相关论文: A Convex Optimization Approach for Backstepping PD…
Partial Integral Equations (PIEs) have been used to represent both systems with delay and systems of Partial Differential Equations (PDEs) in one or two spatial dimensions. In this paper, we show that these results can be combined to obtain…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
Vertex direction algorithms have been around for a few decades in the experimental design and mixture models literature. We briefly review this type of algorithm and describe a new member of the family: the support reduction algorithm. The…
To stabilize PDEs, feedback controllers require gain kernel functions, which are themselves governed by PDEs. Furthermore, these gain-kernel PDEs depend on the PDE plants' functional coefficients. The functional coefficients in PDE plants…
We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…
This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…
In this work, we consider the problem of boundary stabilization for a quasilinear 2X2 system of first-order hyperbolic PDEs. We design a new full-state feedback control law, with actuation on only one end of the domain, which achieves H^2…
Reduced-order models are essential tools to deal with parametric problems in the context of optimization, uncertainty quantification, or control and inverse problems. The set of parametric solutions lies in a low-dimensional manifold (with…
This paper investigates the mean square exponential stabilization problem for a class of coupled PDE-ODE systems with Markov jump parameters. The considered system consists of multiple coupled hyperbolic PDEs and a finite-dimensional ODE,…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized…
Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…
This paper extends backstepping to higher-dimensional PDEs by leveraging domain symmetries and structural properties. We systematically address three increasingly complex scenarios. First, for rectangular domains, we characterize boundary…
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…
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…
In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…
Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…
Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…
We introduce a control design and analysis framework for micro-macro, boundary control of large-scale, $n+m$ hyperbolic PDE systems. Specifically, we develop feedback laws for stabilization of hyperbolic systems at the micro level (i.e., of…
We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…