In a real Hilbert space $\mathcal H$, we study the fast convergence properties as $t \to + \infty$ of the trajectories of the second-order evolution equation $$ \ddot{x}(t) + \fracα{t} \dot{x}(t) + \nabla Φ(x(t)) = 0, $$ where $\nabla Φ$ is the gradient of a convex continuously differentiable function $Φ: \mathcal H \rightarrow \mathbb R$, and $α$ is a positive parameter. In this inertial system, the viscous damping coefficient $\fracα{t}$ vanishes asymptotically in a moderate way. For $α> 3$, we show that any trajectory converges weakly to a minimizer of $Φ$, just assuming that the set of minimizers is nonempty. The strong convergence is established in various practical situations. These results complement the $\mathcal O(t^{-2})$ rate of convergence for the values obtained by Su, Boyd and Candès. Time discretization of this system, and some of its variants, provides new fast converging algorithms, expanding the field of rapid methods for structured convex minimization introduced by Nesterov, and further developed by Beck and Teboulle. This study also complements recent advances due to Chambolle and Dossal.
The notion of Inertial Balanced Viscosity (IBV) solution to rate-independent evolutionary processes is introduced. Such solutions are characterized by an energy balance where a suitable, rate-dependent, dissipation cost is optimized at jump times. The cost is reminiscent of the limit effect of small inertial terms. Therefore, this notion proves to be a suitable one to describe the asymptotic behavior of evolutions of mechanical systems with rate-independent dissipation in the limit of vanishing inertia and viscosity. It is indeed proved, in finite dimension, that these evolutions converge to I…
Fast convergence rates and trajectory convergence of a Tikhonov regularized inertial primal\mbox{-}dual dynamical system with time scaling and vanishing damping
We consider a mean-field control problem with linear dynamics and quadratic control. We apply the vanishing viscosity method: we add a (regularizing) heat diffusion with a small viscosity coefficient and let such coefficient go to zero. The main result is that, in this case, the limit optimal control is exactly the optimal control of the original problem.
In a Hilbertian framework, for the minimization of a general convex differentiable function $f$, we introduce new inertial dynamics and algorithms that generate trajectories and iterates that converge fastly towards the minimizer of $f$ with minimum norm. Our study is based on the non-autonomous version of the Polyak heavy ball method, which, at time $t$, is associated with the strongly convex function obtained by adding to $f$ a Tikhonov regularization term with vanishing coefficient $ε(t)$. In this dynamic, the damping coefficient is proportional to the square root of the Tikhonov regulariza…
We consider a transport equation by a gradient vector field with a small viscous perturbation --$εΔ_g$. We study uniform observability (resp. controllability) properties in the (singular) vanishing viscosity limit $ε\rightarrow 0^+$, that is, the possibility of having a uniformly bounded observation constant (resp. control cost). We prove with a series of examples that in general, the minimal time for uniform observability may be much larger than the minimal time needed for the observability of the limit equation $ε= 0$. We also prove that the two minimal times coincides for positive solutions…
On the rate of the vanishing viscosity approximation for Mean Field Games with nonlocal coupling
DISIM - Dipartimento di Ingegneria e Scienze dell’Informazione e Matematica Università degli Studi dell’Aquila（阿奎拉大学 DISIM 信息与数学工程科学系）；Dipartimento di Matematica e Informatica “U. Dini”, Università di Firenze（佛罗伦萨大学 U. Dini 数学与计算机科学系）
We consider a one dimensional transport equation with varying vector field and a small viscosity coefficient, controlled by one endpoint of the interval. We give upper and lower bounds on the minimal time needed to control to zero, uniformly in the vanishing viscosity limit. We assume that the vector field varies on the whole interval except at one point. The upper/lower estimates we obtain depend on geometric quantities such as an Agmon distance and the spectral gap of an associated semiclassical Schr{ö}dinger operator. They improve, in this particular situation, the results obtained in the c…
The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions of generalized solutions. This entails a non-Markovian counterpart to the vanishing viscosity method. We show uniqueness of maximal subsolutions for path-dependent viscous Hamilton-Jacobi equations related to convex super-quadratic backward stochastic differential equations. We establish well-posedness for the Hamilton-Jacobi-Bellman equation associated to …
In this paper, we introduce two new modified inertial Mann Halpern and viscosity algorithms for solving fixed point problems. We establish strong convergence theorems under some suitable conditions. Finally, our algorithms are applied to split feasibility problem, convex feasibility problem and location theory. The algorithms and results presented in this paper can summarize and improve corresponding results previously known in this area.
