Related papers: On the three-stage version of stable dynamic model
This paper presents a novel algorithmic study with extensive numerical experiments of distributionally robust multistage convex optimization (DR-MCO). Following the previous work on dual dynamic programming (DDP) algorithmic framework for…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
We employ the principle of minimum pressure gradient to transform problems in unsteady computational fluid dynamics (CFD) into a convex optimization framework subject to linear constraints. This formulation permits solving, for the first…
Recently we proposed an extension to the traffic model of Aw, Rascle and Greenberg. The extended traffic model can be written as a hyperbolic system of balance laws and numerically reproduces the reverse $\lambda$ shape of the fundamental…
We study flow driven through a finite-length planar rigid channel by a fixed upstream flux, where a segment of one wall is replaced by a pre-stressed elastic beam subject to uniform external pressure. The steady and unsteady systems are…
We calculate the mean total number of equilibrium points in a system of $N$ random autonomous ODE's introduced by Cugliandolo et al. in 1997 to describe non-relaxational glassy dynamics on the high-dimensional sphere. In doing it we suggest…
The performance of flow matching and diffusion models can be greatly improved at inference time using reward alignment algorithms, yet efficiency remains a major limitation. While several algorithms were proposed, we demonstrate that a…
We present a new method for constructing equilibrium phase models for stellar systems, which we call the iterative method. It relies on constrained, or guided evolution, so that the equilibrium solution has a number of desired parameters…
In this paper we are concerned with the global existence of smooth solutions to the turbulent flow equations for compressible flows in $\mathbb{R}^3$. The global well-posedness is proved under the condition that the initial data are close…
CAV platooning technology has received considerable attention in the past few years, driven by the next generation smart transportation systems. Unlike most of the existing platooning methods that focus on linear vehicle dynamics of CAVs,…
The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…
We introduce improved Reduced Order Models (ROM) for convection-dominated flows. These non-linear closure models are inspired from successful numerical stabilization techniques used in Large Eddy Simulations (LES), such as Local Projection…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…
In this paper, a three-dimensional numerical solver is developed for suspensions of rigid and soft particles and droplets in viscoelastic and elastoviscoplastic (EVP) fluids. The presented algorithm is designed to allow for the first time…
We model incompressible flows with an adaptive stabilized finite element method Stokes flows, which solves a discretely stable saddle-point problem to approximate the velocity-pressure pair. Additionally, this saddle-point problem delivers…
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…
We introduce new control-volume finite-element discretization schemes suitable for solving the Stokes problem. Within a common framework, we present different approaches for constructing such schemes. The first and most established strategy…
Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…
The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…