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We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…

Probability · Mathematics 2013-06-20 V. I. Arkin , A. D. Slastnikov

We introduce a general-purpose method for optimising the mixing rate of advective fluid flows. An existing velocity field is perturbed in a $C^1$ neighborhood to maximize the mixing rate for flows generated by velocity fields in this…

Fluid Dynamics · Physics 2018-01-30 Gary Froyland , Naratip Santitissadeekorn

Accurate transport algorithms are crucial for computational fluid dynamics and more accurate and efficient schemes are always in development. One dimensional limiting is commonly employed to suppress nonphysical oscillations. However, the…

Numerical Analysis · Mathematics 2024-07-12 James Woodfield , Hilary Weller , Colin J Cotter

Data flow analysis and optimization is considered for homogeneous rectangular mesh networks. We propose a flow matrix equation which allows a closed-form characterization of the nature of the minimal time solution, speedup and a simple…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-30 Junwei Zhang , Yang Liu , Li Shi , Thomas G. Robertazzi

An optimization method used in image-processing (metamorphosis) is found to imply Euler's equations for incompressible flow of an inviscid fluid, without requiring that the Lagrangian particle labels exactly follow the flow lines of the…

Chaotic Dynamics · Physics 2015-05-13 Darryl D. Holm

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

Probability · Mathematics 2016-12-05 Giuseppina Guatteri

The justification of hydrodynamic limits in non-convex domains has long been an open problem due to the singularity at the grazing set. In this paper, we investigate the unsteady neutron transport equation in a general bounded domain with…

Analysis of PDEs · Mathematics 2023-03-28 Zhimeng Ouyang

In this paper, we investigate the geometry of a general class of gradient flows with multiple local maxima. we decompose the underlying space into disjoint regions of attraction and establish the adjacency criterion. The criterion states a…

Dynamical Systems · Mathematics 2017-09-11 Xudong Chen

The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…

Analysis of PDEs · Mathematics 2018-03-14 Rinaldo M. Colombo , Elena Rossi

The relation of a scalar field with a perfect fluid has generated some debate along the last few years. In this paper we argue that shift-invariant scalar fields can describe accurately the potential flow of an isentropic perfect fluid,…

General Relativity and Quantum Cosmology · Physics 2013-11-22 Alberto Diez-Tejedor

Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow, thus allowing maps…

Machine Learning · Computer Science 2022-11-07 Samuel Klein , John Andrew Raine , Tobias Golling

We consider transport networks with nodes scattered at random in a large domain. At certain local rates, the nodes generate traffic flowing according to some navigation scheme in a given direction. In the thermodynamic limit of a growing…

Probability · Mathematics 2016-02-03 Christian Hirsch , Benedikt Jahnel , Paul Keeler , Robert I. A. Patterson

An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…

Computational Physics · Physics 2018-08-15 D. Kidd , A. S. Umar , K. Varga

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

Fluid mixing usually involves the interplay between advection and diffusion, which together cause any initial distribution of passive scalar to homogenize and ultimately reach a uniform state. However, this scenario only holds when the…

Fluid Dynamics · Physics 2021-09-14 Jean-Luc Thiffeault

A nonlinear differential equation about optimal shapes for blades of a fan. A boundary value differential problem from engineering, geometrical or physical bonds. A relation between linear profiles and constant speed along the side under…

Classical Analysis and ODEs · Mathematics 2008-03-27 Gianluca Argentini

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

We consider the Cauchy problem for two prototypes of flux-saturated diffusion equations. In arbitrary space dimension, we give an optimal condition on the growth of the initial datum which discriminates between occurrence or nonoccurrence…

Analysis of PDEs · Mathematics 2019-07-23 Lorenzo Giacomelli , Salvador Moll , Francesco Petitta

We consider a given region $\Omega$ where the traffic flows according to two regimes: in a region $C$ we have a low congestion, where in the remaining part $\Omega\setminus C$ the congestion is higher. The two congestion functions $H_1$ and…

Optimization and Control · Mathematics 2014-04-04 Giuseppe Buttazzo , Guillaume Carlier , Serena Guarino Lo Bianco

The material structure of bodies undergoing growth is considered. In the geometric framework of a general differential manifold modeling the physical space and a fiber bundle modeling spacetime, body points may be defined for any extensive…

Mathematical Physics · Physics 2023-11-14 Vladimir Goldshtein , Reuven Segev