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相关论文: Patchy Solution of a Francis-Byrnes-Isidori Partia…

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Consider systems of equations $q_i(x)=0$, where $q_i: {\Bbb R}^n \longrightarrow {\Bbb R}$, $i=1, \ldots, m$, are quadratic forms. Our goal is to tell efficiently systems with many non-trivial solutions or near-solutions $x \ne 0$ from…

最优化与控制 · 数学 2020-06-24 Alexander Barvinok

We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

数值分析 · 数学 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

最优化与控制 · 数学 2018-11-16 Kenneth F. Caluya , Abhishek Halder

This paper presents a Fourier integral pseudospectral (FIPS) method for a general class of nonlinear, periodic optimal control (OC) problems with equality and/or inequality constraints and sufficiently smooth solutions. In this scheme, the…

最优化与控制 · 数学 2023-11-14 Kareem T. Elgindy

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

动力系统 · 数学 2021-07-08 Jan Bouwe van den Berg , Jonathan Jaquette , J. D. Mireles James

In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs),…

数值分析 · 数学 2021-05-10 Wenzhong Zhang , Wei Cai

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

数值分析 · 数学 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…

系统与控制 · 电气工程与系统科学 2021-04-26 Alberto Mellone , Giordano Scarciotti

In this paper, we establish the existence of a 1-parameter family of spatially inhomogeneous radially symmetric classical self-similar solutions to a Cauchy problem for a semi-linear parabolic PDE with non-Lipschitz nonlinearity and trivial…

偏微分方程分析 · 数学 2020-01-17 Victoria Clark , John Christopher Meyer

In this paper we study high order expansions of chart maps for local finite dimensional unstable manifolds of hyperbolic equilibrium solutions of scalar parabolic partial differential equations. Our approach is based on studying an…

动力系统 · 数学 2016-05-30 Jason Mireles-James , Christian Reinhardt

In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced…

数值分析 · 数学 2024-11-05 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro

We present a strategy for interpreting nonlinear, characteristic-type penalty terms as numerical boundary flux functions that provide provable bounds for solutions to nonlinear hyperbolic initial boundary value problems with open…

数值分析 · 数学 2026-03-04 Andrew R. Winters , David A. Kopriva , Jan Nordström

In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…

数值分析 · 数学 2015-01-13 P. Mokhtary

This manuscript is devoted to the study of a class of nonlinear non-instantaneous impulsive first order abstract retarded type functional differential equations in an arbitrary separable Hilbert space H. A new set of sufficient conditions…

数值分析 · 数学 2023-11-23 Shahin Ansari , Muslim Malik

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

数值分析 · 数学 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

The paper deals with the initial value problem for linear systems of FDEs with variable coefficients involving Riemann--Liouville and Caputo derivatives. The technique of the generalized Peano--Baker series is used to obtain the…

最优化与控制 · 数学 2020-07-02 Ivan Matychyn , Viktoriia Onyshchenko

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

数值分析 · 数学 2018-05-08 John T. Katsikadelis

In this paper, we consider the well-known Fattorini's criterion for approximate controllability of infinite dimensional linear systems of type $y'=A y+Bu$. We precise the result proved by H. O. Fattorini in \cite{Fattorini1966} for bounded…

偏微分方程分析 · 数学 2014-08-27 Mehdi Badra , Takéo Takahashi

In this paper, we study the well-posedness of the Forward-Backward Stochastic Differential Equations (FBSDE) in a general non-Markovian framework. The main purpose is to find a unified scheme which combines all existing methodology in the…

概率论 · 数学 2015-06-30 Jin Ma , Zhen Wu , Detao Zhang , Jianfeng Zhang

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

数值分析 · 数学 2007-05-23 Mario Annunziato