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In this paper, we develop stochastic variance reduced algorithms for solving a class of finite-sum hemivariational inequality (HVI) problem. In this HVI problem, the associated function is assumed to be differentiable, and both the vector…
Autonomous Mobility-on-Demand (AMoD) services offer an opportunity for improving passenger service while reducing pollution and energy consumption through effective vehicle coordination. A primary challenge in the autonomous fleets…
We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…
The Diffusion Transformer (DiT) architecture is the state-of-the-art paradigm for high-fidelity image generation, underpinning models like Stable Diffusion-3 and FLUX.1. However, deploying these models on resource-constrained mobile devices…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…
In this paper, we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems, and variational inequalities. This framework allows obtaining many…
Recent advancements in vehicle autonomy have drawn interest in understanding the impact of autonomous vehicles on traffic systems. In this paper, we study a traffic assignment problem in a mixed-autonomy setting where both human-driven and…
Motivated by multi-user optimization problems and non-cooperative Nash games in stochastic regimes, we consider stochastic variational inequality (SVI) problems on matrix spaces where the variables are positive semidefinite matrices and the…
A class of evolution variational inequalities (EVIs), which comprises ordinary differential equations (ODEs) coupled with variational inequalities (VIs) associated with time-varying set-valued mappings, is proposed in this paper. We first…
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…
We study the dynamics of visco-elastic materials coupled by a common cohesive interface (or, equivalently, {two single domains separated by} a prescribed cohesive crack) in the anti-plane setting. We consider a general class of…
A second-order total variation diminishing (TVD) method with variable flux limiters is proposed to overcome the non-realizability issue, which has been one of major obstacles in applying the conventional second-order TVD schemes to the…
In this paper we propose a dynamic model of Limit Order Book (LOB). The main feature of our model is that the shape of the LOB is determined endogenously by an expected utility function via a competitive equilibrium argument. Assuming zero…
The Orienteering Problem (OP) is a well-studied routing problem that has been extended to incorporate uncertainties, reflecting stochastic or dynamic travel costs, prize-collection costs, and prizes. Existing approaches may, however, be…
With an increasing need for more flexible mobility services, we consider an operational problem arising in the planning of Demand Adaptive Systems (DAS). Motivated by the decision of whether to accept or reject passenger requests in real…
This paper deals with an extension of the hub line location problem considering demand elasticity with respect to travel times. The proposed model aims to capture the impact the hub network topology has on demand. The objective is to…
In this study, we propose a class of total variation diminishing (TVD) schemes for solving pseudo-monotone variational inequality arises in elasto-hydrodynamic lubrication point contact problem. A limiter based stable hybrid line splittings…
Edge computing allows Service Providers (SPs) to enhance user experience by placing their services closer to the network edge. Determining the optimal provisioning of edge resources to meet the varying and uncertain demand cost-effectively…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…