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I ask for help in mathematicians, specialists in the theory of differential equations.

$\frac{dx}{dt}=\frac{d}{dx}f(x)$

where $f(x)$ - unknown unimodal function. For example: $f(x)=−(x−x_∗)^2$ or $f(x)=e^{(−(x−x_∗))^2}$

About convergence:

If we substitute such a function into the equation $\frac{dx}{dt}=\frac{d}{dx}f(x)$, then the solution will always converge from the initial point $x(0)$ to the one at which the extremum of the function is reached, i e. $x_∗$

Assumptions:

Suppose we know that $f(x)$ is unimodal, but we do not know the position of the maximum/minimum (we do not know $x_∗$).

It is assumed that the steady-state of the system exists, but it is not known in advance.

Question: How to create exponential rate convergence in such a system?

I will illustrate the dynamics on the example of the function $f(x)=e^{(−(x−x_∗))^2}$ and what I need to get. There is my code in Mathematica:

Clear["Derivative"]

ClearAll["Global`*"]

pars = {xstart = -1, xend = 1}

f = Exp[-(x[t] - xend)^2]

sys = NDSolve[{ x'[t] == D[f, x[t]], x[0] == xstart}, {x}, {t, 0, 500}]

Plot[{Evaluate[x[t] /. sys], xend}, {t, 0, 300}, PlotRange -> Full, PlotPoints -> 100]

What I have ($x_*=1, x(0)=-1$) enter image description here

And what I want to get: enter image description here

What I have ($x_*=-1, x(0)=1$) enter image description here

And what I want to get: enter image description here

Let me remind you to assumption: we do not know the position of the extremum and the structure of the function, but we know that it is unimodal (has a maximum or a minimum)

dtn
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    I am afraid there is no way to ensure exponential convergence rate. Plus I am not sure how you would tackle the problem, the "global" steady state, if it exists, is automatically given by the position of the maximum of $f$ (and not the minimum, this is not a steady state in this case). – nicomezi Apr 09 '21 at 16:00
  • Amazing! Solutions of this complex task does not exist. – dtn Apr 09 '21 at 16:38
  • @nicomezi

    Please, see my new question:

    https://math.stackexchange.com/questions/4096460/problem-with-the-continuous-equivalent-of-newtons-method-optimization

    – dtn Apr 10 '21 at 05:43

0 Answers0