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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

最优化与控制 · 数学 2025-01-14 Raghu Bollapragada , Cem Karamanli

In this paper we study localization properties of the Riesz $s$-fractional gradient $D^s u$ of a vectorial function $u$ as $s \nearrow 1$. The natural space to work with $s$-fractional gradients is the Bessel space $H^{s,p}$ for $0 < s < 1$…

偏微分方程分析 · 数学 2020-05-22 José C. Bellido , Javier Cueto , Carlos Mora-Corral

We consider the approximation of the total variation of a function by the family of non-local and non-convex functionals introduced by H. Brezis and H.-M. Nguyen in a recent paper. The approximating functionals are defined through double…

泛函分析 · 数学 2020-04-22 Clara Antonucci , Massimo Gobbino , Nicola Picenni

We get a new multiplicity result for gradient systems. Here is a very particular corollary: Let $\Omega\subset {\bf R}^n$ ($n\geq 2$) be a smooth bounded domain and let $\Phi:{\bf R}^2\to {\bf R}$ be a $C^1$ function, with $\Phi(0,0)=0$,…

偏微分方程分析 · 数学 2021-03-16 Biagio Ricceri

We study the regularity of local minimisers of a prototypical free-discontinuity problem involving both a manifold-valued constraint on the maps (which are defined on a bounded domain $\Omega \subset \R^2$) and a variable-exponent growth in…

偏微分方程分析 · 数学 2023-07-18 Federico Luigi Dipasquale , Bianca Stroffolini

This book deals with functions allowing to express the dissimilarity (discrepancy) between two data fields or ''divergence functions'' with the aim of applications to linear inverse problems. Most of the divergences found in the litterature…

最优化与控制 · 数学 2020-03-04 Henri Lantéri

This paper is concerned with equilibrium configurations of one-dimensional particle system with non-convex nearest-neighbour and next-to-nearest-neighbour interactions and its passage to the continuum. The goal is to derive compactness…

偏微分方程分析 · 数学 2019-08-29 Marcello Carioni , Julian Fischer , Anja Schlömerkemper

This article is devoted to obtain the $\Gamma$-limit, as $\epsilon$ tends to zero, of the family of functionals $$F_{\epsilon}(u)=\int_{\Omega}f\Bigl(x,\frac{x}{\epsilon},..., \frac{x}{\epsilon^n},\nabla u(x)\Bigr)dx$$, where…

偏微分方程分析 · 数学 2007-05-23 Marco Barchiesi

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

概率论 · 数学 2007-05-23 Alexey M. Kulik

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…

数值分析 · 数学 2014-05-05 Ben Adcock , Mark Richardson

In \cite{5} we proved that generically functions defined in any open set can be approximated by a sequense of their pad\'{e} approximants, in the sense of uniform convergence on compacta. In this paper we examine a more particular space,…

复变函数 · 数学 2011-05-17 G. Fournodavlos

The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents…

统计力学 · 物理学 2009-11-07 S. Gluzman , V. I. Yukalov , D. Sornette

Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various…

最优化与控制 · 数学 2016-10-31 Liyi Dai

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

数值分析 · 数学 2021-12-21 Boris Baeumer , Mihály Kovács , Matthew Parry

Matter interacting classically with gravity in 3+1 dimensions usually gives rise to a continuum of degrees of freedom, so that, in any attempt to quantize the theory, ultraviolet divergences are nearly inevitable. Here, we investigate…

广义相对论与量子宇宙学 · 物理学 2008-11-26 Gerard 't Hooft

We consider the long time behavior of the semidiscrete scheme for the Perona-Malik equation in dimension one. We prove that approximated solutions converge, in a slow time scale, to solutions of a limit problem. This limit problem evolves…

偏微分方程分析 · 数学 2010-12-21 Maria Colombo , Massimo Gobbino

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

最优化与控制 · 数学 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

We deal with a family of functionals depending on curvatures and we prove for them compactness and semicontinuity properties in the class of closed and bounded sets which satisfy a uniform exterior and interior sphere condition. We apply…

泛函分析 · 数学 2007-05-23 Maria Giovanna Mora , Massimiliano Morini

We present a systematic study on a class of nonlocal integral functionals for functions defined on a bounded domain and the naturally induced function spaces. The function spaces are equipped with a seminorm depending on finite differences…

偏微分方程分析 · 数学 2023-07-19 James M. Scott , Qiang Du

These are classified by the direction of approximation (from above or below), the set family types (partition or covering) of simple functions, the coefficient signature (non-negative or signed), and cardinal number of terms of simple…

综合数学 · 数学 2021-08-23 Ryoji Fukuda