Related papers: An effective numerical method to solve a class of …
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…
We show how to solve initial-boundary value problems for integrable nonlinear differential-difference equations on a finite set of integers. The method we employ is the discrete analogue of the unified transform (Fokas method). The…
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…
We demonstrate the use of the Unified Transform Method or Method of Fokas for boundary value problems for systems of constant-coefficient linear partial differential equations. We discuss how the apparent branch singularities typically…
A Dirichlet problem is considered for the eikonal equation in an anisotropic medium. The nonlinear boundary value problem (BVP) formulated in the present work is the limit of the diffusion-reaction problem with a reaction parameter tending…
The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…
In this paper, we propose a numerical method to approximate the solution of partial differential equations in irregular domains with no-flux boundary conditions by means of spectral methods. The main features of this method are its…
This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…
In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…
This paper is devoted to prove the existence of one or multiple solutions of a wide range of nonlinear differential boundary value problems. To this end, we obtain some new fixed point theorems for a class of integral operators. We follow…
A numerical method for the Dirichlet initial boundary value problem for the elastic equation in the exterior and unbounded region of a smooth closed simply connected 2-dimensional domain, is proposed and investigated. This method is based…
We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning…
We consider the rigorous derivation of asymptotic formulas for initial-boundary value problems using the nonlinear steepest descent method. We give detailed derivations of the asymptotics in the similarity and self-similar sectors for the…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
A new (algebraic) approximation scheme to find {\sl global} solutions of two point boundary value problems of ordinary differential equations (ODE's) is presented. The method is applicable for both linear and nonlinear (coupled) ODE's whose…
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…
This paper is devoted to study the existence of solutions and the monotone method of second-order periodic boundary value problems when the lower and upper solutions $\alpha$ and $\beta$ violate the boundary conditions $…
We study a semidiscrete analogue of the Unified Transform Method introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations with constant coefficients on the finite interval $x…