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In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex…

Optimization and Control · Mathematics 2024-04-29 Sachin Shivakumar , Matthew Peet

The $H_2$ norm is a commonly used performance metric in the design of estimators. However, $H_2$-optimal estimation of most PDEs is complicated by the lack of transfer function and state-space representations. To address this problem, we…

Optimization and Control · Mathematics 2026-05-19 Danio Braghini , Sachin Shivakumar , Matthew M. Peet

In this paper, we present a new method for estimating the $L_2$-gain of systems governed by 2nd order linear Partial Differential Equations (PDEs) in two spatial variables, using semidefinite programming. It has previously been shown that,…

Optimization and Control · Mathematics 2024-06-18 Declan S. Jagt , Matthew M. Peet

In this paper, we present a convex formulation of $H_{\infty}$-optimal control problem for coupled linear ODE-PDE systems with one spatial dimension. First, we reformulate the coupled ODE-PDE system as a Partial Integral Equation (PIE)…

Optimization and Control · Mathematics 2020-06-26 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew M. Peet

We introduce a Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in two spatial variables. PIEs are an algebraic state-space representation of infinite-dimensional systems and have been used to model 1D…

Analysis of PDEs · Mathematics 2024-06-18 Declan S. Jagt , Matthew M. Peet

This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE)…

Optimization and Control · Mathematics 2020-04-10 Shuangshuang Wu , Sachin Shivakumar , Matthew M. Peet , Changchun Hua

We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…

Analysis of PDEs · Mathematics 2020-09-14 Matthew M. Peet

Partial Integral Equations (PIEs) have been used to represent both systems with delay and systems of Partial Differential Equations (PDEs) in one or two spatial dimensions. In this paper, we show that these results can be combined to obtain…

Optimization and Control · Mathematics 2024-06-18 Declan S. Jagt , Matthew M. Peet

We consider $\hinf$-optimal state-feedback control of the class of linear Partial Differential Equations (PDEs) which admit a Partial Integral Equation (PIE) representation. While linear matrix inequalities are commonly used for optimal…

Optimization and Control · Mathematics 2026-04-07 Sachin Shivakumar , Amritam Das , Matthew Peet

Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more…

Analysis of PDEs · Mathematics 2026-05-20 Declan S. Jagt , Matthew M. Peet

Impulse-to-peak response (I2P) analysis for state-space ordinary differential equation (ODE) systems is a well-studied classical problem. However, the techniques employed for I2P optimal control of ODEs have not been extended to partial…

Optimization and Control · Mathematics 2026-04-07 Tristan Thomas , Sachin Shivakumar , Javad Mohammadpour Velni

PDEs with periodic boundary conditions are frequently used to model processes in large spatial environments, assuming solutions to extend periodically beyond some bounded interval. However, solutions to these PDEs often do not converge to a…

Analysis of PDEs · Mathematics 2025-09-04 Declan Jagt , Sergei Chernyshenko , Matthew Peet

In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…

Numerical Analysis · Mathematics 2022-12-19 Sachin Shivakumar , Amritam Das , Matthew Peet

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…

Numerical Analysis · Mathematics 2022-04-04 Sachin Shivakumar , Matthew Peet

It has recently been shown that the evolution of a linear Partial Differential Equation (PDE) can be more conveniently represented in terms of the evolution of a higher spatial derivative of the state. This higher spatial derivative (termed…

Analysis of PDEs · Mathematics 2023-09-12 Declan Jagt , Peter Seiler , Matthew Peet

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

It has been shown that the existence of a Partial Integral Equation (PIE) representation of a Partial Differential Equation (PDE) simplifies many numerical aspects of analysis, simulation, and optimal control. However, the PIE…

Optimization and Control · Mathematics 2024-03-14 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew Peet

This paper establishes the optimal $H^1$-norm error estimate for a nonstandard finite element method for approximating $H^2$ strong solutions of second order linear elliptic PDEs in non-divergence form with continuous coefficients. To…

Numerical Analysis · Mathematics 2019-10-01 Xiaobing Feng , Stefan Schnake
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