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We present a novel implementation of Smoothed Particle Hydrodynamics (SPHS) that uses the spatial derivative of the velocity divergence as a higher order dissipation switch. Our switch -- which is second order accurate -- detects flow…
Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…
This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…
Particle flow processing is widely employed across various industrial applications and technologies. Due to the complex interactions between particles and fluids, designing effective devices for particle flow processing is challenging. In…
Structural stiffness plays an important role in engineering design. The analysis of stiffness requires precise experiments and computational models that can be difficult or time-consuming to procure. A novel relation between modal and…
Conservation laws are usually studied in the context of sufficient regularity conditions imposed on the flux function, usually $C^{2}$ and uniform convexity. Some results are proven with the aid of variational methods and a unique minimizer…
We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…
A design problem of finding an optimally stiff membrane structure by selecting one-dimensional fiber reinforcements is formulated and solved. The membrane model is derived in a novel manner from a particular three-dimensional linear elastic…
We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…
We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…
We study the filtering problem over a Lie group that plays an important role in robotics and aerospace applications. We present a new particle filtering algorithm based on stochastic control. In particular, our algorithm is based on a…
Finite element simulations have been used to solve various partial differential equations (PDEs) that model physical, chemical, and biological phenomena. The resulting discretized solutions to PDEs often do not satisfy requisite physical…
This paper presents a minimum flow approach applicable to a wide range of doubly nonlinear diffusion problems. We introduce a minimum flow steepest descent algorithm that seeks an optimal traffic flow by minimizing an internal energy…
Smoothed particle hydrodynamics (SPH) has been extensively studied in computer graphics to animate fluids with versatile effects. However, SPH still suffers from two numerical difficulties: the particle deficiency problem, which will…
Spatially localized structures are key components of turbulence and other spatio-temporally chaotic systems. From a dynamical systems viewpoint, it is desirable to obtain corresponding exact solutions, though their existence is not…
This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…
An ideal compressible fluid is considered, with an equilibrium density being a given function of coordinates due to presence of some static external forces. The slow flows in such system, which do not disturb the density, are investigated…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of…