Related papers: Differential constraints compatible with linearize…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…
We examine the convexity and tractability of the two-sided linear chance constraint model under Gaussian uncertainty. We show that these constraints can be applied directly to model a larger class of nonlinear chance constraints as well as…
We show that boundary contributions of BCFW recursions can be interpreted as the form factors of some composite operators which we call 'boundary operators'. The boundary operators can be extracted from the operator product expansion of…
The most general form of the deviation equations in spaces with linear connection with arbitrary torsion is derived.
In this study, linear second-order conformable differential equations using a proportional derivative are shown to be formally self-adjoint equations with respect to a certain inner product and the associated self-adjoint boundary…
We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…
This paper presents reproducing kernel Hilbert spaces method to obtain the numerical solution for partial differential equation constrained optimization problem.
The main result establishes the existence of a solution in a generalized sense for a nonlinear Dirichlet problem driven by a competing operator and exhibiting a convection term composed with an intrinsic operator. A finite dimensional…
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are…
We study integrable hierarchies associated with spectral problems of the form $P\psi=\lambda Q\psi$ where $P,Q$ are difference operators. The corresponding nonlinear differential-difference equations can be viewed as inhomogeneous…
In this work, we focus on separable convex optimization problems with box constraints and a set of triangular linear constraints. The solution is given in closed-form as a function of some Lagrange multipliers that can be computed through…
We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
In this paper, exploiting variational methods, the existence of three weak solutions for a class of elliptic equations involving a general operator in divergence form and with Dirichlet boundary condition is investigated. Several special…
In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…
We consider equations arising from rational Lax representations. A general method to construct recursion operators for such equations is given. Several examples are given, including a degenerate bi-Hamiltonian system with a recursion…
Methods are described for the solution of linear inference problems subject to deterministic constraints. The approach builds on work by Backus (1970a,b,c) and Parker (1977), but a range useful advances are suggested to address both…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An application to a stochastic control problem is presented.…