Related papers: Penalty Methods for the Hyperbolic System Modellin…

The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Reinforcement learning (RL) has shown promising results for real-time control systems, including the domain of plasma magnetic control. However, there are still significant drawbacks compared to traditional feedback control approaches for…

We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system is modeled by the linear advection equation. We consider…

In this paper, we present a novel penalty approach for the numerical solution of continuously controlled HJB equations and HJB obstacle problems. Our results include estimates of the penalisation error for a class of penalty terms, and we…

Penalized methods are applied to quasi likelihood analysis for stochastic differential equation models. In this paper, we treat the quasi likelihood function and the associated statistical random field for which a polynomial type large…

A characteristic particle method for the simulation of first order macroscopic traffic models on road networks is presented. The approach is based on the method "particleclaw", which solves scalar one dimensional hyperbolic conservations…

It is argued that the form commonly adopted for heuristic representation of tokamak momentum diffusion has major shortcomings, and that a non-diffusive momentum-flux term independent of velocity is more appropriate.

We consider the ramp metering problem for a freeway stretch modeled by the Cell Transmission Model. Assuming perfect model knowledge and perfect traffic demand prediction, the ramp metering problem can be cast as a finite horizon optimal…

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

We study a message passing model, applicable also to traffic problems. The model is implemented in a discrete lattice, where particles move towards their destination, with fluctuations around the minimal distance path. A repulsive…

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

A limit for the edge density, ruled by radiation losses from light impurities, is established by a minimal cylindrical magneto-thermal equilibrium model. For ohmic tokamak and reversed field pinch the limit scales linearly with the plasma…

A bottleneck can largely deteriorate the flow, such as a traffic light or an on-ramp at a road. To alleviate bottleneck situations, one of the important strategies is to control the input rate to suit the state of the road. In this study,…

In this work, we study the interplay between triangularity and micro-tearing turbulence using linear and nonlinear flux tube GENE simulations. We consider scenarios with negative and positive triangularity plasma shaping taken from existing…

We study a new penalty reformulation of constrained convex optimization based on the softplus penalty function. We develop novel and tight upper bounds on the objective value gap and the violation of constraints for the solutions to the…

We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…

For harmonic-trapped atomic systems, we report system-independent non-adiabatic features in the response to interaction ramps. We provide results for several different systems in one, two, and three dimensions: bosonic and fermionic Hubbard…

Spontaneous transport barrier generation at the edge of a magnetically confined plasma is investigated. To this end, a model of electrostatic turbulence in three-dimensional geometry is extended to account for the impact of friction between…