相关论文: First-Order Convergence of Monotone Schemes for Ha…

In this paper, we consider diagonal hyperbolic systems with monotone continuous initial data. We propose a natural semi-explicit and upwind first order scheme. Under a certain non-negativity condition on the Jacobian matrix of the…

Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

In \cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such…

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…

The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the…

We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…

We develop an affine scheme-theoretic version of Hamiltonian reduction by symplectic groupoids. It works over $\Bbbk=\mathbb{R}$ or $\Bbbk=\mathbb{C}$, and is formulated for an affine symplectic groupoid $\mathcal{G}\rightrightarrows X$, an…

A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak…

The smooth 1-Wasserstein distance (SWD) $W_1^\sigma$ was recently proposed as a means to mitigate the curse of dimensionality in empirical approximation while preserving the Wasserstein structure. Indeed, SWD exhibits parametric convergence…

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…

We consider the bidimensional Stokes problem for incompressible fluids in stream function-vorticity. For this problem, the classical finite elements method of degree one converges only to order one-half for the L2 norm of the vorticity. We…

We derive conserved charges as quasi-local Hamiltonians by covariant phase space methods for a class of geometric Lagrangians that can be written in terms of the spin connection, the vielbein and possibly other tensorial form fields,…

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this…

We prove the first convergence guarantees for a subgradient method minimizing a generic Lipschitz function over generic Lipschitz inequality constraints. No smoothness or convexity (or weak convexity) assumptions are made. Instead, we…

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with…