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Robust optimization is a very popular means to address decision-making problems affected by uncertainty. Its success has been fueled by its attractive robustness and scalability properties, by ease of modeling, and by the limited…

Optimization and Control · Mathematics 2020-06-17 Phebe Vayanos , Qing Jin , George Elissaios

A new approach to the solution of boundary value problems within the so-called fictitious domain methods philosophy is proposed which avoids well known shortcomings of other fictitious domain methods, including the need to generate…

Numerical Analysis · Mathematics 2019-01-17 Daniel Agress , Patrick Guidotti

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their…

Numerical Analysis · Mathematics 2020-11-17 Riccardo Fazio

We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…

Probability · Mathematics 2024-10-23 Lucian Beznea , Oana Lupascu-Stamate , Alexandra Teodor

This paper investigates fuzzy nonlinear system equations using an optimization approach. Here, the inner-outer direct search technique is used with fuzzy coefficients and vectors to quantify the uncertain solution. The fuzzy nonlinear…

Optimization and Control · Mathematics 2022-06-02 Paresh Kumar Panigrahi , Sukanta Nayak , Sudipta Priyadarshini

We consider a constrained optimization problem arising from the study of the Helmholtz equation in unbounded domains. The optimization problem provides an approximation of the solution in a bounded computational domain. In this paper we…

Analysis of PDEs · Mathematics 2015-01-09 Giulio Ciraolo

We study a non-homogeneous boundary value problem in a smooth bounded domain in $\mathbb{R}^N$. We prove the existence of at least two nonnegative and non-trivial weak solutions. Our approach relies on Orlicz-Sobolev spaces theory combined…

Analysis of PDEs · Mathematics 2016-03-17 Mihai Mihăilescu , Dušan Repovš

Deep neural network approaches show promise in solving partial differential equations. However, unlike traditional numerical methods, they face challenges in enforcing essential boundary conditions. The widely adopted penalty-type methods,…

Numerical Analysis · Mathematics 2026-05-06 Haijun Yu , Shuo Zhang

This work is concerned with an inverse elastic scattering problem of identifying the unknown rigid obstacle embedded in an open space filled with a homogeneous and isotropic elastic medium. A Newton-type iteration method relying on the…

Numerical Analysis · Mathematics 2023-10-13 Yan Chang , Yukun Guo , Hongyu Liu , Deyue Zhang

In this paper, we study the inverse problem for determining an unknown time-dependent source coefficient in a semilinear pseudo-parabolic equation with variable coefficients and Neumann boundary condition. This unknown source term is…

Analysis of PDEs · Mathematics 2025-11-20 K. Van Bockstal , K. Khompysh

In this paper we present a theory for the existence of multiple nontrivial solutions for a class of perturbed Hammerstein integral equations. Our methodology, rather than to work directly in cones, is to utilize the theory of fixed point…

Classical Analysis and ODEs · Mathematics 2016-05-19 Alessandro Calamai , Gennaro Infante

The method of fundamental solution (MFS) is an efficient meshless method for solving a boundary value problem in an exterior unbounded domain. The numerical solution obtained by the MFS is accurate, while the corresponding matrix equation…

Numerical Analysis · Mathematics 2015-05-19 Takemi Shigeta , D. L. Young

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

We study a sequential estimation problem for an unknown reward in the presence of a random horizon. The reward takes one of two predetermined values which can be inferred from the drift of a Wiener process, which serves as a signal. The…

Probability · Mathematics 2025-03-11 Steven Campbell , Georgy Gaitsgori , Richard Groenewald , Ioannis Karatzas

We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequency as the data. We develop an explicit reconstruction of the wavespeed using a multi-level nonlinear projected…

Numerical Analysis · Mathematics 2014-06-11 Elena Beretta , Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

We consider the problem of determining the unknown boundary values of a solution of an elliptic equation outside a bounded open set $B$ from the knowledge of the values of this solution on a boundary of an arbitrary Lipschitz bounded domain…

Analysis of PDEs · Mathematics 2025-03-14 Mourad Choulli , Hiroshi Takase

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney