Related papers: A Probabilistic Approach to Shape Derivatives
This paper is concerned with the minimisation of peak stresses occurring in linear elasticity. We propose to minimise the maximal von Mises stress of the elastic body. This leads to a nonsmooth shape functional. We derive the shape…
Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…
We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…
In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular…
Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…
In this article, the shape optimization of a linear elastic body subject to frictional (Tresca) contact is investigated. Due to the projection operators involved in the formulation of the contact problem, the solution is not shape…
Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…
Shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations. Here we consider a class of shape optimization problems constrained by nonlocal equations which involve…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
We study a semilinear elliptic equation with a pure power nonlinearity with exponent $p>1$, and provide sufficient conditions for the existence of positive solutions. These conditions involve expected exit times from the domain, $D$, where…
This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…
In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…
This article deals with a particular class of shape and topology optimization problems: the optimized design is a region $G$ of the boundary $\partial \Omega$ of a given domain $\Omega$, which supports a particular type of boundary…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
Working within the class of piecewise constant conductivities, the inverse problem of electrical impedance tomography can be recast as a shape optimization problem where the discontinuity interface is the unknown. Using Gr\"oger's…
We consider second-order divergence form uniformly parabolic and elliptic PDEs with bounded and $VMO_{x}$ leading coefficients and possibly linearly growing lower-order coefficients. We look for solutions which are summable to the $p$th…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…