Related papers: Rational methods for abstract linear initial bound…
Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…
This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…
Some approach to the solution of boundary value problems for finding functions, which are analytical in a wedge, is proposed. If the ratio of the angle at the wedge vertex to a number \pi is rational, then the boundary value problem is…
In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their…
We consider the initial boundary value problem (IBVP) for a non-local scalar conservation laws in one space dimension. The non-local operator in the flux function is not a mere convolution product, but it is assumed to be aware of…
Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…
In this paper we address the temporal energy growth associated with numerical approximations of the perfectly matched layer (PML) for Maxwell's equations in first order form. In the literature, several studies have shown that a numerical…
In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…
Iteration methods based on barycentric rational interpolation are derived that exhibit accelerating orders of convergence. For univariate root search, the derivative-free methods approach quadratic convergence and the first-derivative…
We propose an algebraic geometric approach for studying rational solutions of first-order algebraic ordinary difference equations. For an autonomous first-order algebraic ordinary difference equations, we give an upper bound for the degrees…
We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…
We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e.\ problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected)…
In order to solve an initial value problem by the variational iteration method, a sequence of functions is produced which converges to the solution under some suitable conditions. In the nonlinear case, after a few iterations the terms of…
We consider the discretization of parabolic initial boundary value problems by finite element methods in space and a Runge-Kutta time stepping scheme. Order optimal a-priori error estimates are derived in an energy-norm under natural…
This paper studies the spatial manifestations of order reduction that occur when time-stepping initial-boundary-value problems (IBVPs) with high-order Runge-Kutta methods. For such IBVPs, geometric structures arise that do not have an…
The first order optimality conditions of optimal control problems (OCPs) can be regarded as boundary value problems for Hamiltonian systems. Variational or symplectic discretisation methods are classically known for their excellent long…
We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…