Related papers: Generalizing the German Tank Problem
Mackey-Glass equation arises in the leukemia model. We generalize this equation to include fractional-order derivatives in two directions. The first generalization contains one whereas the second contains two fractional derivatives. Such…
The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…
We address the problem of finding worst-case nonparametric bounds for T-statistic by considering the extremal problem of maximising the mid-quantile (a special case of 'smoothed quantile' as discussed in \cite{St77} and \cite{W11}) $\tilde…
We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension, and also the analogous problem for a symmetric variant of the system. Assuming smoothness of solutions, we discretize these problems…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
The supporting vectors of a matrix A are the solutions of max || x ||_2 =1 {||Ax||_2^2}. The generalized supporting vectors of matrices A_1 , . . . , A_k are the solutions of max || x ||_2 =1 {||A_1x||_2^2 + ||A_2x||_2^2 + ... +…
Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…
In this article we obtain an optimal best approximation type result for fully discrete approximations of the transient Stokes problem. For the time discretization we use the discontinuous Galerkin method and for the spatial discretization…
Thimble regularisation is a possible solution to the sign problem, which is evaded by formulating quantum field theories on manifolds where the imaginary part of the action stays constant (Lefschetz thimbles). A major obstacle is due to the…
In this paper we study a history matching approach that consists of finding stable approximations to the problem of minimizing the weighted least-squares functional that penalizes the misfit between the reservoir model predictions $G(u)$…
We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…
Two-dimensional spatially localized structures in the complex Ginzburg-Landau equation with 1:1 resonance are studied near the simultaneous occurrence of a steady front between two spatially homogeneous equilibria and a supercritical Turing…
We investigate a quantum Heisenberg model with both antiferromagnetic and disordered nearest-neighbor couplings. We use an extended dynamical mean-field approach, which reduces the lattice problem to a self-consistent local impurity problem…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
We consider a class of stochastic optimal control problems for discrete-time stochastic linear systems which seek for control policies that will steer the probability distribution of the terminal state of the system close to a desired…
We address a challenging tank blending and scheduling problem regarding operations for a chemical plant. We model the problem as a nonconvex MIQCP, then approximate this model as a MILP using a discretization-based approach. We combine a…
A distributed optimal control problem with final observation for a three- dimensional Lagrange averaged Navier-Stokes-? model is studied. The solvability of the optimal control problem is proved and the first-order optimality conditions are…
Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…
A one-dimensional Klein-Gordon problem, which is a physical model for a quantum particle submitted to a potential barrier, is studied numerically : using a variational formulation and a Newmark numerical method, we compute the mean position…
We have worked out simple analytical formulae that accurately approximate the relationship between the position of the source with respect to the lens center and the amplification of the images, hence the lens cross section, for realistic…