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Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

Numerical Analysis · Mathematics 2010-08-03 Minh-Binh Tran

Traditional approaches to stabilizing hyperbolic PDEs, such as PDE backstepping, often encounter challenges when dealing with high-dimensional or complex nonlinear problems. Their solutions require high computational and analytical costs.…

Analysis of PDEs · Mathematics 2024-11-08 Xianhe Zhang , Yu Xiao , Xiaodong Xu , Biao Luo

Backstepping design for boundary linear PDE is formulated as a convex optimization problem. Some classes of parabolic PDEs and a first-order hyperbolic PDE are studied, with particular attention to non-strict feedback structures. Based on…

Systems and Control · Computer Science 2017-10-11 Pedro Ascencio , Alessandro Astolfi , Thomas Parisini

In this article, we develop and present a novel regularization scheme for ill-posed inverse problems governed by nonlinear time-dependent partial differential equations (PDEs). In our recent work, we introduced a bi-level regularization…

Numerical Analysis · Mathematics 2025-07-08 Tram Thi Ngoc Nguyen

This paper deals with the exponential stability of systems made of a hyperbolic PDE coupled with an ODE with different time scales, the dynamics of the PDE being much faster than that of the ODE. Such a difference of time scales is modeled…

Analysis of PDEs · Mathematics 2024-03-12 Gonzalo Arias , Swann Marx , Guilherme Mazanti

Motivated by recent work on instabilities in expanding domains in reaction-diffusion settings, we propose an analog of such mechanisms in energy-conserving wave equations. In particular, we consider a nonlinear Schr{\"o}dinger equation in a…

Pattern Formation and Solitons · Physics 2009-11-13 K. J. H. Law , P. G. Kevrekidis , D. J. Frantzeskakis , A. R. Bishop

Backstepping is a mature and powerful Lyapunov-based design approach for a specific set of systems. Throughout the development over three decades, innovative theories and practices have extended backstepping to stabilization and tracking…

Systems and Control · Electrical Eng. & Systems 2023-05-04 Zhengru Ren

This work addresses the imposition of outflow boundary conditions for one-dimensional conservation laws. While a highly accurate numerical solution can be obtained in the interior of the domain, boundary discretization can lead to…

Numerical Analysis · Mathematics 2025-12-09 Carlos Muñoz-Moncayo

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…

Numerical Analysis · Mathematics 2009-04-07 Tony MacKenzie , A. J. Roberts

Signal restoration and inverse problems are key elements in most real-world data science applications. In the past decades, with the emergence of machine learning methods, inversion of measurements has become a popular step in almost all…

Information Theory · Computer Science 2026-04-21 Deborah Pereg

This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…

Optimization and Control · Mathematics 2025-02-24 Nacira Agram , Isabelle Turpin , Eya Zougar

In this paper, we investigate the tumor instability by employing both analytical and numerical techniques to validate previous results and extend the analytical findings presented in a prior study by Feng et al 2023. Building upon the…

Analysis of PDEs · Mathematics 2024-01-11 Jian-Guo Liu , Thomas Witelski , Xiaoqian Xu , Jiaqi Zhang

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

Optimization and Control · Mathematics 2024-06-07 Christoph Buchheim

Solving partial differential equations (PDEs) on complex domains can present significant computational challenges. The Diffuse Domain Method (DDM) is an alternative that reformulates the partial differential equations on a larger, simpler…

Numerical Analysis · Mathematics 2025-07-24 Luke Benfield , Andreas Dedner

In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Cheng Zhao , Yanbin Zhang

The problem of stabilization of a system of coupled PDEs of the forth-order by means of boundary control is investigated. The considered setup arises from the classical Euler-Bernoulli beam model, and constitutes a generalization of…

Systems and Control · Electrical Eng. & Systems 2020-01-17 Andrea Cristofaro , Francesco Ferrante

PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…

Numerical Analysis · Mathematics 2025-03-17 Jenny Power , Tristan Pryer

This paper concerns the use of asymptotic expansions for the efficient solving of forward and inverse problems involving a nonlinear singularly perturbed time-dependent reaction--diffusion--advection equation. By using an asymptotic…

Numerical Analysis · Mathematics 2023-02-15 Dmitrii Chaikovskii , Ye Zhang

This paper presents a constraint-enforcing control framework for a class of discrete-time strict-feedback nonlinear systems. The objective is to guarantee closed-loop stability while ensuring forward invariance of a prescribed safe set…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel