相关论文: Note on the (non-)smoothness of discrete time valu…
We propose a variable smoothing algorithm for minimizing a nonsmooth and nonconvex cost function. The cost function is the sum of a smooth function and a composition of a difference-of-convex (DC) function with a smooth mapping. At each…
In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for…
A convex surface contracting by a strictly monotone, homogeneous degree one function of curvature remains smooth until it contracts to a point in finite time, and is asymptotically spherical in shape. No assumptions are made on the…
In this paper, we intend to study the boundary value problem of the non-stationary Stokes system in a bounded smooth cylinder $\Omega\times (0,T)$. As a first step, we consider the problem in half-plane cylinder ${\mathbb R}^n_+ \times…
We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function…
We study pseudodifferential boundary value problems in the context of the Boutet de Monvel calculus or Green operators, with nonsmooth coefficients on smooth compact manifolds with boundary. In order to have a definition that is independent…
In this paper we prove that the vector play operator with a uniformly prox-regular characteristic set of constraints is continuous with respect to the BV-norm and to the BV-strict metric in the space of continuous functions of bounded…
A conservative primitive variable discrete exterior calculus (DEC) discretization of the Navier-Stokes equations is performed. An existing DEC method (Mohamed, M. S., Hirani, A. N., Samtaney, R. (2016). Discrete exterior calculus…
In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a…
In this paper we study the continuous dynamical sampling problem at infinite time in a complex Hilbert space $\mathcal{H}$. We find necessary and sufficient conditions on a bounded linear operator $A\in\mathcal{B}(\mathcal{H})$ and a set of…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
In this paper we prove that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is…
This work considers the problem of finding a first-order stationary point of a non-convex function with potentially unbounded smoothness constant using a stochastic gradient oracle. We focus on the class of $(L_0,L_1)$-smooth functions…
In this note, we study the behaviour of Lebesgue norms $\|v(\cdot,t)\|_p$ of solutions $v$ to the Cauchy problem for the Stokes system with drift $u$, which is supposed to be a divergence free smooth vector valued function satisfying a…
This report considers a variable step time discretization algorithm proposed by Dahlquist, Liniger and Nevanlinna and applies the algorithm to the unsteady Stokes/Darcy model. Although long-time forgotten and little explored, the algorithm…
We point out that in the first order time-dependent perturbation theory, the transition probability may behave nonsmoothly in time and have kinks periodically. Moreover, the detailed temporal evolution can be sensitive to the exact…
The aim of this paper is to study a wide class of non-convex sweeping processes with moving constraint whose translation and deformation are represented by regulated functions, i.e., functions of not necessarily bounded variation admitting…
A system of $N$ particles in a chemical medium in $\mathbb{R}^{d}$ is studied in a discrete time setting. Underlying interacting particle system in continuous time can be expressed as \begin{eqnarray} dX_{i}(t) &=&[-(I-A)X_{i}(t) +…
We consider stochastic differential equations of the form $dY_t=V(Y_t)\,dX_t+V_0(Y_t)\,dt$ driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields $V_0$ and $V=(V_1,\ldots,V_d)$ satisfy H\"{o}rmander's…
We consider a convexity constrained Hamilton-Jacobi-Bellman-type obstacle problem for the value function of a zero-sum differential game with asymmetric information. We propose a convexity-preserving probabilistic numerical scheme for the…