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Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…
In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…
We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…
In this paper we develop a new sixth-order finite difference central weighted essentially non-oscillatory (WENO) scheme with Z-type nonlinear weights for nonlinear degenerate parabolic equations. The centered polynomial is introduced for…
We propose an alternative reconstruction for weighted essentially non-oscillatory schemes with adaptive order (WENO-AO) for solving hyperbolic conservation laws. The alternative reconstruction has a more concise form than the original…
Based on the solution formula method, a series of one-step fully-discrete schemes, such as FWENO/Full-WENO has been proposed. Storing the by-products conservative variables at the half points (grid center) and using them as interpolation…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
This paper proposes high-order accurate, oscillation-eliminating Hermite weighted essentially non-oscillatory (OE-HWENO) finite volume schemes for hyperbolic conservation laws. The OE-HWENO schemes apply an OE procedure after each…
This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…
In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a…
Third order WENO and CWENO reconstruction are widespread high order reconstruction techniques for numerical schemes for hyperbolic conservation and balance laws. In their definition, there appears a small positive parameter, usually called…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…
We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…
We propose a simple yet effective local smoothness indicator for the downwind stencil in central-upwind weighted essentially non-oscillatory (WENO) schemes of even order for hyperbolic conservation laws. Starting from an odd-order upwind…
In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain…
For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
We illustrate that numerical solutions of high order finite volume Hermite weighted essentially non-oscillatory (HWENO) scheme for some nonconvex conservation laws perform poorly or converge to the entropy solution in a slow speed. The…