中文
相关论文

相关论文: $H_{\infty}$-Optimal Estimator Synthesis for Coupl…

200 篇论文

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

统计方法学 · 统计学 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Some recent methods for lossy signal and image compression store only a few selected pixels and fill in the missing structures by inpainting with a partial differential equation (PDE). Suitable operators include the Laplacian, the…

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

最优化与控制 · 数学 2024-09-06 Michael Hintermüller , Denis Korolev

Option contracts on two underlying assets within uncertain volatility models have their worst-case and best-case prices determined by a two-dimensional (2D) Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) with…

计算金融 · 定量金融 2025-06-19 Duy-Minh Dang , Hao Zhou

Numerical simulation of time-dependent partial differential equations (PDEs) is central to scientific and engineering applications, but high-fidelity solvers are often prohibitively expensive for long-horizon or time-critical settings.…

机器学习 · 计算机科学 2025-12-23 Rajyasri Roy , Dibyajyoti Nayak , Somdatta Goswami

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

数值分析 · 数学 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

We provide an a priori analysis of collocation methods for solving elliptic boundary value problems. They begin with information in the form of point values of the data and utilize only this information to numerically approximate the…

数值分析 · 数学 2025-01-08 Andrea Bonito , Ronald DeVore , Guergana Petrova , Jonathan W. Siegel

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

最优化与控制 · 数学 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…

数值分析 · 数学 2008-01-16 Hend Ben Ameur , François Clément , Pierre Weis , Guy Chavent

In this paper, we derive optimal L2- and H1-norm error estimates for a fully discrete convex-splitting decoupled finite element method (FEM) for the two-phase diffuse interface magnetohydrodynamics (MHD) system. We use the semi-implicit…

数值分析 · 数学 2026-03-17 Ke Zhang , Haiyan Su

In this paper we use optimization-based methods to design output-feedback controllers for a class of one-dimensional parabolic partial differential equations. The output may be distributed or point-measurements. The input may be distributed…

系统与控制 · 计算机科学 2014-08-25 Aditya Gahlawat , Matthew. M. Peet

Many head pose estimation (HPE) methods promise the ability to create full-range datasets, theoretically allowing the estimation of the rotation and positioning of the head from various angles. However, these methods are only accurate…

计算机视觉与模式识别 · 计算机科学 2024-08-06 Huei-Chung Hu , Xuyang Wu , Haowei Liu , Ting-Ruen Wei , Hsin-Tai Wu

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

统计计算 · 统计学 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

We present a novel framework for PDE-constrained $r$-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality…

数值分析 · 数学 2025-07-03 Tzanio Kolev , Boyan Lazarov , Ketan Mittal , Mathias Schmidt , Vladimir Tomov

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

机器学习 · 统计学 2016-06-03 Jinghui Chen , Quanquan Gu

A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…

最优化与控制 · 数学 2025-01-16 Anthony Hastir , Birgit Jacob , Hans Zwart

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

数值分析 · 数学 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

数值分析 · 数学 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the literature (Chen, Fernandez-Val and Weidner, 2021), it sees much…

计量经济学 · 经济学 2026-03-25 Andrei Zeleneev , Weisheng Zhang

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

数值分析 · 数学 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin