Related papers: Effective maximum principles for spectral methods
The Allen-Cahn equation (ACE) inherently possesses two crucial properties: the maximum principle and the energy dissipation law. Preserving these two properties at the discrete level is also necessary in the numerical methods for the ACE.…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
We propose a locally conservative enriched Galerkin scheme that preserves the physical bounds for an elliptic problem. To this end, we use a substantial over-penalization of the discrete solution's jumps to obtain optimal convergence. To…
We consider optimal control problems, where the control appears in the main part of the operator. We derive the Pontryagin maximum principle as a necessary optimality condition. The proof uses the concept of topological derivatives. In…
In this paper, we propose and analyze a linear second-order numerical method for solving the Allen-Cahn equation with a general mobility. The proposed fully-discrete scheme is carefully constructed based on the combination of first and…
In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced and analyzed for the additive noise-driven stochastic…
We consider Dirichlet exterior value problems related to a class of non-local Schr\"odinger operators, whose kinetic terms are given in terms of Bernstein functions of the Laplacian. We prove elliptic and parabolic…
In this paper, a linear second order numerical scheme is developed and investigated for the Allen-Cahn equation with a general positive mobility. In particular, our fully discrete scheme is mainly constructed based on the Crank-Nicolson…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…
We develop and analyze a class of arbitrarily high-order, maximum bound preserving time-stepping schemes for solving Allen-Cahn equations. These schemes are constructed within the iterative framework of exponential integrators, combined…
As a first step towards a mathematically rigorous understanding of adaptive spectral/$hp$ discretizations of elliptic boundary-value problems, we study the performance of adaptive Legendre-Galerkin methods in one space dimension. These…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
We investigate strong maximum (and minimum) principles for fully nonlinear second order equations on Riemannian manifolds that are non-totally degenerate and satisfy appropriate scaling conditions. Our results apply to a large class of…
Although maximum entropy method (maxEnt method) is currently the standard algorithm for extracting real frequency information from imaginary frequency Green function, still this method is beset with overfitting problem, which manifests…
The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…
This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
We consider a parabolic sine-Gordon model with periodic boundary conditions. We prove a fundamental maximum principle which gives a priori uniform control of the solution. In the one-dimensional case we classify all bounded steady states…