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To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…

Optimization and Control · Mathematics 2024-10-22 Jan Bartsch , Robert Denk , Stefan Volkwein

A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…

Optimization and Control · Mathematics 2021-10-04 Sheng Zhang , Fei Liao , Yi-Nan Kong , Kai-Feng He

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

The standard implementation of the Maximum Entropy Method (MEM) follows Bryan and deploys a Singular Value Decomposition (SVD) to limit the dimensionality of the underlying solution space apriori. Here we present arguments based on the…

Computational Physics · Physics 2013-01-08 Alexander Rothkopf

We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic game theory and optimal control and show uniform convergence…

Numerical Analysis · Mathematics 2021-05-07 Bartosz Jaroszkowski , Max Jensen

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…

Functional Analysis · Mathematics 2013-01-01 Calin-Grigore Ambrozie

We present the Cell-based Maximum Entropy (CME) approximants in E3 space by constructing the smooth approximation distance function to polyhedral surfaces. CME is a meshfree approximation method combining the properties of the Maximum…

The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…

Statistics Theory · Mathematics 2015-10-15 Henryk Gzyl

Quantum algorithms to integrate nonlinear PDEs governing flow problems are challenging to discover but critical to enhancing the practical usefulness of quantum computing. We present here a near-optimal, robust, and end-to-end quantum…

We derive and analyze well-posed, energy- and entropy-stable boundary conditions (BCs) for the two-dimensional linear and nonlinear rotating shallow water equations (RSWE) in vector invariant form. The focus of the study is on subcritical…

Numerical Analysis · Mathematics 2026-01-07 Kenneth Duru , Chuqiao Xu

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…

Optimization and Control · Mathematics 2017-12-01 Gino I. Montecinos , Juan Lopez-Rios , Jaime H. Ortega , Rodrigo Lecaros

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in \cite{CDL1,CDL2} have demonstrated that entropy solutions may not be…

Numerical Analysis · Mathematics 2018-08-01 Ulrik S. Fjordholm , Roger Käppeli , Siddhartha Mishra , Eitan Tadmor

A multigrid method is proposed to compute the ground state solution of Bose-Einstein condensations by the finite element method based on the multilevel correction for eigenvalue problems and the multigrid method for linear boundary value…

Numerical Analysis · Mathematics 2014-09-09 Hehu Xie , Manting Xie

We present a collection of well-conditioned integral equation methods for the solution of electrostatic, acoustic or electromagnetic scattering problems involving anisotropic, inhomogeneous media. In the electromagnetic case, our approach…

Numerical Analysis · Mathematics 2018-05-15 Lise-Marie Imbert-Gerard , Felipe Vico , Leslie Greengard , Miguel Ferrando

This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…

Numerical Analysis · Mathematics 2025-08-28 Dang Quang A , Nguyen Thanh Huong , Vu Vinh Quang

We develop a novel fast iterative moment method for the steady-state simulation of near-continuum flows, which are modeled by the high-order moment system derived from the Boltzmann-BGK equation. The fast convergence of the present method…

Numerical Analysis · Mathematics 2025-07-30 Guanghan Li , Chunwu Wang , Zhicheng Hu

This paper develops a fully discrete modified characteristic finite element method for a coupled system consisting of the fully nonlinear Monge-Amp\'ere equation and a transport equation. The system is the Eulerian formulation in the dual…

Numerical Analysis · Mathematics 2008-10-09 Xiaobing Feng , Michael Neilan

The entropic moments of the probability density of a quantum system in position and momentum spaces describe not only some fundamental and/or experimentally accessible quantities of the system, but also the entropic uncertainty measures of…

Quantum Physics · Physics 2017-11-16 D. Puertas-Centeno , N. M. Temme , I. V. Toranzo , J. S. Dehesa

The achievement of Bose-Einstein condensation (BEC) in ultracold vapors of alkali atoms has given enormous impulse to the theoretical and experimental study of dilute atomic gases in condensed quantum states inside magnetic traps and…

Mathematical Physics · Physics 2017-11-21 Weizhu Bao

In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…

Numerical Analysis · Mathematics 2023-02-06 Zhiming Chen , Yong Liu , Xueshuang Xiang