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In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…

最优化与控制 · 数学 2020-11-30 Jean-Michel Coron , Long Hu , Guillaume Olive , Peipei Shang

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

数值分析 · 数学 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the quantization of an underlying discrete-time Markov chain…

概率论 · 数学 2011-08-31 Adrien Brandejsky , Benoîte de Saporta , François Dufour

A popular approach to designing finite-dimensional boundary controllers for partial differential equations (PDEs) is to decompose the PDE into independent modes and focus on the dominant ones while neglecting highly damped residual modes.…

动力系统 · 数学 2025-07-18 Anton Selivanov , Emilia Fridman

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

数值分析 · 数学 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

统计方法学 · 统计学 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order…

数值分析 · 数学 2017-10-31 Sofia Eriksson

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…

最优化与控制 · 数学 2026-04-01 Igor G. Vladimirov , Ian R. Petersen , Guodong Shi

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…

经典分析与常微分方程 · 数学 2016-07-26 Daniel Sepúlveda

This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…

数值分析 · 数学 2025-02-25 Guillaume de Romémont , Florent Renac , Jorge Nunez , Francisco Chinesta

This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…

最优化与控制 · 数学 2023-04-26 Hao Luo , Zihang Zhang

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

最优化与控制 · 数学 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

数学物理 · 物理学 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

数值分析 · 数学 2015-11-19 Adam M. Oberman , Ian Zwiers

In the case of quantum systems interacting with multiple environments, the time-evolution of the reduced density matrix is described by the Liouvillian. For a variety of physical observables, the long-time limit or steady state solution is…

量子物理 · 物理学 2022-01-05 Rodrigo A. Vargas-Hernández , Ricky T. Q. Chen , Kenneth A. Jung , Paul Brumer

In this article two implementations of a symmetric finite difference algorithm for a first-order partial differential equation are discussed. The considered partial differential equation discribes the time evolution of the crack length…

计算工程、金融与科学 · 计算机科学 2007-05-23 Heiko Herrmann , Gunnar Rueckner

Several finite difference methods are proposed for the infinitesimal generator of 1D asymmetric $\alpha$-stable L\'{e}vy motions, based on the fact that the operator becomes a multiplier in the spectral space. These methods take the general…

数值分析 · 数学 2017-08-21 Yanghong Huang , Xiao Wang

High order upwind summation-by-parts finite difference operators have recently been developed. When combined with the simultaneous-approximation-term method to impose boundary conditions, the method converges faster than using traditional…

数值分析 · 数学 2024-06-17 Yan Jiang , Siyang Wang