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In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…

Numerical Analysis · Mathematics 2022-05-10 Monika Eisenmann , Mihály Kovács , Raphael Kruse , Stig Larsson

We study the problem of convergence to equilibrium for evolution equations associated to general quadratic operators. Quadratic operators are non-selfadjoint differential operators with complex-valued quadratic symbols. Under appropriate…

Mathematical Physics · Physics 2012-10-19 M. Ottobre , G. A. Pavliotis , K. Pravda-Starov

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

Optimization and Control · Mathematics 2022-12-23 Patrick M. Wensing , Jean-Jacques E. Slotine

The paper proposes a new algorithm for solving global univariate optimization problems. The algorithm does not require convexity of the target function. For a broad variety of target functions after performing (if necessary) several…

Optimization and Control · Mathematics 2016-01-26 Sergey Nikitin

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

We review two numerical methods related to the Schramm-Loewner evolution (SLE). The first simulates SLE itself. More generally, it finds the curve in the half-plane that results from the Loewner equation for a given driving function. The…

Mathematical Physics · Physics 2015-05-14 Tom Kennedy

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We study a class of nonlinear evolution systems of time fractional partial differential equations using Lie symmetry analysis. We obtain not only infinitesimal symmetries but also a complete group classification and a classification of…

Mathematical Physics · Physics 2018-03-01 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

We study evolution equations with non-self-adjoint generators, for example the convection-diffusion equation. Spectral expansions are not a reliable method of solving such equations, because they are so ill-conditioned. We introduce a new…

Spectral Theory · Mathematics 2007-05-23 E. B. Davies

In this paper, having introduced a convergence of a series on the root vectors in the Abel-Lidskii sense, we present a valuable application to the evolution equations. The main issue of the paper is an approach allowing us to principally…

Functional Analysis · Mathematics 2022-12-21 Maksim V. Kukushkin

We investigate slowly converging solutions for non-linear evolution equations of elliptic or parabolic type. These equations arise from the study of isolated singularities in geometric variational problems. Slowly converging solutions have…

Analysis of PDEs · Mathematics 2023-04-06 Beomjun Choi , Pei-Ken Hung

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

Analysis of PDEs · Mathematics 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…

Optimization and Control · Mathematics 2022-09-19 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

We discuss inverse problems to finding the time-dependent coefficient for the multidimensional Cauchy problems for both strictly hyperbolic equations and polyharmonic heat equations. We also extend our techniques to the general inverse…

Analysis of PDEs · Mathematics 2020-04-21 Mukhtar Karazym , Tohru Ozawa , Durvudkhan Suragan

The paper is devoted to the development of the theory of inverse problems for evolution equations with terms rapidly oscillating in time. A new approach to setting such problems is developed for the case in which additional constraints are…

Mathematical Physics · Physics 2020-03-18 Babich P. V. , Levenshtam V. B

Using the theory of evolutionary equations, we consider abstract differential equations including non-local integral operators. After providing a condition for the well-posedness of the addressed equation we consider a numerical method of…

Numerical Analysis · Mathematics 2026-01-19 Sebastian Franz , Sascha Trostorff

We derive optimal $L^2$-error estimates for semilinear time-fractional subdiffusion problems involving Caputo derivatives in time of order $\alpha\in (0,1)$, for cases with smooth and nonsmooth initial data. A general framework is…

Numerical Analysis · Mathematics 2020-04-28 Samir Karaa

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward
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