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We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of…

偏微分方程分析 · 数学 2020-12-11 Carlo Marinelli , Luca Scarpa

This paper studies the convergence of three temporal semi-discretizations for a backward semilinear stochastic evolution equation. For general terminal value and general coefficient with Lipschitz continuity, the convergence of the first…

数值分析 · 数学 2022-08-30 Binjie Li , Xiaoping Xie

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…

最优化与控制 · 数学 2017-09-21 Panayotis Mertikopoulos , Mathias Staudigl

The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…

最优化与控制 · 数学 2021-07-13 James V. Burke , Qiuying Lin

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

数值分析 · 数学 2020-10-02 Charles-Edouard Bréhier

We prove global-in-time existence and uniqueness of measure solutions of a nonlocal interaction system of two species in one spatial dimension. For initial data including atomic parts we provide a notion of gradient-flow solutions in terms…

偏微分方程分析 · 数学 2019-06-26 J. A. Carrillo , M. Di Francesco , A. Esposito , S. Fagioli , M. Schmidtchen

We are concerned with the isentropic compressible Navier-Stokes system in the two-dimensional torus, with rough data and vacuum : the initial velocity is in the Sobolev space H^1 and the initial density is only bounded and nonnegative.…

偏微分方程分析 · 数学 2023-11-03 Raphaël Danchin , Shan Wang

We propose a new framework for differentially private optimization of convex functions which are Lipschitz in an arbitrary norm $\|\cdot\|$. Our algorithms are based on a regularized exponential mechanism which samples from the density…

机器学习 · 计算机科学 2022-11-14 Sivakanth Gopi , Yin Tat Lee , Daogao Liu , Ruoqi Shen , Kevin Tian

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

概率论 · 数学 2025-04-28 Axel Ringh , Akash Sharma

We study when the \emph{optimization curve} of first-order methods -- the sequence \${f(x\_n)}*{n\ge0}\$ produced by constant-stepsize iterations -- is convex, equivalently when the forward differences \$f(x\_n)-f(x*{n+1})\$ are…

最优化与控制 · 数学 2025-09-12 Le Duc Hieu

In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…

最优化与控制 · 数学 2021-06-24 Radu Ioan Bot , Dang-Khoa Nguyen

In a Hilbert space setting H, for convex optimization, we analyze the fast convergence properties as t tends to infinity of the trajectories generated by a third-order in time evolution system. The function f to minimize is supposed to be…

最优化与控制 · 数学 2020-07-08 Hedy Attouch , Zaki Chbani , Hassan Riahi

We consider numerical approximation to the solution of non-autonomous evolution equations. The order of convergence of the simplest possible Magnus method will be investigated.

泛函分析 · 数学 2011-11-23 András Bátkai , Eszter Sikolya

In this paper, we focus on finite volume approximation schemes to solve a non-local material flow model in two space dimensions. Based on the numerical discretisation with dimensional splitting, we prove the convergence of the approximate…

偏微分方程分析 · 数学 2019-02-19 Elena Rossi , Jennifer Kötz , Paola Goatin , Simone Göttlich

We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semialgebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and…

最优化与控制 · 数学 2024-01-09 Cédric Josz , Lexiao Lai , Xiaopeng Li

We study families of smooth, embedded, regular planar curves $ \alpha : \left [-1,1 \right ]\times \left [0,T \right )\to \mathbb{R}^{2}$ with generalised Neumann boundary conditions inside cones, satisfying three variants of the…

偏微分方程分析 · 数学 2024-11-25 Mashniah A. Gazwani , James A. McCoy

We study the evolution of strictly mean-convex entire graphs over $R^n$ by Inverse Mean Curvature flow. First we establish the global existence of starshaped entire graphs with superlinear growth at infinity. The main result in this work…

微分几何 · 数学 2017-09-21 Panagiota Daskalopoulos , Gerhard Huisken

In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is…

最优化与控制 · 数学 2024-04-24 Robert Ernö Csetnek , Mikhail A. Karapetyants

In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial…

动力系统 · 数学 2019-04-25 Ruifang Wang , Yong Xu , Bin Pei

This note corrects a mistake in the original book in the evolution equations of total curvature for the curve-shrinking flow in an ambient Ricci Flow. The resulting upper bound for the evolution of total curvature is an exponential bound in…

微分几何 · 数学 2015-12-03 John Morgan , Gang Tian