathematics 2021-06-14 Anne-Therese Rauls , Stefan Ulbrich

We consider semidifferentiable (possibly nonsmooth) maps, acting on a subset of a Banach space, that are nonexpansive either in the norm of the space or in the Hilbert's or Thompson's metric inherited from a convex cone. We show that the…

Functional Analysis · Mathematics 2014-03-12 Marianne Akian , Stephane Gaubert , Roger Nussbaum

The sampling of functions of bounded variation (BV) is a long-standing problem in op- timization. The ability to sample such functions has relevance in the field of variational inverse problems, where the standard theory fails to guarantee…

Optimization and Control · Mathematics 2025-11-18 Vincent Guillemet , Michael Unser

In this paper, we study the well-posedness of integro-differential sweeping processes of Volterra type. Using new enhanced versions of Gronwall's inequality, a reparametrization technique, and a fixed point argument for history-dependent…

Optimization and Control · Mathematics 2024-04-12 Emilio Vilches

We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…

Probability · Mathematics 2019-09-26 Mihail Zervos , Neofytos Rodosthenous , Pui Chan Lon , Thomas Bernhardt

This paper is a continuation of [13], where new variational principles were introduced based on the concept of anti-selfdual (ASD) Lagrangians. We continue here the program of using these Lagrangians to provide variational formulations and…

Analysis of PDEs · Mathematics 2007-05-23 Nassif Ghoussoub , Leo Tzou

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

Probability · Mathematics 2017-07-26 Kai Liu

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

Optimization and Control · Mathematics 2025-02-10 Livia Betz

The aim of this paper is to study a wide class of non-convex sweeping processes with moving constraint whose translation and deformation are represented by regulated functions, i.e., functions of not necessarily bounded variation admitting…

Dynamical Systems · Mathematics 2021-01-08 Pavel Krejci , Giselle Antunes Monteiro , Vincenzo Recupero

We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…

Optimization and Control · Mathematics 2016-08-16 Radu Ioan Bot , Ernö Robert Csetnek

We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…

Statistical Mechanics · Physics 2016-06-17 Francisco C. Alcaraz , Vladimir Rittenberg

A solution $\psi $ to Schr\"odinger's equation needs some degree of regularity in order to allow the construction of a Bohmian mechanics from the integral curves of the velocity field $\hbar \Im \left( \bigtriangledown \psi /m\psi \right)…

Quantum Physics · Physics 2010-11-15 Gebhard Gruebl , Markus Penz

We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…

Optimization and Control · Mathematics 2022-01-03 Carlos Esteve-Yagüe , Enrique Zuazua

We carry out the spectral analysis of matrix valued perturbations of 3-dimensional Dirac operators with variable magnetic field of constant direction. Under suitable assumptions on the magnetic field and on the pertubations, we obtain a…

Mathematical Physics · Physics 2015-06-26 Serge Richard , Rafael Tiedra de Aldecoa

This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…

Optimization and Control · Mathematics 2016-11-03 Ashish Cherukuri , Bahman Gharesifard , Jorge Cortes

We prove weak duality between two recent convex relaxation methods for bounding the optimal value of a constrained variational problem in which the objective is an integral functional. The first approach, proposed by Valmorbida et al. (IEEE…

Optimization and Control · Mathematics 2019-07-01 Giovanni Fantuzzi

In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…

Optimization and Control · Mathematics 2022-12-21 Lucas Gamertsfelder

We study a class of semi-discrete variational problems that arise in economic matching and game theory, where agents with continuous attributes are matched to a finite set of outcomes with a one dimensional structure. Such problems appear…

Optimization and Control · Mathematics 2025-08-14 Omar Abdul Halim , Daniyar Omarov , Brendan Pass

Qualitative and quantitative aspects for variational inequalities governed by strongly pseudomonotone operators on Hilbert space are investigated in this paper. First, we establish a global error bound for the solution set of the given…

Optimization and Control · Mathematics 2020-10-07 Pham Tien Kha , Pham Duy Khanh

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…

Optimization and Control · Mathematics 2017-02-13 Christian Clason , Tuomo Valkonen