相关论文: Numerical Complete Solution for Random Genetic Dri…
Motivated by potential applications in power systems, we study a problem of optimizing a sum of $n$ convex functions on dynamic networks of $n$ nodes when each function is known to only a single node. The nodes' variables, while satisfy…
Motivated by applications in queueing theory, we consider a stochastic control problem whose state space is the $d$-dimensional positive orthant. The controlled process $Z$ evolves as a reflected Brownian motion whose covariance matrix is…
Finding spanning trees under various constraints is a classic problem with applications in many fields. Recently, a novel notion of "dense" ("sparse") tree, and in particular spanning tree (DST and SST respectively), is introduced as the…
Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…
The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…
The 0/1 knapsack problem is weakly NP-hard in that there exist pseudo-polynomial time algorithms based on dynamic programming that can solve it exactly. There are also the core branch and bound algorithms that can solve large randomly…
A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…
Gas transport and other complex real-world challenges often require solving and controlling partial differential equations (PDEs) defined on graph structures, which typically demand substantial memory and computational resources. The Random…
In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…
In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…
In the context of Discontinuous Galerkin methods, we study approximations of nonlinear variational problems associated with convex energies. We propose element-wise nonconforming finite element methods to discretize the continuous…
We address in this paper a model for the simulation of turbulent deflagrations in industrial applications. The flow is governed by the Euler equations for a variable composition mixture and the combustion modelling is based on a…
We consider the wave equation on non-compact star graphs, subject to a distributional damping defined through a Robin-type vertex condition with complex coupling. It is shown that the non-self-adjoint generator of the evolution problem…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…
The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…
We are interested in numerical schemes for the simulation of large scale gas networks. Typical models are based on the isentropic Euler equations with realistic gas constant. The numerical scheme is based on transformation of conservative…
We consider an inverse source problem in the stationary radiative transport through an absorbing and scattering medium in two dimensions. Using the angularly resolved radiation measured on an arc of the boundary, we propose a numerical…
A perturbation decaying to 0 at infinity and not too irregular at 0 introduces at most a discrete set of eigenvalues into the spectral gaps of a one-dimensional Dirac operator on the half-line. We show that the number of these eigenvalues…
Fractures are normally present in the underground and are, for some physical processes, of paramount importance. Their accurate description is fundamental to obtain reliable numerical outcomes useful, e.g., for energy management. Depending…