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This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…

Probability · Mathematics 2020-06-29 William R. P. Hammersley , David Šiška , Łukasz Szpruch

Recent years have seen a growing interest in understanding acceleration methods through the lens of ordinary differential equations (ODEs). Despite the theoretical advancements, translating the rapid convergence observed in continuous-time…

Optimization and Control · Mathematics 2024-06-05 Zhonglin Xie , Wotao Yin , Zaiwen Wen

We introduce CO2, an efficient algorithm to produce convexly-weighted coresets with respect to generic smooth divergences. By employing a functional Taylor expansion, we show a local equivalence between sufficiently regular losses and their…

Machine Learning · Statistics 2025-05-21 Alex Kokot , Alex Luedtke

We consider the Rosenau equation, which contains nonlinear dispersive effects. We prove that as the diffusion parameter tends to zero, the solutions of the dispersive equation converge to discontinuous weak solution of the Burgers equation.…

Analysis of PDEs · Mathematics 2015-03-26 G. M. Coclite , L. di Ruvo

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…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the trajectory of SGDM, despite its \emph{stochastic} nature,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

Weak lensing surveys are expected to provide direct measurements of the statistics of the projected dark matter distribution. Most analytical studies of weak lensing statistics have been limited to quasilinear scales as they relied on…

Astrophysics · Physics 2009-10-31 Dipak Munshi , Bhuvnesh Jain

In a Hilbert framework, we consider an inertial Tikhonov regularized dynamical system governed by a maximally comonotone operator, where the damping coefficient is proportional to the square root of the Tikhonov regularization parameter.…

Optimization and Control · Mathematics 2024-12-02 Zeng-Zhen Tan , Rong HU , Ya-Ping Fang

We introduce in this paper a new approach to the problem of the convergence to equilibrium for kinetic equations. The idea of the approach is to prove a 'weak' coercive estimate, which implies exponential or polynomial convergence rate. Our…

Analysis of PDEs · Mathematics 2012-08-07 Minh-Binh Tran

Making use of the Whittaker-Shannon interpolation formula with shifted sampling points, we propose in this paper a well-posed semi-discretization of the stationary Wigner equation with inflow BCs. The convergence of the solutions of the…

Numerical Analysis · Mathematics 2014-06-18 Ruo Li , Tiao Lu , Zhangpeng Sun

In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

Analysis of PDEs · Mathematics 2025-04-16 Jinhuan Wang , Keyu Li , Hui Huang

In this work, we investigate the convergence of numerical approximations to coercivity constants of variational problems. These constants are essential components of rigorous error bounds for reduced-order modeling; extension of these…

Numerical Analysis · Mathematics 2022-05-25 Peter Sentz , Jehanzeb Hameed Chaudhry , Luke N. Olson

We consider a damped/driven cubic NLS equation on a torus under the limit when first the amplitude of solutions goes to zero and then the period of the torus goes to infinity. We suggest another proof of the kinetic approximation for the…

Mathematical Physics · Physics 2025-06-05 Andrey Dymov

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

We study Chorin's projection method combined with a finite element spatial discretization for the time-dependent incompressible Navier-Stokes equations. The scheme advances the solution in two steps: a prediction step, which computes an…

Numerical Analysis · Mathematics 2025-09-29 Franziska Weber

We investigate the strong convergence properties of a proximal-gradient inertial algorithm with two Tikhonov regularization terms in connection to the minimization problem of the sum of a convex lower semi-continuous function $f$ and a…

Optimization and Control · Mathematics 2024-07-16 Szilárd Csaba László

We study the existence and uniqueness of (locally) absolutely continuous trajectories of a dynamical system governed by a nonexpansive operator. The weak convergence of the orbits to a fixed point of the operator is investigated by relying…

Dynamical Systems · Mathematics 2014-12-16 Radu Ioan Bot , Ernö Robert Csetnek

This article is devoted to a generalized version of Smoluchowski's coagulation equation. This model describes the time evolution of a system of aggregating particles under the effect of external input and output particles. We show that for…

Analysis of PDEs · Mathematics 2023-06-16 Prasanta Kumar Barik , Asha K. Dond , Rakesh Kumar

We study the convergence of solutions of the discrete nonlinear Klein-Gordon equation on an infinite lattice in the continuum limit, using recent tools developed in the context of nonlinear discrete dispersive equations. Our approach relies…

Analysis of PDEs · Mathematics 2024-02-22 Quentin Chauleur

We study the boundedness and convergence to equilibrium of weak solutions to reaction-diffusion systems with nonlinear diffusion. The nonlinear diffusion is of porous medium type and the nonlinear reaction terms are assumed to grow…

Analysis of PDEs · Mathematics 2017-11-09 Klemens Fellner , Evangelos Latos , Bao Quoc Tang