Related papers: Injective and pseudo-injective polynomial equation…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…
This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…
We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…
Endowing the set of functional graphs (FGs) with the sum (disjoint union of graphs) and product (standard direct product on graphs) operations induces on FGs a structure of a commutative semiring R. The operations on R can be naturally…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
The implementation of discontinuous functions occurs in many of today's state-of-the-art partial differential equation solvers. However, in finite element methods, this poses an inherent difficulty: efficient quadrature rules available when…
Properties of partial integrals such as real and complex-valued polynomial, multiple polynomial, exponential, and conditional for ordinary differential systems are studied. The possibilities of constructing first integrals and last…
The objective of this paper is to investigate the existence and the forms of the pair of finite order entire and meromorphic solutions of some certain systems of Fermat-type partial differential-difference equations of several complex…
We study the problem of computing the isolated regular solutions of a system \((f_1,\ldots,f_n)\) of \(n\) polynomial equations in \(n\) variables \((X_1, \dots, X_n)\) over a field of characteristic zero \(k\). We focus on systems with a…
We obtain computational hardness results for f-vectors of polytopes by exhibiting reductions of the problems DIVISOR and SEMI-PRIME TESTABILITY to problems on f-vectors of polytopes. Further, we show that the corresponding problems for…
This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…
Model reduction plays a critical role in system control, with established methods such as balanced truncation widely used for linear systems. However, extending these methods to nonlinear settings, particularly polynomial dynamical systems…
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…
Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…
Dynamic programming (DP) is an algorithmic design paradigm for the efficient, exact solution of otherwise intractable, combinatorial problems. However, DP algorithm design is often presented in an ad-hoc manner. It is sometimes difficult to…
We introduce efficient differentially private (DP) algorithms for several linear algebraic tasks, including solving linear equalities over arbitrary fields, linear inequalities over the reals, and computing affine spans and convex hulls. As…
In order to verify programs or hybrid systems, one often needs to prove that certain formulas are unsatisfiable. In this paper, we consider conjunctions of polynomial inequalities over the reals. Classical algorithms for deciding these not…
Differential systems with a Fuchsian linear part are studied in regions including all the singularities in the complex plane of these equations. Such systems are not necessarily analytically equivalent to their linear part (they are not…
We study linear abstract differential-algebraic equations (ADAEs), and we introduce an index concept which is based on polynomial growth of a~pseudo-resolvent. Our approach to solvability analysis is based on degenerate semigroups. We apply…