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A method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary…

Pricing of Securities · Quantitative Finance 2023-05-26 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

We consider the inverse problem of finding matrix valued edge or nodal quantities in a graph from measurements made at a few boundary nodes. This is a generalization of the problem of finding resistors in a resistor network from voltage and…

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

We are interested in numerical schemes for the simulation of large scale gas networks. Typical models are based on the isentropic Euler equations with realistic gas constant. The numerical scheme is based on transformation of conservative…

Numerical Analysis · Mathematics 2020-05-26 Sara Grundel , Michael Herty

This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two dimensional bounded, convex, polygonal domain. It…

Optimization and Control · Mathematics 2024-02-12 Sudipto Chowdhury , Divay Garg

We develop a linearized boundary control method for the inverse boundary value problem of determining the damping coefficient in the damped wave equation. The objective is to reconstruct an unknown perturbation in a known background damping…

Analysis of PDEs · Mathematics 2026-03-11 Tianyu Yang , Yang Yang

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

We formulate the immersed-boundary method (IBM) as an inverse problem. A control variable is introduced on the boundary of a larger domain that encompasses the target domain. The optimal control is the one that minimizes the mismatch…

Optimization and Control · Mathematics 2019-09-04 Jianfeng Yan , Jason Edward Hicken

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

Anomaly detection in complex domains poses significant challenges due to the need for extensive labeled data and the inherently imbalanced nature of anomalous versus benign samples. Graph-based machine learning models have emerged as a…

Machine Learning · Computer Science 2025-07-21 Yifan Wei , Anwar Said , Waseem Abbas , Xenofon Koutsoukos

Uncertainty principles present an important theoretical tool in signal processing, as they provide limits on the time-frequency concentration of a signal. In many real-world applications the signal domain has a complicated irregular…

Information Theory · Computer Science 2023-06-29 Elizaveta Rebrova , Palina Salanevich

In this paper we study the inverse eigenvector centrality problem on directed graphs: given a prescribed node centrality profile, we seek edge weights that realize it. Since this inverse problem generally admits infinitely many solutions,…

Social and Information Networks · Computer Science 2026-02-13 Mauro Passacantando , Fabio Raciti

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…

Numerical Analysis · Mathematics 2015-05-12 Johannes Pfefferer , Klaus Krumbiegel

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

Control problems frequently arise in scientific and industrial applications, where the objective is to steer a dynamical system from an initial state to a desired target state. Recent advances in deep learning and automatic differentiation…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Lucas Böttcher

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

Communication networks form the backbone of our society. Topology control algorithms optimize the topology of such communication networks. Due to the importance of communication networks, a topology control algorithm should guarantee…

Software Engineering · Computer Science 2018-05-10 Roland Kluge , Michael Stein , Gergely Varró , Andy Schürr , Matthias Hollick , Max Mühlhäuser

We develop a linearized boundary control method for the inverse boundary value problem of determining a potential in the acoustic wave equation from the Neumann-to-Dirichlet map. When the linearization is at the zero potential, we derive a…

Analysis of PDEs · Mathematics 2022-10-12 Lauri Oksanen , Tianyu Yang , Yang Yang

The paper deals with finite element approximations of elliptic Dirichlet boundary control problems posed on two-dimensional polygonal domains. Error estimates are derived for the approximation of the control and the state variables. Special…

Numerical Analysis · Mathematics 2019-01-28 Thomas Apel , Mariano Mateos , Johannes Pfefferer , Arnd Rösch