Results 91 to 100 of about 238 (174)
On Acceleration of Gradient-Based Empirical Risk Minimization using Local Polynomial Regression. [PDF]
Control Conf ECC Eur, 2022 Trimbach E, Nguyen EDH, Uribe CA.
europepmc +1 more source
In this dissertation we study strong approximation of stochastic differential equations (SDEs) with irregular drift coefficients at the final time point or globally in time by methods that use only finitely many evaluations of the driving Brownian motion.
Ellinger, Simon
core
General Logical Metatheorems for Functional Analysis
, 2005 In this paper we prove general logical metatheorems which state that for large classes of theorems and proofs in (nonlinear) functional analysis it is possible to extract from the proofs effective bounds which depend only on very sparse local bounds on ...
Gerhardy, Philipp, Kohlenbach, Ulrich
core
From Stability to Chaos: A Complete Classification of the Damped Klein‐Gordon Dynamics
Mathematical Methods in the Applied Sciences, Volume 49, Issue 9, Page 9696-9708, June 2026.ABSTRACT We investigate the transition between stability and chaos in the damped Klein‐Gordon equation, a fundamental model for wave propagation and energy dissipation. Using semigroup methods and spectral criteria, we derive explicit thresholds that determine when the system exhibits asymptotic stability and when it displays strong chaotic dynamics ...
Carlos Lizama +2 more
wiley +1 more source
SIMULTANEOUS STABLE DETERMINATION OF QUASILINEAR TERMS FOR PARABOLIC EQUATIONS
International audienceIn this work, we consider the inverse problem of simultaneously recovering two classes of quasilinear terms appearing in a parabolic equation from boundary measurements.
Choy, Jason, Kian, Yavar
core
Numerical Linear Algebra with Applications, Volume 33, Issue 3, June 2026.ABSTRACT In this paper, we assess the performance of adaptive and nested factorized sparse approximate inverses as smoothers in multilevel V‐cycles, when smoothing is performed following the Chebyshev iteration of the fourth kind, for the efficient solution of linear systems arising from a conforming discretization of higher‐order partial differential ...
Pablo Jiménez Recio +1 more
wiley +1 more source
Row‐Aware Randomized SVD With Applications
Numerical Linear Algebra with Applications, Volume 33, Issue 3, June 2026.ABSTRACT The randomized singular value decomposition proposed in [28] has certainly become one of the most well‐established randomization‐based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of a subspace which is close to the column space of the target matrix A∈ℝm×n$$ \mathbf{A}\in {\mathbb{R}}^{m\
Davide Palitta, Sascha Portaro
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Li-Yau inequalities for the Helfrich functional and applications. [PDF]
Calc Var Partial Differ Equ, 2023 Rupp F, Scharrer C.
europepmc +1 more source
Coarea integration in metric spaces [PDF]
, 2002 summary:Let $X$ be a metric space with a doubling measure, $Y$ be a boundedly compact metric space and $u:X\to Y$ be a Lebesgue precise mapping whose upper gradient $g$ belongs to the Lorentz space $L_{m,1}$, $m\ge 1$.
Malý, Jan
core
On MAP Estimates and Source Conditions for Drift Identification in SDEs
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck +3 more
wiley +1 more source