相关论文: Numerical Complete Solution for Random Genetic Dri…
One of the key difficulties in using estimation-of-distribution algorithms is choosing the population size(s) appropriately: Too small values lead to genetic drift, which can cause enormous difficulties. In the regime with no genetic drift,…
We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…
We consider a general optimal control problem in the setting of gradient flows. Two approximations of the problem are presented, both relying on the variational reformulation of gradient-flow dynamics via the Weighted-Energy-Dissipation…
The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…
The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…
In this paper, we propose a new approach for stochastic control problems arising from utility maximization. The main idea is to directly start from the dynamical programming equation and compute the conditional expectation using a novel…
We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…
We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…
We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this…
In this work we consider algorithms for reconstructing time-varying data into a finite sum of discrete trajectories, alternatively, an off-the-grid sparse-spikes decomposition which is continuous in time. Recent work showed that this…
In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA),…
This paper considers the optimal boundary control of chemical systems described by advection-diffusion-reaction (ADR) equations. We use a discontinuous Galerkin finite element method (DG-FEM) for the spatial discretization of the governing…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
Advantageous numerical methods for solving the Dirac equations are derived. They are based on different stochastic optimization techniques, namely the Genetic algorithms, the Particle Swarm Optimization and the Simulated Annealing method,…
We consider the solution of a stochastic convex optimization problem $\mathbb{E}[f(x;\theta^*,\xi)]$ over a closed and convex set $X$ in a regime where $\theta^*$ is unavailable and $\xi$ is a suitably defined random variable. Instead,…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…
We have developed a general technique to study the dynamics of the quantum adiabatic evolution algorithm applied to random combinatorial optimization problems in the asymptotic limit of large problem size $n$. We use as an example the…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
In this paper, we investigate the characteristic initial value problem for the Einstein-Dirac system, a model governing the interaction between gravity and spin-$1/2$ fields. We apply Luk's strategy \cite{Luk12} and prove a semi-global…