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In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…

Methodology · Statistics 2024-07-23 Lucia Clarotto , Denis Allard , Thomas Romary , Nicolas Desassis

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

L\'{e}vy robotic systems combine superdiffusive random movement with emergent collective behaviour from local communication and alignment in order to find rare targets or track objects. In this article we derive macroscopic fractional PDE…

Robotics · Computer Science 2020-03-06 Gissell Estrada-Rodriguez , Heiko Gimperlein

A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…

Optimization and Control · Mathematics 2013-10-29 M. Hossein Partovi , Michael R. Caputo

This paper presents a novel partial differential equation (PDE)-based framework for controlling an ensemble of robots, which have limited sensing and actuation capabilities and exhibit stochastic behaviors, to perform mapping and coverage…

Systems and Control · Computer Science 2017-11-30 Karthik Elamvazhuthi , Hendrik Kuiper , Spring Berman

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

We study the deployment of a first-order multi-agent system over a desired smooth curve in 3D space. We assume that the agents have access to the local information of the desired curve and their displacements with respect to their closest…

Optimization and Control · Mathematics 2019-03-25 Jieqiang Wei , Emilia Fridman , Anton Selivanov , Karl H. Johansson

In this paper, we are concerned with the state feedback stabilization of ODE-PDE cascade systems governed by a linear ordinary differential equation and the 1-d reaction-diffusion equation posed on a bounded interval. In contrast to the…

Analysis of PDEs · Mathematics 2018-01-04 Habib Ayadi

This paper addresses the multivariable gradient-based extremum seeking control (ESC) subject to saturation. Two distinct saturation scenarios are investigated here: saturation acting on the input of the function to be optimized, which is…

In this paper, we deal with a network of agents that want to cooperatively minimize the sum of local cost functions depending on a common decision variable. We consider the challenging scenario in which objective functions are unknown and…

Optimization and Control · Mathematics 2024-11-08 Nicola Mimmo , Guido Carnevale , Andrea Testa , Giuseppe Notarstefano

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

This paper proposes the incorporation of static event-triggered control in the actuation path of Newton-based extremum seeking and its comparison with the earlier gradient version. As in the continuous methods, the convergence rate of the…

Optimization and Control · Mathematics 2025-02-04 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

We analytically and numerically study a fourth order PDE modeling rough crystal surface diffusion on the macroscopic level. We discuss existence of solutions globally in time and long time dynamics for the PDE model. The PDE, originally…

Analysis of PDEs · Mathematics 2022-11-09 Yuan Gao , Anya E. Katsevich , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

In this paper we consider an ESFEM method for the advection and diffusion of a scalar quantity on a moving closed curve. The diffusion process is controlled by a forcing term that may include a rough term (specifically a stochastic noise)…

Numerical Analysis · Mathematics 2025-07-03 Paola Pozzi , Björn Stinner

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

Probability · Mathematics 2012-10-29 Zhi Zheng , Richard B. Sowers

We propose a dual mode extremum seeking control design technique that achieves real-time optimization of an unknown measured cost function in a prescribed time. The controller is shown to achieve semi-global practical stability of the…

Optimization and Control · Mathematics 2024-05-14 Adam Waterman , Martin Guay , Denis Dochain