Related papers: A Variational Method for Conformable Fractional Eq…
Stochastic optimization problems are generally known to be ill-conditioned to the form of the underlying uncertainty. A framework is introduced for optimal control problems with partial differential equations as constraints that is robust…
We develop a mass-conserving, adaptive-rank solver for the 1D1V Wigner-Poisson system. Our work is motivated by applications to the study of the stopping power of $\alpha$ particles at the National Ignition Facility (NIF). In this regime,…
We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient over the real determinantal variety, and present a first-order algorithm designed to find stationary points of that problem. This…
We propose an adaptive refinement algorithm to solve total variation regularized measure optimization problems. The method iteratively constructs dyadic partitions of the unit cube based on i) the resolution of discretized dual problems and…
In this article, we propose a unified framework for preconditioned Riemannian gradient (P-RG) methods to minimize Gross-Pitaevskii (GP) energy functionals with rotation on a Riemannian manifold. This framework enables comprehensive analysis…
First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…
This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…
This paper proposes an efficient algorithm for solving the Hartree--Fock equation combining a multilevel correction scheme with an adaptive refinement technique to improve computational efficiency. The algorithm integrates a multilevel…
In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…
This paper is devoted to the extension of the recently proposed conditional symmetry method to first order nonhomogeneous quasilinear systems which are equivalent to homogeneous systems through a locally invertible point transformation. We…
This paper is concerned with the approximation of the solution of partial differential equations by means of artificial neural networks. Here a feedforward neural network is used to approximate the solution of the partial differential…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…
In this article, we discuss new models for static nonlinear deformations via scale-invariant conformal energy functionals based on the linear distortion. In particular, we give examples to show that, despite equicontinuity estimates giving…
We propose a scalable and theoretically grounded low-rank conditional expectation model for recursive Monte Carlo optimal stopping problems, in particular American option pricing. Our method reformulates the estimation of continuation…
Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…
In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…