相关论文: Analysis of the SQP Method for Hyperbolic PDE-Cons…
This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
This paper proposes an elegant optimization framework consisting of a mix of linear-matrix-inequality and second-order-cone constraints. The proposed framework generalizes the semidefinite relaxation (SDR) enabled solution to the typical…
Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…
We propose a novel framework for model-order reduction of hyperbolic differential equations. The approach combines a relaxation formulation of the hyperbolic equations with a discretization using shifted base functions. Model-order…
We propose a multi-moment method for one-dimensional hyperbolic equations with smooth coefficient and piecewise constant coefficient. The method is entirely based on the backward characteristic method and uses the solution and its…
This contribution develops an algebraic approach to obtain a controller form for a class of linear hyperbolic MIMO systems, bidirectionally coupled with a linear ODE system at the unactuated boundary. After a short summary of established…
Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
We aim to analyze and calculate time-dependent acoustic wave scattering by a bounded obstacle and a locally perturbed non-selfintersecting curve. The scattering problem is equivalently reformulated as an initial-boundary value problem of…
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…
We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…
When dealing with shallow water simulations, the velocity profile is often assumed to be constant along the vertical axis. However, since in many applications this is not the case, modeling errors can be significant. Hence, in this work, we…
This paper addresses the stabilization of a chain of three coupled hyperbolic partial differential equations actuated by two control inputs applied at arbitrary nodes of the network. With the exception of configurations where one input is…
High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability…
An application of a quantum wave impedance method for a study of quantum-mechanical systems which con\-tain singular zero-range potentials is considered. It was shown how to reformulate the problem of an investigation of mentioned systems…
To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…
In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…
The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…
We discuss model reduction for a particular class of quadratic-bilinear (QB) descriptor systems. The main goal of this article is to extend the recently studied interpolation-based optimal model reduction framework for QBODEs [Benner et al.…