Results 81 to 90 of about 22,103,434 (252)
Non-smooth analysis method in optimal investment-BSDE approach
Advances in Difference Equations, 2018 In this paper, the investment process is modeled by backward stochastic differential equation. We investigate a necessary condition for optimal investment problem by the method of non-smooth analysis.
Helin Wu, Yong Ren, Feng Hu
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Characterizations of Bounded Ricci Curvature on Smooth and NonSmooth Spaces [PDF]
, 2015 There are two primary goals to this paper. In the first part of the paper we study smooth metric measure spaces (M^n,g,e^{-f}dv_g) and give several ways of characterizing bounds -Kg\leq \Ric+\nabla^2f\leq Kg on the Ricci curvature of the manifold.
Naber, Aaron
core
An analysis of the L1 Scheme for the subdiffusion equation with nonsmooth data [PDF]
, 2015 The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media. The L1 scheme is
Bangti Jin, R. Lazarov, Zhi Zhou
semanticscholar +1 more source
WIREs Computational Statistics, Volume 17, Issue 3, September 2025.The halfspace depth generalizes quantiles to multivariate data. This is a bagplot—a depth‐based analog of a boxplot. It succinctly captures the geometry of the bivariate dataset (blue/red points) and identifies the four red points in the top left corner as deviating from the general pattern of the data.
Stanislav Nagy
wiley +1 more source
A Fast Gradient and Function Sampling Method for Finite Max-Functions
, 2017 This paper tackles the unconstrained minimization of a class of nonsmooth and nonconvex functions that can be written as finite max-functions. A gradient and function-based sampling method is proposed which, under special circumstances, either moves ...
Helou, Elias S. +2 more
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Learning Physically Interpretable Atmospheric Models From Data With WSINDy
Journal of Geophysical Research: Machine Learning and Computation, Volume 2, Issue 3, September 2025.Abstract The multiscale and turbulent nature of Earth's atmosphere has historically rendered accurate weather modeling a hard problem. Recently, there has been an explosion of interest surrounding data‐driven approaches to weather modeling, which in many cases show improved forecasting accuracy and computational efficiency when compared to traditional ...
Seth Minor +3 more
wiley +1 more source
Nonconvex Nonsmooth Low-Rank Minimization via Iteratively Reweighted Nuclear Norm
, 2015 The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing.
Lin, Zhouchen +3 more
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A Strong Metric Subregularity Analysis of Nonsmooth Mappings Via Steepest Displacement Rate [PDF]
Journal of Optimization Theory and Applications, 2015 In this paper, a systematic study of the strong metric subregularity property of mappings is carried out by means of a variational tool, called steepest displacement rate.
A. Uderzo
semanticscholar +1 more source
A Stochastic Method of Moving Asymptotes for Topology Optimization Under Uncertainty
International Journal for Numerical Methods in Engineering, Volume 126, Issue 16, 30 August 2025.ABSTRACT Topology optimization under uncertainty or reliability‐based topology optimization is usually numerically very expensive. This is mainly due to the fact that an accurate evaluation of the probabilistic model requires the system to be simulated for a large number of varying parameters.
Lukas Pflug +2 more
wiley +1 more source
Editorial for the Special Issue on “Recent Advances in Nonsmooth Optimization and Analysis”
AlgorithmsIn recent years, nonsmooth optimization and analysis have seen remarkable advancements, significantly impacting various scientific and engineering disciplines [...]
Sorin-Mihai Grad
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