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For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…
In this paper, we study the numerical solutions of the multi-dimensional spatial fractional Allen-Cahn equations. After semi-discretization for the spatial fractional Riesz derivative, a system of nonlinear ordinary differential equations…
We consider the problem of packing congruent circles with the maximum radius in a unit square as a mathematical optimization problem. Due to the presence of non-overlapping constraints, this problem is a notoriously difficult nonconvex…
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…
This paper deals with the dynamic factor analysis problem for an ARMA process. To robustly estimate the number of factors, we construct a confidence region centered in a finite sample estimate of the underlying model which contains the true…
Two questions related to elastic motions are raised and addressed. First: in which theoretical framework can the equations of motion be written for an elastic half-space put into uniform rotation? It is seen that nonlinear finite elasticity…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
In this paper, we are interested to an inverse Cauchy problem governed by the Stokes equation, called the data completion problem. It consists in determining the unspecified fluid velocity, or one of its components over a part of its…
In this paper, we use various versions of Lov\'asz extension to systematically derive continuous formulations of problems from discrete mathematics. This will take place in the following context: (1) For combinatorial optimization problems…
This paper extends the optimal covariance steering problem for linear stochastic systems subject to chance constraints to account for optimal risk allocation. Previous works have assumed a uniform risk allocation to cast the optimal control…
In this work, we propose a novel method for quantifying distances between Toeplitz structured covariance matrices. By exploiting the spectral representation of Toeplitz matrices, the proposed distance measure is defined based on an optimal…
This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$…
We investigate the problem of approximating the matrix function $f(A)$ by $r(A)$, with $f$ a Markov function, $r$ a rational interpolant of $f$, and $A$ a symmetric Toeplitz matrix. In a first step, we obtain a new upper bound for the…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…
We study two classes of extension problems, and their interconnections: (i) Extension of positive definite (p.d.) continuous functions defined on subsets in locally compact groups $G$; (ii) In case of Lie groups, representations of the…
In this work, an accurate regularization technique based on the Meyer wavelet method is developed to solve the ill-posed backward heat conduction problem with time-dependent thermal diffusivity factor in an infinite "strip". In principle,…
We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…
Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…
A finite element approach for approximating the solution of a mathematical model for the response of a penetrable, bounded object (obstacle) to the excitation by an external electromagnetic field is presented and investigated. The model…
The existence of entire solutions to quasilinear elliptic systems exhibiting both singular and convective reaction terms is discussed. An auxiliary problem, obtained by `freezing' the convection terms and `shifting' the singular ones, is…