相关论文: The monotonicity condition for BSDE on manifolds
We construct a continuous Lagrangian, strictly convex and superlinear in the third variable, such that the associated variational problem has a Lipschitz minimizer which is non-differentiable on a dense set. More precisely, the upper and…
We consider possibly degenerate and singular elliptic equations in a possibly anisotropic medium. We obtain monotonicity results for the energy density, rigidity results for the solutions and classification results for the…
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…
We are interested in nonlocal Eikonal Equations arising in the study of the dynamics of dislocations lines in crystals. For these nonlocal but also non monotone equations, only the existence and uniqueness of Lipschitz and local-in-time…
In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…
The purpose of this paper is to address a manifold-based version of Whitney's extension problem: Given a compact set $E\subset\mathbb{R}^n$, how can we tell if there exists a $d$-dimensional, $C^m$-smooth manifold $\mathcal{M}\supset E$? We…
This paper examines the simplest case of total differential equations that appears in the theory of foliation structures, without imposing the smoothness assumptions. This leads to a peculiar asymmetry in the differentiability of solutions.…
We derive a simple criterion that ensures uniqueness, Lipschitz stability and global convergence of Newton's method for the finite dimensional zero-finding problem of a continuously differentiable, pointwise convex and monotonic function.…
The design of fixed point algorithms is at the heart of monotone operator theory, convex analysis, and of many modern optimization problems arising in machine learning and control. This tutorial reviews recent advances in understanding the…
This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of Lipschitz solutions in mean field games. By relying on a…
The main goal of this paper is to show how some monotonicity methods related with the subdifferential of suitable convex functions and its extensions as m-accretive operators in Banach spaces lead to new and unexpected results showing, for…
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a…
Smooth joins of simplex Bernstein-B\'ezier polynomials have been studied extensively in the past. In this paper a new method is proposed to define continuity conditions for tensor-product Bernstein polynomials on a class of mixed grids that…
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.
We study a generalization of the manifold-valued Rudin-Osher-Fatemi (ROF) model, which involves an initial datum $f$ mapping from a curved compact surface with smooth boundary to a complete, connected and smooth $n$-dimensional Riemannian…
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…
In this paper, we study the well-posedness and regularity of non-autonomous stochastic differential algebraic equations (SDAEs) with nonlinear, locally Lipschitz and monotone (2) coefficients of the form (1). The main difficulty is the fact…
In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained through an application of a Monotonicity inequality, which…
We describe some monotone properties of solutions to second order linear difference equations with real constant coefficients. As an application, we give a characterization of the Fibonacci numbers.
We develop an existence, uniqueness and regularity theory for general multidimensional strongly coupled FBSDE using so called decoupling fields. We begin with a local result and extend it to a global theory via concatenation. The…