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math.OC2026
Dual-Inertial Bregman Methods with Energy-Based Safeguarding
Kangming Chen
We develop dual-inertial Bregman proximal methods for convex optimization and analyze their convergence through an exact signed-drift representation. For unrestarted iterations, on…
math.PR2026
Martingale Solutions to a Stochastic Keller-Segel System with nonlocal Source and Super-linear Noise
Qian Li, Li Chen, Jinhuan Wang
Global nonnegative martingale solutions are shown to exist for a stochastic Keller-Segel system with a nonlocal Fisher-KPP source and super-linear multiplicative noise. The result…