相关论文: Penalization approach for mixed hyperbolic systems…

This paper proposes a volumetric penalty method to simulate the boundary conditions for a non-linear hyperbolic problem. The boundary conditions are assumed to be maximally strictly dissipative on a non-characteristic boundary. This…

In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dimensional Hilbertian framework, the class of dynamical systems…

We study one-dimensional linear hyperbolic systems with $L^{\infty}$-coefficients subjected to periodic conditions in time and reflection boundary conditions in space. We derive a priori estimates and give an operator representation of…

A constraint penalization method is introduced within the Lattice Boltzmann (LBM) framework to model fluid-structure interactions involving rigid bodies. The proposed approach extends the fictitious domain concept by enforcing the…

In this paper, we present a novel penalty approach for the numerical solution of continuously controlled HJB equations and HJB obstacle problems. Our results include estimates of the penalisation error for a class of penalty terms, and we…

The penalization method is used to take account of obstacles in a tokamak, such as the limiter. We study a non linear hyperbolic system modelling the plasma transport in the area close to the wall. A penalization which cuts the transport…

The paper addresses linear hyperbolic systems in one space dimension with random field coefficients. In many applications, a low degree of regularity of the paths of the coefficients is required, which is not covered by classical stochastic…

A new interior-exterior penalty method for solving quasi-variational inequality and pseudo-monotone operators arising in two-dimensional point contact problem has been analyzed and developed in discontinuous Galerkin finite volume method…

Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…

This paper proposes penalty schemes for a class of weakly coupled systems of Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) arising from stochastic hybrid control problems of regime-switching models with both continuous…

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…

A penalized maximum likelihood estimation approach is proposed for discrete-time hidden Markov models where covariates affect the observed responses and serial dependence is considered. The proposed penalized maximum likelihood method…

The penalization method is a popular technique to provide particle swarm optimizers with the ability to handle constraints. The downside is the need of penalization coefficients whose settings are problem-specific. While adaptive…

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…

In this paper we present an approach to approximate numerically the solution of coupled hyperbolic conservation laws. The coupling is achieved through a fixed interface, in which interface conditions are linking the traces of both sides.…

We prove the existence and uniqueness of the solution to the doubly nonlinear parabolic systems with mixed boundary conditions. Due to the unilateral constraint the problem comes as a variational inequality. We apply the penalty method and…

For hyperbolic first-order systems of linear partial differential equations (master equations), appearing in description of kinetic processes in physics, biology and chemistry we propose a new procedure to obtain their complete closed-form…

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…