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In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

Optimization and Control · Mathematics 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

Singularly-perturbed ordinary differential equations often exhibit Stokes' phenomenon, which describes the appearance and disappearance of oscillating exponentially small terms across curves in the complex plane known as Stokes curves.…

Numerical Analysis · Mathematics 2024-05-15 Christopher J. Lustri , Samuel C. Crew , S. Jonathan Chapman

We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…

Analysis of PDEs · Mathematics 2019-11-28 Sławomir Michalik , Bożena Tkacz

We investigate Runge-type approximation theorems for solutions to the 3D unsteady Stokes system. More precisely, we establish that on any compact set with connected complement, local smooth solutions to the 3D unsteady Stokes system can be…

Analysis of PDEs · Mathematics 2024-09-02 Mitsuo Higaki , Franck Sueur

This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods.…

Numerical Analysis · Mathematics 2019-11-04 Stefania Bellavia , Nataša Krklec Jerinkić , Greta Malaspina

A \emph{double extrema form} of the calculus of variations is put forward in which only the smallest one of the finite differences is physically meaningful to represent the variational derivatives defined on the discrete points. The most…

Statistical Mechanics · Physics 2021-04-13 Q. H. Liu

An explicit perturbative solution to all orders is given for a general class of nonlinear differential equations. This solution is written as a sum indexed by rooted trees and uses the Green function of a linearization of the equations. The…

Pattern Formation and Solitons · Physics 2007-05-23 Stephanie Rossano , Christian Brouder

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We present a new algorithm for automatically bounding the Taylor remainder series. In the special case of a scalar function $f: \mathbb{R} \to \mathbb{R}$, our algorithm takes as input a reference point $x_0$, trust region $[a, b]$, and…

Machine Learning · Computer Science 2023-08-04 Matthew Streeter , Joshua V. Dillon

We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…

In this article we obtain an optimal best approximation type result for fully discrete approximations of the transient Stokes problem. For the time discretization we use the discontinuous Galerkin method and for the spatial discretization…

Numerical Analysis · Mathematics 2021-07-26 Niklas Behringer , Dmitriy Leykekhman , Boris Vexler

The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…

Optimization and Control · Mathematics 2022-08-31 Xian-Jun Long , Yue-Hong He , Nan-Jing Huang

In this work, we analyze an unfitted discontinuous Galerkin discretization for the numerical solution of the Stokes system based on equal higher-order discontinuous velocities and pressures. This approach combines the best from both worlds,…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas , Georgios Katsouleas

This paper shows that the implicit bias of gradient descent on linearly separable data is exactly characterized by the optimal solution of a dual optimization problem given by a smoothed margin, even for general losses. This is in contrast…

Machine Learning · Computer Science 2020-11-13 Ziwei Ji , Matus Telgarsky

Recall that a Stirling permutation is a permutation on the multiset $\{1,1,2,2,\ldots,n,n\}$ such that any numbers appearing between repeated values of $i$ must be greater than $i$. We call a Stirling permutation ``flattened'' if the…

Combinatorics · Mathematics 2023-11-29 Adam Buck , Jennifer Elder , Azia A. Figueroa , Pamela E. Harris , Kimberly Harry , Anthony Simpson

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

Model order reduction algorithms for large-scale descriptor systems are proposed using balanced truncation, in which symmetry or block skew symmetry (reciprocity) and the positive realness of the original transfer matrix are preserved. Two…

Numerical Analysis · Computer Science 2018-11-13 Yuichi Tanji

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

Optimization and Control · Mathematics 2019-11-12 Daniel Reem , Simeon Reich , Alvaro De Pierro

We prove an existence and uniqueness theorem for exact WKB solutions of general singularly perturbed linear second-order ODEs in the complex domain. These include the one-dimensional time-independent complex Schr\"odinger equation. Notably,…

Analysis of PDEs · Mathematics 2023-06-07 Nikita Nikolaev

We establish the existence theory of several commonly used finite element (FE) nonlinear fully discrete solutions, and the convergence theory of a linearized iteration. First, it is shown for standard FE, SUPG and edge-averaged method…

Numerical Analysis · Mathematics 2023-12-04 Yang Liu , Shi Shu , Ying Yang