相关论文: Binomial-tree approximation for time-inconsistent …

For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach. It is well known that considering a time discretization with a positive step size $h$ an error bound of…

In this paper we extend analysis of the WaveHoltz iteration -- a time-domain iterative method for the solution of the Helmholtz equation. We expand the previous analysis of energy conserving problems and prove convergence of the WaveHoltz…

We consider a system of two singularly perturbed Boundary Value Problems (BVPs) of convection-diffusion type with discontinuous source terms and a small positive parameter multiplying the highest derivatives. Then their solutions exhibit…

We analyze the conforming approximation of the time-harmonic Maxwell's equations using N\'ed\'elec (edge) finite elements. We prove that the approximation is asymptotically optimal, i.e., the approximation error in the energy norm is…

In this paper, a kind of neural network with time-varying delays is proposed to solve the problems of quadratic programming. The delay term of the neural network changes with time t. The number of neurons in the neural network is n + h, so…

We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…

Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general…

To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…

We study a fully discrete finite element approximation of a model for unsteady flows of rate-type viscoelastic fluids with stress diffusion in two and three dimensions. The model consists of the incompressible Navier--Stokes equation for…

In this paper, we analyze a scheme for the time-dependent variable density Navier-Stokes equations. The algorithm is implicit in time, and the space approximation is based on a low-order staggered non-conforming finite element, the…

We consider an approximate solution for the one-dimensional semilinear singularly-perturbed boundary value problem, using the previously obtained numerical values of the boundary value problem in the mesh points and the representation of…

The induction motor behaviour is represented by a fifth order differential equation model. Addition of a torque correction factor to the model accurately reproduces the transient torques and instantaneous real and reactive power flows of…

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Given a graph $G = (V, E)$, we wish to compute a spanning tree whose maximum vertex degree, i.e. tree degree, is as small as possible. Computing the exact optimal solution is known to be NP-hard, since it generalizes the Hamiltonian path…

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…