Related papers: Regularization of linear impulsive boundary-value …
A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…
We propose an iterative method for nonlinear semidefinite programs with box constraints. The search direction in the proposed method utilizes the distance from the current point to the boundary of a feasible set. The computation of the…
We study boundary value problems for degenerate elliptic equations and systems with square integrable boundary data. We can allow for degeneracies in the form of an $A_{2}$ weight. We obtain representations and boundary traces for solutions…
In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…
This paper analyzes and explicitly solves a class of long-term average impulse control problems and a related class of singular control problems. The underlying process is a general one-dimensional diffusion with appropriate boundary…
In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…
This paper is devoted to the investigation of inverse problems related to stationary drift-diffusion equations modeling semiconductor devices. In this context we analyze several identification problems corresponding to different types of…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…
The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
Recent work has led to the development of an elegant theory of Linearly Solvable Markov Decision Processes (LMDPs) and related Path-Integral Control Problems. Traditionally, MDPs have been formulated using stochastic policies and a control…
This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…
We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
We consider second order elliptic divergence form systems with complex measurable coefficients $A$ that are independent of the transversal coordinate, and prove that the set of $A$ for which the boundary value problem with $L_2$ Dirichlet…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
A matrix method for the solution of direct fractional Sturm-Liouville problems on bounded domain is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral…