Related papers: Discrete approximations and optimality conditions …
In this work we consider a simple, approximate, tending toward exact, solution of the system of two usual Lotka-Volterra differential equations. Given solution is obtained by an iterative method. In any finite approximation order of this…
In this article we propose a new approach to an analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent and is based on the use of a so-called affine…
This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard backward SDEs and establish its well-posedness, and we show…
We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…
Deterministic solutions of the Boltzmann equation represent a real challenge due to the enormous computational effort which is required to produce such simulations and often stochastic methods such as Direct Simulation Monte Carlo (DSMC)…
The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…
In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme…
We develop a systematic procedure of finding integrable ''relativistic'' (regular one-parameter) deformations for integrable lattice systems. Our procedure is based on the integrable time discretizations and consists of three steps. First,…
Our work is part of the close link between continuous-time dissipative dynamical systems and optimization algorithms, and more precisely here, in the stochastic setting. We aim to study stochastic convex minimization problems through the…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…
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…
In this paper, we develop an interior-point method for solving a class of convex optimization problems with time-varying objective and constraint functions. Using log-barrier penalty functions, we propose a continuous-time dynamical system…
In a Hilbert setting, we introduce a new dynamical system and associated algorithms for solving monotone inclusions by rapid methods. Given a maximal monotone operator $A$, the evolution is governed by the time dependent operator $I -(I +…
In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…
In this paper, we present an efficient form of Volterra's equations of motion for both unconstrained and constrained multibody dynamical systems that include ignorable coordinates. The proposed method is applicable for systems with both…
A Sinc-Nystr\"om method for Volterra integro-differential equations was developed by Zarebnia in 2010. The method is quite efficient in the sense that exponential convergence can be obtained even if the given problem has endpoint…
The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…