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With the growth of magnitude of multi-agent networks, distributed optimization holds considerable significance within complex systems. Convergence, a pivotal goal in this domain, is contingent upon the analysis of infinite products of…

Optimization and Control · Mathematics 2024-01-29 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Zhu Han , Yong Ren

We are interested in the homogenization of elastic-electric coupling equation, with rapidly oscillating coefficients, in periodically perforated piezoelectric body. We justify the two first terms in the usual asymptotic development of the…

Numerical Analysis · Mathematics 2007-09-10 Mechkour Houari

We prove a homogenization result for integral functionals in domains with oscillating boundaries, showing that the limit is defined on a degenerate Sobolev space. We apply this result to the description of the asymptotic behaviour of thin…

Functional Analysis · Mathematics 2007-05-23 Nadia Ansini , Andrea Braides

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Optimization and Control · Mathematics 2021-11-15 Hamed Sadeghi , Pontus Giselsson

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. It has previously been shown that if the random…

Analysis of PDEs · Mathematics 2012-03-27 Joseph G. Conlon , Arash Fahim

We analyze the global and local behavior of gradient-like flows under stochastic errors towards the aim of solving convex optimization problems with noisy gradient input. We first study the unconstrained differentiable convex case, using a…

Optimization and Control · Mathematics 2024-03-12 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch

Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…

Analysis of PDEs · Mathematics 2014-04-02 A. Ciomaga , P. E. Souganidis , H. V. Tran

(Two-scale) gradient Young measures in Orlicz-Sobolev setting are introduced and characterized providing also an integral representation formula for non convex energies arising in homogenization problems with nonstandard growth.

Analysis of PDEs · Mathematics 2024-07-08 Joel Fotso Tachago , Hubert Nnang , Franck Tchinda , Elvira Zappale

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems. In particular, the recursions we study use either the exponential map of the…

Machine Learning · Statistics 2021-05-20 Alain Durmus , Pablo Jiménez , Éric Moulines , Salem Said , Hoi-To Wai

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…

Optimization and Control · Mathematics 2016-07-12 Sucha Supittayapornpong , Michael J. Neely

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Optimization and Control · Mathematics 2019-11-12 Lam M. Nguyen , Phuong Ha Nguyen , Peter Richtárik , Katya Scheinberg , Martin Takáč , Marten van Dijk

We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…

Probability · Mathematics 2020-01-27 Hakima Bessaih , Razvan Florian Maris

We study the simultaneous homogenization and dimension reduction of an energy functional with linear growth defined on the space of manifold valued Sobolev functions. The study is carried out by $\Gamma$-convergence, providing an integral…

Analysis of PDEs · Mathematics 2025-07-25 Luca Lussardi , Andrea Torricelli , Elvira Zappale

In this manuscript we study the following optimization problem: given a bounded and regular domain $\Omega\subset \mathbb{R}^N$ we look for an optimal shape for the "$\mathrm{W}-$vanishing window" on the boundary with prescribed measure…

Analysis of PDEs · Mathematics 2018-05-22 João Vitor Da Silva , Ariel Salort , Analía Silva , Juan Spedaletti

Using a suitable stochastic version of the compactness argument of [V. V. Zhikov, 2000. On an extension of the method of two-scale convergence and its applications. Sb. Math., 191(7--8), 973--1014], we develop a probabilistic framework for…

Mathematical Physics · Physics 2017-12-11 Mikhail Cherdantsev , Kirill Cherednichenko , Igor Velčić

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

This work is devoted to the homogenization of elliptic equations in high-contrast media in the so-called 'double-porosity' resonant regime, for which we solve two open problems of the literature. First, we prove qualitative stochastic…

Analysis of PDEs · Mathematics 2025-04-07 Elise Bonhomme , Mitia Duerinckx , Antoine Gloria
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