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Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Numerical Analysis · Mathematics 2022-04-18 Martin Hutzenthaler , Thomas Kruse

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…

Mathematical Physics · Physics 2012-04-30 Sina Khorasani

In this paper, we consider the problem of local parameter identifiability of a parameter function in a system of ordinary differential equations. Previously, in this problem, the case where the dimensions of a parameter and a solution of a…

Dynamical Systems · Mathematics 2025-12-29 V. S. Shalgin

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

We study a quantum-algorithmic framework for parameterizing partial differential equations (PDEs). For a broad class of problems in which the discretized parameter field admits a diagonal representation, block-encodings of diagonal…

Quantum Physics · Physics 2026-03-03 Hiroshi Yano , Yuki Sato

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…

Optimization and Control · Mathematics 2017-08-01 Yunho Kim

In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the…

Numerical Analysis · Mathematics 2017-08-07 Paola Boito , Yuli Eidelman , Luca Gemignani

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

Optimization and Control · Mathematics 2021-07-19 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

We analyze the existence of a parameterized stationary solution $z(\lambda,z_0)=\big(x(\lambda,z_0), p(\lambda,z_0),\,u(\lambda,z_0)\big)\in D\subseteq\mathbb{R}^{2n+1},\,\lambda\in B(0,a)\subseteq\mathop{\prod}\limits_{i=1}^{m}[-a_i,a_i]$,…

Analysis of PDEs · Mathematics 2012-03-09 Saima Parveen , Muhammad Saeed Akram

Parameter identification problems for partial differential equations are an important subclass of inverse problems. The parameter-to-state map, which maps the parameter of interest to the respective solution of the PDE or state of the…

Numerical Analysis · Mathematics 2020-02-13 Heiko Hoffmann , Anne Wald

Standard perturbation theory of eigenvalue problems consists of obtaining approximations of eigenmodes in the neighborhood of an operator where the corresponding eigenmode is known. Nevertheless, if the corresponding eigenmodes of several…

Mathematical Physics · Physics 2025-07-29 Geneviève Dusson , Louis Garrigue , Benjamin Stamm

This paper provides the spectral decomposition of $(\star,\epsilon)$-palindromic quadratic matrix polynomial $P(\lambda)$ by a standard pair and a parameter matrix. When $J$ is assumed to be a block diagonal matrix, the parameter matrix…

Numerical Analysis · Mathematics 2026-05-08 Kang Zhao , Xin Wang , Xiaoxiao Ma

In this paper we consider generalized eigenvalue problems for a family of operators with a polynomial dependence on a complex parameter. This problem is equivalent to a genuine non self-adjoint operator. We discuss here existence of non…

Mathematical Physics · Physics 2007-05-23 Didier Robert

This paper presents some new results on the eigenvalues of the spheroidal wave equation. We study the angular and Coulomb spheroidal wave equation as a special case of a more general linear Hamiltonian system depending on three parameters.…

Analysis of PDEs · Mathematics 2025-01-03 Harald Schmid

We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

This work is concerned with approximating the smallest eigenvalue of a parameter-dependent Hermitian matrix $A(\mu)$ for many parameter values $\mu \in \mathbb{R}^P$. The design of reliable and efficient algorithms for addressing this task…

Numerical Analysis · Mathematics 2015-04-24 Petar Sirković , Daniel Kressner