相关论文: Exponential convergence for a convexifying equatio…
The logarithmic divergence is an extension of the Bregman divergence motivated by optimal transport and a generalized convex duality, and satisfies many remarkable properties. Using the geometry induced by the logarithmic divergence, we…
The Lorentz transformations are represented on the ball of relativistically admissible velocities by Einstein velocity addition and rotations. This representation is by projective maps. The relativistic dynamic equation can be derived by…
This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…
We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by…
The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for…
For the two-dimensional Euler equation on the torus, we prove that the uniform norm of the vorticity gradient can grow as double exponential over arbitrarily long but finite time provided that at time zero it is already sufficiently large.…
We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…
We analyze the behavior of stochastic approximation algorithms where iterates, in expectation, progress towards an objective at each step. When progress is proportional to the step size of the algorithm, we prove exponential concentration…
We study the evolution of complete non-compact convex hypersurfaces in $\mathbb{R}^{n+1}$ by the inverse mean curvature flow. We establish the long time existence of solutions and provide the characterization of the maximal time of…
We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…
We consider the problem of recovering a real-valued $n$-dimensional signal from $m$ phaseless, linear measurements and analyze the amplitude-based non-smooth least squares objective. We establish local convergence of subgradient descent…
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The…
In this work we give a proof of the mean-field limit for $\lambda$-convex potentials using a purely variational viewpoint. Our approach is based on the observation that all evolution equations that we study can be written as gradient flows…
For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in…
We develop a framework for convexifying a fairly general class of optimization problems. Under additional assumptions, we analyze the suboptimality of the solution to the convexified problem relative to the original nonconvex problem and…
We study the multiphasic formulation of the incompressible Euler equation introduced by Brenier: infinitely many phases evolve according to the compressible Euler equation and are coupled through a global in-compressibility constraint. We…
We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…
We study the problem of convergence of the normalized Ricci flow evolving on a compact manifold $\Omega$ without boundary. In \cite{KS10, KS15} we derived, via PDE techniques, global-in-time existence of the classical solution and…
A general purely crystalline mean curvature flow equation with a nonuniform driving force term is considered. The unique existence of a level set flow is established when the driving force term is continuous and spatially Lipschitz…
We investigate a Poisson-Nernst-Planck type system in three spatial dimensions where the strength of the electric drift depends on a possibly small parameter and the particles are assumed to diffuse quadratically. On grounds of the global…