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We develop a method for multidimensional optimisation using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimising functional correspond to fixed points of the…
Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…
In this paper a time dependent Stokes problem that is motivated by a standard sharp interface model for the fluid dynamics of two-phase flows is studied. This Stokes interface problem has discontinuous density and viscosity coefficients and…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
We consider a nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal system can be reduced by a homogenized approach. Secondly,…
We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…
We propose a general technique for extracting a larger set of stable information from persistent homology computations than is currently done. The persistent homology algorithm is usually viewed as a procedure which starts with a filtered…
A new approach for generating stress-constrained topological designs in continua is presented. The main novelty is in the use of elasto-plastic modeling and in optimizing the design such that it will exhibit a linear-elastic response. This…
Smoothed particle hydrodynamics (SPH) method has been increasingly used for simulating fluid flows, however its ability to simulate evaporating flow requires significant improvements. This paper proposes an SPH method for evaporating…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…
Particle filtering algorithms have enabled practical solutions to problems in autonomous robotics (self-driving cars, UAVs, warehouse robots), target tracking, and econometrics, with further applications in speech processing and medicine…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…
This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…
In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals,…
Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton, and Global) are investigated in conjunction with energy minimization principle to resolve the pressure and…
In this paper, we propose a dual-mixed formulation for stationary viscoplastic flows with yield, such as the Bingham or the Herschel-Bulkley flow. The approach is based on a Huber regularization of the viscosity term and a two-fold saddle…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…