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We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

In this paper we analyze the status of some `unbelievable results' presented in the paper `On Some Contradictory Computations in Multi-Dimensional Mathematics' [1] published in Nonlinear Analysis, a journal indexed in the Science Citation…

General Mathematics · Mathematics 2007-05-23 E. Capelas de Oliveira , W. A. Rodrigues

This paper presents some new propositions related to the fractional order $h$-difference operators, for the case of general quadratic forms and for the polynomial type, which allow proving the stability of fractional order $h$-difference…

Classical Analysis and ODEs · Mathematics 2020-06-16 Xiang Liu , Baoguo Jia , Lynn Erbe , Allan Peterson

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the…

Numerical Analysis · Mathematics 2015-07-31 Gerard Awanou

This note discusses proofs for convergence of first-order methods based on simple potential-function arguments. We cover methods like gradient descent (for both smooth and non-smooth settings), mirror descent, and some accelerated variants.

Machine Learning · Computer Science 2019-06-04 Nikhil Bansal , Anupam Gupta

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

The aim of this expository article is to present recent developments in the centuries old discussion on the interrelations between continuous and differentiable real valued functions of one real variable. The truly new results include,…

Functional Analysis · Mathematics 2018-06-29 Krzysztof C. Ciesielski , Juan B. Seoane Sepúlveda

We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to suprema of their integrands. We believe the connection…

Optimization and Control · Mathematics 2024-06-05 Ryan J. Tibshirani , Samy Wu Fung , Howard Heaton , Stanley Osher

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

We consider fully discrete finite element approximation of the stochastic total variation flow equation (STVF) with linear multiplicative noise which was previously proposed in \cite{our_paper}. Due to lack of a discrete counterpart of…

Numerical Analysis · Mathematics 2022-11-09 Ľubomír Baňas , Michael Röckner , André Wilke

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep

We prove some new results on existence of solutions to first--order ordinary differential equations with deviating arguments. Delay differential equations are included in our general framework, which even allows deviations to depend on the…

Classical Analysis and ODEs · Mathematics 2014-02-26 Rubén Figueroa , Rodrigo López Pouso

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

Numerical Analysis · Mathematics 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

We introduce a framework for designing primal methods under the decentralized optimization setting where local functions are smooth and strongly convex. Our approach consists of approximately solving a sequence of sub-problems induced by…

Optimization and Control · Mathematics 2020-06-15 Yossi Arjevani , Joan Bruna , Bugra Can , Mert Gürbüzbalaban , Stefanie Jegelka , Hongzhou Lin

Building upon the recent work of Teso and Plociniczak (2025) regarding L1 discretization errors for the Caputo derivative in H\"{o}lder spaces, this study extends the analysis to higher-order discretization errors within the same functional…

Numerical Analysis · Mathematics 2025-04-11 Xiangyi Peng , Lisen Ding , Dongling Wang

The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…

Differential Geometry · Mathematics 2016-03-27 María Barbero-Liñán , Marta Farré Puiggalí , David Martín de Diego

We present a unified framework for analyzing local SGD methods in the convex and strongly convex regimes for distributed/federated training of supervised machine learning models. We recover several known methods as a special case of our…

Machine Learning · Computer Science 2020-11-06 Eduard Gorbunov , Filip Hanzely , Peter Richtárik

Recently, a new fractional derivative called the conformable fractional derivative is given on based basic limit definition derivative in [4]. Then, the fractional versions of chain rules, exponential functions, Gronwalls inequality,…

Classical Analysis and ODEs · Mathematics 2015-04-09 Ahmet Gökdoğan , Emrah Ünal , Ercan Çelik

We derive algorithms for higher order derivative computation of the rectangular $QR$ and eigenvalue decomposition of symmetric matrices with distinct eigenvalues in the forward and reverse mode of algorithmic differentiation (AD) using…

Data Structures and Algorithms · Computer Science 2010-02-19 S. F. Walter , L. Lehmann