相关论文: Mathematical and numerical analysis to shrinking-d…

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

We propose a new numerical scheme for Backward Stochastic Differential Equations based on branching processes. We approximate an arbitrary (Lipschitz) driver by local polynomials and then use a Picard iteration scheme. Each step of the…

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

The high-index saddle dynamics (HiSD) method is a powerful approach for computing saddle points and solution landscape. However, its practical applicability is constrained by the need for the explicit energy function expression. To overcome…

This paper addresses a new class of optimal control problems for perturbed sweeping processes with measurable controls in additive perturbations of the dynamics and smooth controls in polyhedral moving sets. We develop a constructive…

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

This paper concerns the study of the generalized Bolza problem governed by differential inclusions satisfying the so-called "relaxed one-sided Lipschitzian" (ROSL) condition with respect to the state variables subject to various types of…

We present a simple way to discretize and precondition mixed variational formulations. Our theory connects with, and takes advantage of, the classical theory of symmetric saddle point problems and the theory of preconditioning symmetric…

We propose an algorithmic procedure i) to study the ``distance'' between an integrable PDE and any discretization of it, in the small lattice spacing epsilon regime, and, at the same time, ii) to test the (asymptotic) integrability…

We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…

Methods with adaptive scaling of different features play a key role in solving saddle point problems, primarily due to Adam's popularity for solving adversarial machine learning problems, including GANS training. This paper carries out a…

Our approach is part of the close link between continuous dissipative dynamical systems and optimization algorithms. We aim to solve convex minimization problems by means of stochastic inertial differential equations which are driven by the…

We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…

We introduce a generalized numerical algorithm to construct the solution landscape, which is a pathway map consisting of all stationary points and their connections. Based on the high-index optimization-based shrinking dimer (HiOSD) method…

We reconsider the one-axis twisting Hamiltonian, which is commonly used for generating spin squeezing, and treat its dynamics within the Heisenberg operator approach. To this end we solve the underlying Heisenberg equations of motion…

The semiclassical Schr\"odinger equation with time-dependent potentials is an important model to study electron dynamics under external controls in the mean-field picture. In this paper, we propose two multiscale finite element methods to…

In this paper, we consider a class of non-convex and non-smooth sparse optimization problems, which encompass most existing nonconvex sparsity-inducing terms. We show the second-order optimality conditions only depend on the nonzeros of the…

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…