相关论文: Analysis of the SQP Method for Hyperbolic PDE-Cons…

We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…

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,…

We propose a new method for solving binary optimization problems under inequality constraints using a quantum annealer. To deal with inequality constraints, we often use slack variables, as in previous approaches. When we use slack…

Solution of Helmholtz equation with impedance boundary condition on finite interval is equivalently reformulated as steady state of initial boundary value problem for first order hyperbolic system of partial differential equations.…

This paper presents a backstepping approach for the boundary control of first-order hyperbolic equations with spatially varying coefficients posed on domains of arbitrary dimension. The method is based on a change of variables induced by…

Convergence is proven for Schwarz-like methods applied to degenerate elliptic-parabolic equations with a $p$-structure. This family of PDEs, e.g., arises when modelling nonlinear diffusion processes. The Schwarz-like approximation methods…

In the time- and frequency-limited model order reduction, a reduced-order approximation of the original high-order model is sought to ensure superior accuracy in some desired time and frequency intervals. We first consider the time-limited…

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

Small-Signal Stability Constrained Optimal Power Flow (SSSC-OPF) can provide additional stability measures and control strategies to guarantee the system to be small-signal stable. However, due to the nonsmooth property of the spectral…

This paper presents enhanced reductions of the bounded-weight and exact-weight Syndrome Decoding Problem (SDP) to a system of quadratic equations. Over $\mathbb{F}_2$, we improve on a previous work and study the degree of regularity of the…

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

We study the finite-horizon optimal control problem with quadratic functionals for an established fluid-structure interaction model. The coupled PDE system under investigation comprises a parabolic (the fluid) and a hyperbolic (the solid)…

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that…

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under uncertainty: the state in our setting is the solution of…

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…

We propose a quantum-assisted framework for solving constrained finite-horizon nonlinear optimal control problems using a barrier Sequential Quadratic Programming (SQP) approach. Within this framework, a quantum subroutine is incorporated…

This paper presents a real-time optimization method for nonlinear model predictive control (NMPC) of systems governed by partial differential equations (PDEs). The NMPC problem to be solved is formulated by discretizing the PDE system in…

This work develops an algorithm for PDE-constrained shape optimization based on Lipschitz transformations. Building on previous work in this field, the $p$-Laplace operator is utilized to approximate a descent method for Lipschitz shapes.…

In this paper we consider a semi-linear, defocusing, shifted wave equation on the hyperbolic space \[ \partial_t^2 u - (\Delta_{{\mathbb H}^n} + \rho^2) u = - |u|^{p-1} u, \quad (x,t)\in {\mathbb H}^n \times {\mathbb R}; \] and introduce a…