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We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…
We study a pressure-robust virtual element method for the Oseen problem. In the advection-dominated case, the method is stabilized with a three level jump of the convective term. To analyze the method, we prove specific estimates for the…
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…
This paper introduces a multi-level (m-lev) mechanism into Evolution Strategies (ESs) in order to address a class of global optimization problems that could benefit from fine discretization of their decision variables. Such problems arise…
A novel boundary element method (BEM) removes the classical dependence on explicit fundamental solutions and extends quasi-optimal BEM discretisations to strongly elliptic operators with variable coefficients. The approach constructs a…
The Virtual Element Method (VEM) is a novel family of numerical methods for approximating partial differential equations on very general polygonal or polyhedral computational grids. This work aims to propose a Balancing Domain Decomposition…
We describe a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organized critical models of co-evolution such as the Bak-Sneppen model. The method, called Extremal Optimization,…
We numerically investigate the possibility of defining stabilization-free Virtual Element (VEM) discretizations of advection-diffusion problems in the advection-dominated regime. To this end, we consider a SUPG stabilized formulation of the…
We present in a unified framework new conforming and nonconforming Virtual Element Methods (VEM) for general second order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and non-symmetric…
It is well known that the solution of topology optimization problems may be affected both by the geometric properties of the computational mesh, which can steer the minimization process towards local (and non-physical) minima, and by the…
This document contains working annotations on the Virtual Element Method (VEM) for the approximate solution of diffusion problems with variable coefficients. To read this document you are assumed to have familiarity with concepts from the…
An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…
Nonlinear equations systems (NESs) are widely used in real-world problems while they are also difficult to solve due to their characteristics of nonlinearity and multiple roots. Evolutionary algorithm (EA) is one of the methods for solving…
We develop a geometrically intrinsic formulation of the arbitrary-order Virtual Element Method (VEM) on polygonal cells for the numerical solution of elliptic surface partial differential equations (PDEs). The PDE is first written in…
We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
Virtual element methods (VEMs) without extrinsic stabilization in arbitrary degree of polynomial are developed for second order elliptic problems, including a nonconforming VEM and a conforming VEM in arbitrary dimension. The key is to…
In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…
Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…
Variational quantum algorithms offer a promising new paradigm for solving partial differential equations on near-term quantum computers. Here, we propose a variational quantum algorithm for solving a general evolution equation through…