相关论文: DRP scheme optimization
A new approach to solving a large class of factorable nonlinear programming (NLP) problems to global optimality is presented in this paper. Unlike the traditional strategy of partitioning the decision-variable space employed in many…
Since gene regulatory systems contain sometimes only a small number of molecules, these systems are not described well by macroscopic rate equations; a master equation approach is needed for such cases. We develop an approximation scheme…
A procedure to obtain differentiation matrices is extended straightforwardly to yield new differentiation matrices useful to obtain derivatives of complex rational functions. Such matrices can be used to obtain numerical solutions of some…
In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…
We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent…
A Mathematica based program has been elaborated in order to determine the symmetry group of a finite difference equation, by means of its differential representation. The package provides functions which enable us to solve the determining…
We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a…
For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex…
In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…
In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law…
In this paper, we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
We perform a systematic comparison of various numerical schemes for the approximation of interface problems. We consider unfitted approaches in view of their application to possibly moving configurations. Particular attention is paid to the…
We propose two novel numerical schemes for approximate implementation of the dynamic programming~(DP) operation concerned with finite-horizon, optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms…
Multidimensional population balance models (PBMs) describe chemical and biological processes having a distribution over two or more intrinsic properties (such as size and age, or two independent spatial variables). The incorporation of…
Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…