相关论文: Path-dependent convex conservation laws
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
In this paper, we study a scalar conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. As a generalization of \cite{CKWang}, the velocity function possesses both the local and…
We consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the solution processes of the qgBSDE, in particular we…
We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain…
We solve the negative constant-curvature case of the COLT 2023 open problem of Criscitiello, Mart\'inez-Rubio, and Boumal on deterministic first-order methods for Lipschitz geodesically convex optimization. Let \[…
This paper proves the existence of small-amplitude global-in-time unique mild solutions to both the Landau equation including the Coulomb potential and the Boltzmann equation without angular cutoff. Since the well-known works (Guo, 2002)…
In this paper, we study the Lipschitz continuous dependence of conservative H\"older continuous weak solutions to a variational wave system derived from a model for nematic liquid crystals. Since the solution of this system generally forms…
The Lasso and the basis pursuit in compressed sensing and machine learning are convex optimization problems with three parameters: the regularization scalar, the observation vector and the data matrix. Relative to the first two parameters,…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
Let $(W,S)$ be a Coxeter system whose graph is connected, with no infinite edges. A self-map $\tau$ of $W$ such that $\tau_{\sigma\theta}\in \{\tau_{\theta},\ \sigma\tau_{\theta}\}$ for all $\theta\in W$ and all reflections $\sigma$…
A time dependent generalization of the Ginzburg -Landau Lagrangian is proposed. It contains two terms determining the time dependence and the four arbitrary scalar functions. Relevant equations, which coincide with equations following from…
Many least squares problems involve affine equality and inequality constraints. Although there are variety of methods for solving such problems, most statisticians find constrained estimation challenging. The current paper proposes a new…
We present a fully discrete particle approximation for one-dimensional scalar conservation laws. Under suitable monotonicity assumptions on the macroscopic velocity, we construct a vacuum-compatible family of time-discrete particle…
In this paper, we prove a theorem on tight paths in convex geometric hypergraphs, which is asymptotically sharp in infinitely many cases. Our geometric theorem is a common generalization of early results of Hopf and Pannwitz [12],…
We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
In this paper, we present an alternate, elementary proof of the local Lipschitz regularity of the suitable weak solution of heat flow of harmonic maps into CAT(0)-metric spaces, whose existence was established by Lin, Segatti, Sire, and…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…
We study proximal random reshuffling for minimizing the sum of locally Lipschitz functions and a proper lower semicontinuous convex function without assuming coercivity or the existence of limit points. The algorithmic guarantees pertaining…
The present paper studies a method of finding Lagrangian transformations, in the form of particle paths, for all scalar conservation laws having a smooth flux. These are found using the notion of weak diffeomorphisms. More precisely, from…