发布求助
文献互助 智能选刊 最新文献

Applied Mathematics and Optimization最新文献

筛选
英文 中文
Optimal Control for Coupled Sweeping Processes Under Minimal Assumptions 最小假设下耦合扫瞄过程的最优控制
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-17 DOI: 10.1007/s00245-025-10268-0
Samara Chamoun, Vera Zeidan
{"title":"Optimal Control for Coupled Sweeping Processes Under Minimal Assumptions","authors":"Samara Chamoun,&nbsp;Vera Zeidan","doi":"10.1007/s00245-025-10268-0","DOIUrl":"10.1007/s00245-025-10268-0","url":null,"abstract":"<div><p>In this paper, the study of nonsmooth optimal control problems (<i>P</i>) involving a controlled sweeping process with <i>three</i> main characteristics is launched. First, the sweeping sets are <i>nonsmooth</i>, <i>time-dependent</i>, and uniformly prox-regular. Second, the sweeping process is <i>coupled</i> with a controlled differential equation. Third, a <i>joint</i>-state endpoints constraint set <i>S</i> is present. This general model incorporates different important controlled submodels, such as a class of second order sweeping processes, and coupled evolution variational inequalities. A full form of the <i>nonsmooth</i> Pontryagin maximum principle for <i>strong</i> local minimizers in (<i>P</i>) is derived for <i>bounded or unbounded moving</i> sweeping sets satisfying <i>local</i> constraint qualifications (CQ) <i>without</i> any additional restriction. The existence and uniqueness of a Lipschitz solution for the Cauchy problem of our dynamic is established and the existence of an optimal solution for (<i>P</i>) is obtained. Two of the novelties in achieving the first goal are (i) the construction of a problem over <i>truncated</i> sweeping sets and <i>truncated</i> joint endpoints constraint set that has the same strong local minimizer as (<i>P</i>) and its (CQ) automatically holds, and (ii) the <i>complete redesign</i> of the exponential-penalty approximation technique for problems with moving sweeping sets that <i>do not require</i> any special assumption on the sets, their corners, or on the gradients of their generators. The utility of the optimality conditions is illustrated with an example.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"92 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s00245-025-10268-0.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145166459","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Taming the Interacting Particle Langevin Algorithm: The Superlinear case 驯服相互作用粒子朗格万算法：超线性情况
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-13 DOI: 10.1007/s00245-025-10269-z
Tim Johnston, Nikolaos Makras, Sotirios Sabanis
{"title":"Taming the Interacting Particle Langevin Algorithm: The Superlinear case","authors":"Tim Johnston,&nbsp;Nikolaos Makras,&nbsp;Sotirios Sabanis","doi":"10.1007/s00245-025-10269-z","DOIUrl":"10.1007/s00245-025-10269-z","url":null,"abstract":"<div><p>Recent advances in stochastic optimization have yielded the interacting particle Langevin algorithm (IPLA), which leverages the notion of interacting particle systems (IPS) to efficiently sample from approximate posterior densities. This becomes particularly crucial in relation to the framework of Expectation-Maximization (EM), where the E-step is computationally challenging or even intractable. Although prior research has focused on scenarios involving convex cases with gradients of log densities that grow at most linearly, our work extends this framework to include polynomial growth. Taming techniques are employed to produce an explicit discretization scheme that yields a new class of stable, under such non-linearities, algorithms which are called tamed interacting particle Langevin algorithms (tIPLA). We obtain non-asymptotic convergence error estimates in Wasserstein-2 distance for the new class under the best known rate.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s00245-025-10269-z.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145164468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Blow Up for Nonlocal Klein-Gordon Equation with Choquard Nonlinearity 具有Choquard非线性的非局部Klein-Gordon方程的爆破
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-11 DOI: 10.1007/s00245-025-10280-4
Paulo Cesar Carrião,  André Vicente
{"title":"Blow Up for Nonlocal Klein-Gordon Equation with Choquard Nonlinearity","authors":"Paulo Cesar Carrião,&nbsp; André Vicente","doi":"10.1007/s00245-025-10280-4","DOIUrl":"10.1007/s00245-025-10280-4","url":null,"abstract":"<div><p>In this paper, we prove a blow-up result for a nonlocal Klein-Gordon equation with a nonlocal Choquard nonlinearity. Additionally, we prove the instability of the ground state solution of the elliptic problem associated with the equation. To prove the blow-up and instability result, using the Pohozaev manifold, we give a new characterization of the ground state level. Finally, we also show a global existence result.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145164639","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Long-Time Stabilization of Solutions to the Semilinear Viscoelastic Wave Equation with Analytic Nonlinearity and Time Varying Delay 具有解析非线性和时变时滞的半线性粘弹性波动方程解的长时间镇定性
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-09 DOI: 10.1007/s00245-025-10274-2
Hassan Yassine
{"title":"Long-Time Stabilization of Solutions to the Semilinear Viscoelastic Wave Equation with Analytic Nonlinearity and Time Varying Delay","authors":"Hassan Yassine","doi":"10.1007/s00245-025-10274-2","DOIUrl":"10.1007/s00245-025-10274-2","url":null,"abstract":"<div><p>We consider the nonautonomous viscoelastic wave equation with analytic nonlinearity and time varying delay. By construction of a suitable Lyapunov energy and by using the Łojasiewicz-Simon inequality we show that, when the amplitude of the time delay is small enough, the dissipation given by the viscoelastic term is strong enough to prove the convergence to equilibrium as well as estimates for the rate of convergence for any global bounded solution.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145163285","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Posteriori Error Estimates for a Bang–Bang Optimal Control Problem 一类Bang-Bang最优控制问题的后验误差估计
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-07 DOI: 10.1007/s00245-025-10276-0
Francisco Fuica
{"title":"A Posteriori Error Estimates for a Bang–Bang Optimal Control Problem","authors":"Francisco Fuica","doi":"10.1007/s00245-025-10276-0","DOIUrl":"10.1007/s00245-025-10276-0","url":null,"abstract":"<div><p>We propose and analyze a posteriori error estimates for a control-constrained optimal control problem with bang–bang solutions. We consider a solution strategy based on the variational approach, where the control variable is not discretized; no Tikhonov regularization is made. We design, for the proposed scheme, a residual-type a posteriori error estimator that can be decomposed as the sum of two individual contributions related to the discretization of the state and adjoint equations. We explore reliability and efficiency properties of the aforementioned error estimator. We illustrate the theory with numerical examples.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145163124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Statistical Estimation of Mean-Field Equilibria in a Class of Discounted Mean-Field Games 一类折现平均场对策中平均场均衡的统计估计
IF 1.7 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-06-04 DOI: 10.1007/s00245-025-10273-3
E. Everardo Martinez-Garcia, Fernando Luque-Vásquez, J. Adolfo Minjárez-Sosa
{"title":"Statistical Estimation of Mean-Field Equilibria in a Class of Discounted Mean-Field Games","authors":"E. Everardo Martinez-Garcia,&nbsp;Fernando Luque-Vásquez,&nbsp;J. Adolfo Minjárez-Sosa","doi":"10.1007/s00245-025-10273-3","DOIUrl":"10.1007/s00245-025-10273-3","url":null,"abstract":"<div><p>This work deals with a class of discrete-time mean-field games evolving according to a stochastic difference equation where the random disturbance distribution <span>(theta )</span> is unknown or difficult to handle. The mean-field game is defined on Borel spaces and it is assumed possibly unbounded costs. Then, by combining suitable statistical estimation process of <span>(theta )</span> with the mean-field games theory, we introduce approximation procedures for the mean-field equilibrium under a discounted optimality criterion.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2025-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145162013","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Regularity and Stabilization of Magneto-Elastic Systems 磁弹性系统的正则性与稳定性
IF 1.6 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-05-26 DOI: 10.1007/s00245-025-10271-5
Jaime E. Muñoz Rivera, Reinhard Racke
{"title":"Regularity and Stabilization of Magneto-Elastic Systems","authors":"Jaime E. Muñoz Rivera,&nbsp;Reinhard Racke","doi":"10.1007/s00245-025-10271-5","DOIUrl":"10.1007/s00245-025-10271-5","url":null,"abstract":"<div><p>We consider the mathematical model for a plate in a bounded reference configuration <span>(Omega subset mathbb {R}^n)</span>, first with <span>(n=2)</span>, which is interacting with <span>(n=2)</span> magnetic fields. The latter have a damping effect. It will be shown that the arising system generates an analytic semigroup and that the estimated exponential decay rate tends to zero if the <i>n</i> constant directing magnetic vectors tend to become linearly dependent. Then, an analogous model for <span>(n=3)</span> will be considered. In the case that there are less than <i>n</i> magnetic fields we prove the strong stability exemplarily for cubes.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.6,"publicationDate":"2025-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144135278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Carleman Estimates and Exact Controllability Results for a Transmission System of two Nonconservative wave Equations 两个非保守波动方程传输系统的Carleman估计和精确可控性结果
IF 1.6 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-05-21 DOI: 10.1007/s00245-025-10270-6
Carole Louis-Rose, Ali Perina, Louis Tebou
{"title":"Carleman Estimates and Exact Controllability Results for a Transmission System of two Nonconservative wave Equations","authors":"Carole Louis-Rose,&nbsp;Ali Perina,&nbsp;Louis Tebou","doi":"10.1007/s00245-025-10270-6","DOIUrl":"10.1007/s00245-025-10270-6","url":null,"abstract":"<div><p>We consider a transmission system of two nonconservative wave equations with nonconstant coefficients in the one-dimensional setting. We investigate the exact (boundary and internal) controllability of this system using a single control. To solve these exact controllability problems, we rely on the duality approach which consists in proving inverse or observability inequality for the corresponding adjoint system. To prove these observability inequalities, we establish new Carleman estimates for the corresponding uncontrolled transmission system. These Carleman estimates require the introduction of new weight functions adapted to the coefficients of the principal operators. In particular, our Carleman estimates with internal observation are new in the framework of transmission systems.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.6,"publicationDate":"2025-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144108488","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bilevel Optimization of the Kantorovich Problem and Its Quadratic Regularization Kantorovich问题的双层优化及其二次正则化
IF 1.6 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-05-15 DOI: 10.1007/s00245-025-10264-4
Sebastian Hillbrecht, Christian Meyer
{"title":"Bilevel Optimization of the Kantorovich Problem and Its Quadratic Regularization","authors":"Sebastian Hillbrecht,&nbsp;Christian Meyer","doi":"10.1007/s00245-025-10264-4","DOIUrl":"10.1007/s00245-025-10264-4","url":null,"abstract":"<div><p>This paper is concerned with an optimization problem which is governed by the Kantorovich problem of optimal transport. More precisely, we consider a bilevel optimization problem with the underlying problem being the Kantorovich problem. This task can be reformulated as a mathematical problem with complementarity constraints in the space of regular Borel measures. Because of the non-smoothness that is induced by the complementarity constraints, problems of this type are often regularized, e.g., by an entropic regularization. However, in this paper we apply a quadratic regularization to the Kantorovich problem. By doing so, we are able to drastically reduce its dimension while preserving the sparsity structure of the optimal transportation plan as much as possible. As the title indicates, this is the first part of a series of three papers. It deals with the existence of optimal solutions to the bilevel problem and its quadratic regularization, while Parts II and III are devoted to convergence analysis for the vanishing regularization parameters.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.6,"publicationDate":"2025-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144074005","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Investment and Reinsurance of Insurers with a Nonlinear Stochastic Factor Model 基于非线性随机因子模型的保险公司最优投资与再保险
IF 1.6 2区 数学
Applied Mathematics and Optimization Pub Date : 2025-05-12 DOI: 10.1007/s00245-025-10265-3
Hiroaki Hata
{"title":"Optimal Investment and Reinsurance of Insurers with a Nonlinear Stochastic Factor Model","authors":"Hiroaki Hata","doi":"10.1007/s00245-025-10265-3","DOIUrl":"10.1007/s00245-025-10265-3","url":null,"abstract":"<div><p>In this paper, we consider an optimal investment and reinsurance problem faced by an insurer. The insurer invests in a market consisting of a riskless asset and <i>m</i> risky assets. The mean returns and volatilities of the risky assets depend nonlinearly on economic factors. These factors are formulated as the solutions of nonlinear stochastic differential equations. The wealth of the insurer is described by the riskless asset, the risky assets, and a Cramér–Lundberg process for reinsurance. Moreover, the insurer’s preferences are described by an exponential utility function [i.e., CARA (Constant Absolute Risk Aversion) utility function]. By adapting the dynamic programming approach, we derive the Hamilton–Jacobi–Bellman (HJB) equation. We also prove the solvability of the HJB equation by approximating it with a sequence of related Dirichlet problems or by using the extended Feynman–Kac formula. Finally, by proving the verification theorem, we construct the optimal strategy. Additionally, the optimal reinsurance strategy, which is a deterministic function, is developed. The optimal strategy is further obtained using the stochastic maximum principle, coupled forward and backward stochastic differential equations (FBSDEs), and by proving the verification theorem.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"91 3","pages":""},"PeriodicalIF":1.6,"publicationDate":"2025-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143938182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信