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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

The approximate numerical method for a calculation of a quantum wave impedance in a case of a potential energy with a complicated spatial structure is considered. It was proved that the approximation of a real potential by a piesewise…

Quantum Physics · Physics 2020-10-19 O. I. Hryhorchak

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

We consider the Linear Quadratic Regulation for the boundary control of the one dimensional linear wave equation under both Dirichlet and Neumann activation. For each activation we present a Riccati partial differential equation that we…

Optimization and Control · Mathematics 2021-02-16 Arthur J. Krener

In this paper we present a fully deterministic method for the numerical solution to the Boltzmann equation of rarefied gas dynamics in a bounded domain for multi-scale problems. Periodic, specular reflection and diffusive boundary…

Numerical Analysis · Mathematics 2011-06-07 Francis Filbet

This paper deals with the controllability for a one-dimensional wave equation with mixed boundary conditions in a non-cylindrical domain. This equation models small vibrations of a string where an endpoint is fixed and the other is moving.…

Analysis of PDEs · Mathematics 2025-02-03 Isaías Pereira de Jesus

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

Equations arising in General Relativity are usually too complicated to be solved analytically and one has to rely on numerical methods to solve sets of coupled partial differential equations. Among the possible choices, this paper focuses…

General Relativity and Quantum Cosmology · Physics 2016-06-22 Philippe Grandclement , Jérôme Novak

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…

Numerical Analysis · Mathematics 2024-05-16 Francesca Scarabel , Rossana Vermiglio

We present a novel computational scheme to solve acoustic wave transmission problems over composite scatterers, i.e. penetrable obstacles possessing junctions or triple points. Our continuous problem is cast as a multiple traces time-domain…

Numerical Analysis · Mathematics 2022-04-01 Carlos Jerez-Hanckes , Ignacio Labarca

A new approach to solving two-point boundary value problems for a wave equation is developed. This new approach exploits the principle of stationary action to reformulate and solve such problems in the framework of optimal control. In…

Optimization and Control · Mathematics 2017-11-13 Peter M. Dower , William M. McEneaney

A spectral method is described for solving coupled elliptic problems on an interior and an exterior domain. The method is formulated and tested on the two-dimensional interior Poisson and exterior Laplace problems, whose solutions and their…

Numerical Analysis · Mathematics 2007-11-22 Piotr Boronski

A numerical approach to the problem of wave scattering by many small particles is developed under the assumptions k<<1, d>>a, where a is the size of the particles and d is the distance between the neighboring particles. On the wavelength…

Computational Physics · Physics 2012-06-18 M. I. Andriychuk , A. G. Ramm

In this contribution, we introduce numerical continuation methods and bifurcation theory, techniques which find their roots in the study of dynamical systems, to the problem of tracing the parameter dependence of bound and resonant states…

Mathematical Physics · Physics 2011-11-23 Przemysław Kłosiewicz , Jan Broeckhove , Wim Vanroose

This paper provides a framework for the control of quantum mechanical systems with scattering states, i.e., systems with continuous spectra. We present the concept and prove a criterion of the approximate strong smooth controllability. Our…

Quantum Physics · Physics 2007-05-23 Re-Bing Wu , Tzyh-Jong Tarn , Chun-Wen Li

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

We consider the numerical approximation of boundary conditions in radiative transfer problems by a perfectly matched layer approach. The main idea is to extend the computational domain by an absorbing layer and to use an appropriate…

Numerical Analysis · Mathematics 2018-02-26 Herbert Egger , Matthias Schlottbom