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Arzu Ahmadova

Publications and source records attributed to Arzu Ahmadova.

16 recordsLinked to original sources

Learning from the Descent Direction: Adaptive Gradient Descent under One-Sided Hölder Regularity

We study adaptive gradient descent for continuously differentiable, possibly nonconvex objectives under one-sided Hölder regularity. Unlike classical Hölder- or Lipschitz-gradient assumptions, which control the full gradient variation, our condition bounds only the directional term appearing in the descent inequality. This can allow less conservative step sizes when large gradient changes are orthogonal to, or favorable along, the update direction. We propose an adaptive scalar-step method based on an estimate of positive one-sided Hölder curvature, combined with a simple sufficient-decrease safeguard. For nonconvex objectives on a convex region containing the accepted update segments, we prove an explicit best-iterate stationarity bound with a rate determined by the Hölder exponent. Unlike predetermined diminishing step-size schemes, the method adapts to the local descent geometry. We evaluate the approach on two full-batch benchmarks designed to separate directional curvature from full gradient variation. On a binary classification problem, the method achieves the lowest final cross-entropy, objective value, and gradient norm, together with the largest classification margin among the compared scalar gradient methods. On a nonconvex Hölder regression problem, it attains the lowest final objective gap and gradient norm. These results indicate that one-sided Hölder curvature is an effective adaptive step-size signal when full-gradient variation is inflated by directions that do not hinder descent.

cs.LG

Reliable Error Estimation for PINNs: Lower and Upper A Posteriori Bounds

Physics-informed neural networks (PINNs) combine machine learning with physical laws to solve differential equations. While existing results provide rigorous \emph{a posteriori} upper bounds for PINN prediction errors, complete certification also requires complementary lower information in order to obtain computable two-sided error enclosures. In this paper, we derive computable \emph{a posteriori} lower bounds for PINN errors in ordinary differential equations on suitable certified state-space domains under a localized strong monotonicity condition. We combine these estimates with complementary localized upper bounds under a one-sided Lipschitz condition, which is weaker than the global Lipschitz assumption used in previous work and can yield sharper upper error bands. The resulting bounds depend only on the neural-network approximation, the ODE residual, and local monotonicity and growth constants, and therefore do not require access to the exact solution. For linear time-invariant and time-varying systems, we further derive explicit formulas in terms of the minimal and maximal eigenvalues of the symmetric part of the system matrix. We also discuss the distinction between soft and hard enforcement of initial conditions in PINNs and explain why exact enforcement can make the scalar lower certificate uninformative. To recover nontrivial lower information in the linear setting, we use a signed-residual finite-probe certificate based on coordinate unit vectors. We also formulate a certificate-informed training strategy in which the propagated upper certificate is used as an auxiliary regularizer, while lower certificates remain post-training diagnostics. Altogether, the proposed framework provides rigorous and practically computable error certificates for PINN approximations of ODEs, while making explicit the domains and model classes for which the assumptions can be verified.

cs.LG

Partially Exact Controllability of Semilinear Heat Exchanger Systems

In this paper, we study two semilinear systems describing a monotubular and a two-stream heat exchanger. Neither system is exactly controllable; however, for each we specify a subspace of the state space with respect to which the system is exactly controllable, thus establishing partial exact controllability.

math.OC

Design of Optimal Controls in Acausal LQG Problems

In control theory, a system which has output depending only on the present and past values of the input is said to be causal (or nonanticipative). Respectively, a system is acausal (or non-causal) if its output depends on future inputs as well. Overall majority of literature in stochastic control theory discusses causal systems. Only a few sources indirectly concern acausal systems. In this paper, we systemize these results under main idea of acausality and present a background for designing optimal controls in acausal LQG problems.

math.OC

Convergence results for gradient flow and gradient descent systems in the artificial neural network training

The field of artificial neural network (ANN) training has garnered significant attention in recent years, with researchers exploring various mathematical techniques for optimizing the training process. In particular, this paper focuses on advancing the current understanding of gradient flow and gradient descent optimization methods. Our aim is to establish a solid mathematical convergence theory for continuous-time gradient flow equations and gradient descent processes based on mathematical anaylsis tools.

math.FA

Picard approximation of a singular backward stochastic nonlinear Volterra integral equation

Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied equations in stochastic analysis and computational stochastics. In this paper we prove that Picard iterations of BSDEs with globally Lipschitz continuous nonlinearities converge exponentially fast to the solution. Our main result in this paper is to establish a fundamental lemma to prove the global existence and uniqueness of an adapted solution to a singular backward stochastic nonlinear Volterra integral equation (for short singular BSVIE) of order $α\in (\frac{1}{2},1)$ under a weaker condition than Lipschitz one in a Hilbert space.

math.PR

Some Results on Backward Stochastic Differential Equations of Fractional Order

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to Caputo fBSDEs of order $α\in (\frac{1}{2},1)$ whose coefficients satisfy a Lipschitz condition. A novelty of the article is that we introduce a new weighted norm in the square integrable measurable function space that is useful for proving a fundamental lemma and its well-posedness. For this class of systems, we then show the coincidence between the notion of stochastic Volterra integral equation and the mild solution.

math.PR

Maximum principle for discrete time mean-field stochastic optimal control problems

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new version of the maximum principle for discrete-time stochastic optimal control problems. Moreover, the cost functional is also of the mean-field type. This maximum principle differs from the classical principle since we introduce new discrete-time backward (matrix) stochastic equations. Based on the discrete-time backward stochastic equations where the adjoint equations turn out to be discrete backward SDEs with mean field, we obtain necessary first-order and sufficient optimality conditions for the stochastic discrete optimal control problem. To verify, we apply the result to production and consumption choice optimization problem.

math.OC

Mean-field type discrete stochastic linear quadratic optimal control problems

In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.

math.OC

Asymptotic behavior of solutions to fractional stochastic multi-term differential equation systems involving non-permutable matrices

In this paper, we study the exact asymptotic separation rate of two distinct solutions of Caputo stochastic multi-term differential equations (Caputo SMTDEs for short). Our goal in this paper is to establish results on the global existence and uniqueness and continuity dependence of the initial values of the solutions to Caputo SMTDEs with non-permutable matrices of order $α\in (\frac{1}{2},1)$ and $β\in (0,1)$ whose coefficients satisfy a standard Lipschitz condition. For this class of systems, we then show the asymptotic separation property between two different solutions of Caputo SMTDEs with a more general condition based on $λ$. Also, the asymptotic separation rate for the two distinct mild solutions reveals that our asymptotic results are general.

math.PR

Asymptotic stability analysis of Riemann-Liouville fractional stochastic neutral differential equations

The novelty of our paper is to establish results on asymptotic stability of mild solutions in $p$th moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order $α\in (\frac{1}{2},1)$ using a Banach's contraction mapping principle. The core point of this paper is to derive the mild solution of FSNDEs involving Riemann-Liouville fractional time-derivative by applying the stochastic version of variation of constants formula. The results are obtained with the help of the theory of fractional differential equations, some properties of Mittag-Leffler functions and asymptotic analysis under the assumption that the corresponding fractional stochastic neutral dynamical system is asymptotically stable.

math.PR

Perturbation of fractional strongly continuous cosine family operators

Perturbation theory has long been a very useful tool in the hands of mathematicians and physicists. The purpose of this paper is to prove some perturbation results for infinitesimal generators of fractional strongly continuous cosine families. That is, we impose sufficient conditions such that $\mathscr{A}$ is the infinitesimal generator of a fractional strongly continuous cosine family in a Banach space $\mathcal{X}$, and $\mathscr{B}$ is a bounded linear operator in $\mathcal{X}$, then $\mathscr{A}+\mathscr{B}$ is also the infinitesimal generator of a fractional strongly continuous cosine family in $\mathcal{X}$. Our results coincide with the classical ones when $α=2$.

math.AP

Perturbation theory for fractional evolution equations in a Banach space

A strong inspiration for studying perturbation theory for fractional evolution equations comes from the fact that they have proven to be useful tools in modeling many physical processes. In this paper, we study fractional evolution equations of order $α\in (1,2]$ associated with the infinitesimal generator of an operator fractional cosine function generated by bounded time-dependent perturbations in a Banach space. We show that the abstract fractional Cauchy problem associated with the infinitesimal generator $A$ of a strongly continuous fractional cosine function remains uniformly well-posed under bounded time-dependent perturbation of $A$. We also provide some necessary special cases.

math.AP

A new technique for solving Sobolev type fractional multi-order evolution equations

A strong inspiration for studying Sobolev type fractional evolution equations comes from the fact that have been verified to be useful tools in the modeling of many physical processes. We introduce a novel technique for solving Sobolev type fractional evolution equations with multi-orders in a Banach space. We propose a new Mittag-Leffler type function which is generated by linear bounded operators and investigate their properties which are productive for checking the candidate solutions for multi-term fractional differential equations. Furthermore, we propose an exact analytical representation of solutions for multi-dimensional fractional-order dynamical systems with nonpermutable and permutable matrices.

math.AP

Fractional Leibniz integral rules for Riemann-Liouville and Caputo fractional derivatives and their applications

In recent years, the theory for Leibniz integral rule in the fractional sense has not been able to get substantial development. As an urgent problem to be solved, we study a Leibniz integral rule for Riemann-Liouville and Caputo type differentiation operators with general fractional-order of $n-1 <α\leq n$, $n \in \mathbb{N}$ . A rule of fractional differentiation under integral sign with general order is necessary and applicable tool for verification by substitution for candidate solutions of inhomogeneous multi-term fractional differential equations. We derive explicit analytical solutions of generalized Bagley-Torvik equations in terms of recently defined bivariate Mittag-Leffler type functions that based on fractional Green's function method and verified solutions by substitution in accordance by applying the fractional Leibniz integral rule. Furthermore, we study an oscillator equation as a special case of differential equations with multi-orders via the Leibniz integral rule.

math.CA

Controllability of fractional stochastic delay dynamical systems

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus, we investigate new results on existence and uniqueness of mild solutions with the help of weighted maximum norm to fractional stochastic time-delay differential equations whose coefficients satisfy standard Lipschitz conditions. The main points in the proof are to apply Ito's isometry and martingale representation theorem, and to show the notion of a coincidence between the integral equation and the mild solution. Finally, we study complete controllability results for linear and nonlinear fractional stochastic delay dynamical systems with Wiener noise.

math.DS