Related papers: A fast implicit method for time-dependent Hamilton…
We study two fully discrete evolving surface finite element schemes for the Cahn-Hilliard equation on an evolving surface, given a smooth potential with polynomial growth. In particular we establish optimal order error bounds for a (fully…
We propose a new family of high-order explicit generalized-$\alpha$ methods for hyperbolic problems with the feature of dissipation control. Our approach delivers $2k,\, \left(k \in \mathbb{N}\right)$ accuracy order in time by solving $k$…
We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
In this paper, we present a class of nonuniform time-stepping, high-order linear stabilized schemes that can preserve both the discrete energy stability and maximum-bound principle (MBP) for the time-fractional Allen-Cahn equation. To this…
Accelerated gradient methods have had significant impact in machine learning -- in particular the theoretical side of machine learning -- due to their ability to achieve oracle lower bounds. But their heuristic construction has hindered…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…
This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…
We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…
This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems.…
We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…
We discuss structure-preserving time discretization for nonlinear port-Hamiltonian systems with state-dependent mass matrix. Such systems occur, for instance, in the context of structure-preserving nonlinear model order reduction for…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
In this paper, we present a generalization of a Hamilton--Jacobi theory to higher order implicit differential equations. We propose two different backgrounds to deal with higher order implicit Lagrangian theories: the Ostrogradsky approach…
A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…
We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…