This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

We study the existence and regularity of minimizers of the neo-Hookean energy in the closure of classes of deformations without cavitation. The exclusion of cavitation is imposed in the form of the divergence identities, which is equivalent to the well-known condition (INV) with $\operatorname{Det} = \operatorname{det}$. We show that the neo-Hookean energy admits minimizers in classes of maps that are one-to-one a.e. with positive Jacobians, provided that these maps are the weak limits of sequences of maps that satisfy the divergence identities. In particular, these classes include the weak closure of diffeomorphisms and the weak closure of homeomorphisms satisfying Lusin’s condition N. Moreover, if the minimizers satisfy condition (INV), then their inverses have Sobolev regularity. This extends a recent result by Doležalová, Hencl, and Molchanova by showing that the minimizers they obtained enjoy extra regularity properties and that the existence of minimizers can still be obtained even when their coercivity assumption is relaxed.

Two novel algorithms, which incorporate inertial terms and relaxation effects, are introduced to tackle a monotone inclusion problem. The weak and strong convergence of the algorithms are obtained under certain conditions, and the R-linear convergence for the first algorithm is demonstrated if the set-valued operator involved is strongly monotone in real Hilbert spaces. The proposed algorithms are applied to signal recovery problems and demonstrate improved performance compared to existing algorithms in the literature.

Adversarial training is a min-max optimization problem that is designed to construct robust classifiers against adversarial perturbations of data. We study three models of adversarial training in the multiclass agnostic-classifier setting. We prove the existence of Borel measurable robust classifiers in each model and provide a unified perspective of the adversarial training problem, expanding the connections with optimal transport initiated by the authors in their previous work [21]. In addition, we develop new connections between adversarial training in the multiclass setting and total variation regularization. As a corollary of our results, we provide an alternative proof of the existence of Borel measurable solutions to the agnostic adversarial training problem in the binary classification setting.

We consider the following problem: the drift of the wealth process of two companies, modelled by a two-dimensional Brownian motion, is controllable such that the total drift adds up to a constant. The aim is to maximize the probability that both companies survive. We assume that the volatility of one company is small with respect to the other, and use methods from singular perturbation theory to construct a formal approximation of the value function. Moreover, we validate this formal result by explicitly constructing a strategy that provides a target functional, approximating the value function uniformly on the whole state space.

Finite Cartesian products of operators play a central role in monotone operator theory and its applications. Extending such products to arbitrary families of operators acting on different Hilbert spaces is an open problem, which we address by introducing the Hilbert direct integral of a family of monotone operators. The properties of this construct are studied, and conditions under which the direct integral inherits the properties of the factor operators are provided. The question of determining whether the Hilbert direct integral of a family of subdifferentials of convex functions is itself a subdifferential leads us to introducing the Hilbert direct integral of a family of functions. We establish explicit expressions for evaluating the Legendre conjugate, subdifferential, recession function, Moreau envelope, and proximity operator of such integrals. Next, we propose a duality framework for monotone inclusion problems involving integrals of linearly composed monotone operators and show its pertinence toward the development of numerical solution methods. Applications to inclusion and variational problems are discussed.

$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new approach, and we show how known results are derived in this new framework and how this approach allows to prove sufficiency in situations previously not treatable.

We introduce the concept of extrinsic catenary in the hyperbolic plane. Working in the hyperboloid model, we define an extrinsic catenary as the shape of a curve hanging under its weight as seen from the ambient space. In other words, an extrinsic catenary is a critical point of the potential functional, where we calculate the potential with the extrinsic distance to a fixed reference plane in the ambient Lorentzian space. We then characterize extrinsic catenaries in terms of their curvature and as a solution to a prescribed curvature problem involving certain vector fields. In addition, we prove that the generating curve of any minimal surface of revolution in the hyperbolic space is an extrinsic catenary with respect to an appropriate reference plane. Finally, we prove that one of the families of extrinsic catenaries admits an intrinsic characterization if we replace the extrinsic distance with the intrinsic length of horocycles orthogonal to a reference geodesic.

Following the seminal paper by Bourgain, Brezis, and Mironescu, we focus on the asymptotic behaviour of some nonlocal functionals that, for each $u\in L^2(\mathbb {R}^N)$, are defined as the double integrals of weighted, squared difference quotients of $u$. Given a family of weights $\{\rho _{\varepsilon} \}$, $\varepsilon \in (0,\,1)$, we devise sufficient and necessary conditions on $\{\rho _{\varepsilon} \}$ for the associated nonlocal functionals to converge as $\varepsilon \to 0$ to a variant of the Dirichlet integral. Finally, some comparison between our result and the existing literature is provided.

We provide a fine description of the weak limit of sequences of regular axisymmetric maps with equibounded neo-Hookean energy, under the assumption that they have finite surface energy. We prove that these weak limits have a dipole structure, showing that the singular map described by Conti and De Lellis is generic in some sense. On this map, we provide the explicit relaxation of the neo-Hookean energy. We also make a link with Cartesian currents showing that the candidate for the relaxation we obtained presents strong similarities with the relaxed energy in the context of $\mathbb {S}^2$-valued harmonic maps.

The connection between Residual Neural Networks (ResNets) and continuous-time control systems (known as NeurODEs) has led to a mathematical analysis of neural networks, which has provided interesting results of both theoretical and practical significance. However, by construction, NeurODEs have been limited to describing constant-width layers, making them unsuitable for modelling deep learning architectures with layers of variable width. In this paper, we propose a continuous-time Autoencoder, which we call AutoencODE, based on a modification of the controlled field that drives the dynamics. This adaptation enables the extension of the mean-field control framework originally devised for conventional NeurODEs. In this setting, we tackle the case of low Tikhonov regularisation, resulting in potentially non-convex cost landscapes. While the global results obtained for high Tikhonov regularisation may not hold globally, we show that many of them can be recovered in regions where the loss function is locally convex. Inspired by our theoretical findings, we develop a training method tailored to this specific type of Autoencoders with residual connections, and we validate our approach through numerical experiments conducted on various examples.

We prove topological regularity results for isoperimetric sets in PI spaces having a suitable deformation property, which prescribes a control on the increment of the perimeter of sets under perturbations with balls. More precisely, we prove that isoperimetric sets are open, satisfy boundary density estimates and, under a uniform lower bound on the volumes of unit balls, are bounded. Our results apply, in particular, to the class of possibly collapsed $\mathrm {RCD}(K,N)$ spaces. As a consequence, the rigidity in the isoperimetric inequality on possibly collapsed $\mathrm {RCD}(0,N)$ spaces with Euclidean volume growth holds without the additional assumption on the boundedness of isoperimetric sets. Our strategy is of interest even in the Euclidean setting, as it simplifies some classical arguments.

We settle the question of how to compute the entry and leaving arcs for turnpikes in autonomous variational problems, in the one-dimensional case using the phase space of the vector field associated with the Euler equation, and the initial/final and/or the transversality condition. The results hinge on the realization that extremals are the contours of a well-known function and that the transversality condition is (generically) a curve. An approximation algorithm is presented, and an example is included for completeness.

We consider the problem of controlling the drift and diffusion rate of the endowment processes of two firms such that the joint survival probability is maximized. We assume that the endowment processes are continuous diffusions, driven by independent Brownian motions, and that the aggregate endowment is a Brownian motion with constant drift and diffusion rate. Our results reveal that the maximal joint survival probability depends only on the aggregate risk-adjusted return and on the maximal risk-adjusted return that can be implemented in each firm. Here the risk-adjusted return is understood as the drift rate divided by the squared diffusion rate.

In this article, using an Halpern extragradient method, we study a new iterative scheme for finding a common element of the set of solutions of multiple set split equality equilibrium problems consisting of pseudomonotone bifunctions and the set of fixed points for two finite families of Bregman quasi-nonexpansive mappings in the framework of p-uniformly convex Banach spaces, which are also uniformly smooth. For this purpose, we design an algorithm so that it does not depend on prior estimates of the Lipschitz-type constants for the pseudomonotone bifunctions. Furthermore, we present an application of our study for finding a common element of the set of solutions of multiple set split equality variational inequality problems and fixed point sets for two finite families of Bregman quasi-nonexpansive mappings. Finally, we conclude with two numerical experiments to support our proposed algorithm.

We analyse the $\Gamma$-convergence of general non-local convolution type functionals with varying densities depending on the space variable and on the symmetrized gradient. The limit is a local free-discontinuity functional, where the bulk term can be completely characterized in terms of an asymptotic cell formula. From that, we can deduce an homogenisation result in the stochastic setting.

In this paper we consider the minimization of a novel class of fractional linear growth functionals involving the Riesz fractional gradient. These functionals lack the coercivity properties in the fractional Sobolev spaces needed to apply the direct method. We therefore utilize the recently introduced spaces of bounded fractional variation and study the extension of the linear growth functional to these spaces through relaxation with respect to the weak* convergence. Our main result establishes an explicit representation for this relaxation, which includes an integral term accounting for the singular part of the fractional variation and features the quasiconvex envelope of the integrand. The role of quasiconvexity in this fractional framework is explained by a technique to switch between the fractional and classical settings. We complement the relaxation result with an existence theory for minimizers of the extended functional.

We study an optimal reinsurance problem for a diffusion model, in which the drift of the claim follows an Ornstein–Uhlenbeck process. The aim of the insurer is to maximize the expected exponential utility of its terminal wealth. We consider two cases: full information and partial information. Full information occurs when the insurer directly observes the drift; partial information occurs when the insurer observes only its claims. By applying stochastic control and by solving the corresponding Hamilton–Jacobi–Bellman equations, we find the value function and the optimal reinsurance strategy under both full and partial information. We determine a relationship between the value function and reinsurance strategy under full information with the value function and reinsurance strategy under partial information.

In this paper, the turnpike property is established for a nonconvex optimal control problem in discrete time. The functional is defined by the notion of the ideal convergence and can be considered as an analogue of the terminal functional defined over infinite-time horizon. The turnpike property states that every optimal solution converges to some unique optimal stationary point in the sense of ideal convergence if the ideal is invariant under translations. This kind of convergence generalizes, for example, statistical convergence and convergence with respect to logarithmic density zero sets.

The rigorous derivation of linear elasticity from finite elasticity by means of $\Gamma$-convergence is a well-known result, which has been extended to different models also beyond the elastic regime. However, in these results the applied forces are usually assumed to be dead loads, that is, their density in the reference configuration is independent of the actual deformation. In this paper we begin a study of the variational derivation of linear elasticity in the presence of live loads. We consider a pure traction problem for a nonlinearly elastic body subject to a pressure live load and we compute its linearization for small pressure by $\Gamma$-convergence. We allow for a weakly coercive elastic energy density and we prove strong convergence of minimizers.