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We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the…

Optimization and Control · Mathematics 2016-02-01 Joris Bierkens , Vladimir Y. Chernyak , Michael Chertkov , Hilbert J. Kappen

Physics Informed Neural Networks is a numerical method which uses neural networks to approximate solutions of partial differential equations. It has received a lot of attention and is currently used in numerous physical and engineering…

Numerical Analysis · Mathematics 2025-07-10 Dimitrios Gazoulis , Ioannis Gkanis , Charalambos G. Makridakis

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…

Chaotic Dynamics · Physics 2025-07-04 Oleksandr Sudakov , Volodymyr Maistrenko

Solving the two-dimensional shallow water equations is a fundamental problem in flood simulation technology. In recent years, physics-informed neural networks (PINNs) have emerged as a novel methodology for addressing this problem. Given…

Fluid Dynamics · Physics 2025-01-22 Yongfu Tian , Shan Ding , Guofeng Su , Lida Huang , Jianguo Chen

In the realm of computational fluid dynamics, traditional numerical methods, which heavily rely on discretization, typically necessitate the formulation of partial differential equations (PDEs) in conservative form to accurately capture…

We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

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…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Quentin Bonassies , Raquel Rodriguez Suquet , Santiago Peña Luque , Kevin Marlis , Cédric David

Optimal control problems with nonsmooth objectives and nonlinear partial differential equation (PDE) constraints are challenging, mainly because of the underlying nonsmooth and nonconvex structures and the demanding computational cost for…

Optimization and Control · Mathematics 2025-04-25 Yongcun Song , Xiaoming Yuan , Hangrui Yue , Tianyou Zeng

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

This letter proposes a three-tier computational architecture for the real-time control of nonlinear complex systems, such as time-dependent PDEs. There is an important class of such problems for which existing single- and two-time-scale…

Optimization and Control · Mathematics 2026-01-06 Vyacheslav Kungurtsev

Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable…

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…

Computational Physics · Physics 2021-06-24 Govinda Anantha Padmanabha , Nicholas Zabaras

Solving partial differential equations (PDEs) with discontinuous solutions , such as shock waves in multiphase viscous flow in porous media , is critical for a wide range of scientific and engineering applications, as they represent sudden…

Fluid Dynamics · Physics 2025-03-25 Jassem Abbasi , Ameya D. Jagtap , Ben Moseley , Aksel Hiorth , Pål Østebø Andersen

Determining the maximum demand a water distribution network can satisfy is crucial for ensuring reliable supply and planning network expansion. This problem, typically formulated as a mixed-integer nonlinear program (MINLP), is…

Optimization and Control · Mathematics 2026-01-13 Sai Krishna Kanth Hari , Russell Bent