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Maximally dissipative boundary conditions are applied to the initial-boundary value problem for Einstein's equations in harmonic coordinates to show that it is well-posed for homogeneous boundary data and for boundary data that is small in…

General Relativity and Quantum Cosmology · Physics 2011-04-21 Bela Szilagyi , Jeffrey Winicour

Hamiltonian variational principles provided, since 60s, the means of developing very successful wave theories for nonlinear free-surface flows, under the assumption of irrotationality. This success, in conjunction with the recognition that…

Fluid Dynamics · Physics 2022-08-08 C. P. Mavroeidis , G. A. Athanassoulis

A high precision, and space time fully decoupled, wavelet formulation numerical method is developed for a class of nonlinear initial boundary value problems. This method is established based on a proposed Coiflet based approximation scheme…

Numerical Analysis · Mathematics 2017-01-24 Jizeng Wang , Lei Zhang , You-He Zhou

We propose an efficient way of solving optimal control problems for rigid-body systems on the basis of inverse dynamics and the multiple-shooting method. We treat all variables, including the state, acceleration, and control input torques,…

Optimization and Control · Mathematics 2022-10-25 Sotaro Katayama , Toshiyuki Ohtsuka

In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…

Analysis of PDEs · Mathematics 2024-11-11 Yuri Luchko , Masahiro Yamamoto

It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential advantage of having a…

Numerical Analysis · Mathematics 2021-03-30 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

In this paper we provide a theoretical analysis of Variable Annuities with a focus on the holder's right to an early termination of the contract. We obtain a rigorous pricing formula and the optimal exercise boundary for the surrender…

Mathematical Finance · Quantitative Finance 2024-05-06 Tiziano De Angelis , Alessandro Milazzo , Gabriele Stabile

We find a choice of variables for the 3+1 formulation of general relativity which casts the evolution equations into (flux-conservative) symmetric-hyperbolic first order form for arbitrary lapse and shift, for the first time. We redefine…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Simonetta Frittelli , Oscar Reula

This work proposes a fast iterative method for local steric Poisson--Boltzmann (PB) theories, in which the electrostatic potential is governed by the Poisson's equation and ionic concentrations satisfy equilibrium conditions. To present the…

Numerical Analysis · Mathematics 2023-04-05 Minhong Chen , Wei Dou , Shenggao Zhou

This book considers posing and the methods of solving simple linear boundary-value problems in classical mathematical physics. The questions encompassed include: the fundamentals of calculus of variations; one-dimensional boundary-value…

Mathematical Physics · Physics 2015-03-06 V. M. Adamyan , M. Ya. Sushko

We consider solving large scale nonconvex optimisation problems with nonnegativity constraints. Such problems arise frequently in machine learning, such as nonnegative least-squares, nonnegative matrix factorisation, as well as problems…

Optimization and Control · Mathematics 2024-05-22 Oscar Smee , Fred Roosta

A class of diffusion driven Free Boundary Problems is considered which is characterized by the initial onset of a phase and by an explicit kinematic condition for the evolution of the free boundary. By a domain fixing change of variables it…

Analysis of PDEs · Mathematics 2018-08-14 Patrick Guidotti

To study initial-boundary value problems for linear PDEs we have recently proposed two alternative approaches in Fourier space: the "analyticity appoach" and the "elimination by restriction approach". In this paper we present the…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Degasperis , S. V. Manakov , P. M. Santini

The computational cost of the boundary-condition-enforced immersed boundary method (IBM) increases in the order of $\mathcal{O}(N^2)$ as the number of Lagrangian points, $N$, increases. This is due to the time-consuming calculation of the…

Fluid Dynamics · Physics 2024-03-25 Manabu Saito , Ryoichi Kurose

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…

Optimization and Control · Mathematics 2022-05-03 Cornel Marius Murea , Dan Tiba

We study a free boundary problem on the lattice whose scaling limit is a harmonic free boundary problem with a discontinuous Hamiltonian. We find an explicit formula for the Hamiltonian, prove the solutions are unique, and prove that the…

Analysis of PDEs · Mathematics 2018-11-14 William M Feldman , Charles K Smart

In this paper we propose an extension of the iteratively regularized Gauss--Newton method to the Banach space setting by defining the iterates via convex optimization problems. We consider some a posteriori stopping rules to terminate the…

Numerical Analysis · Mathematics 2013-06-11 Qinian Jin , Min Zhong

A parallel flow of non-interacting point particles is incident on a body at rest. When hitting the body's surface, the particles are reflected elastically. Assume that each particle hits the body at most once (SIC condition); then the force…

Classical Analysis and ODEs · Mathematics 2014-05-02 Alexander Plakhov

In many contexts the modal properties of a structure change, either due to the impact of a changing environment, fatigue, or due to the presence of structural damage. For example during flight, an aircraft's modal properties are known to…

Machine Learning · Computer Science 2018-12-12 Prasad Cheema , Mehrisadat M. Alamdari , Gareth A. Vio

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev