Results 201 to 210 of about 3,812 (235)
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Penalty and penalty-like methods for nonlinear HJB PDEs
Applied Mathematics and Computation, 2022There are numerous financial problems that can be posed as optimal control problems, leading to Hamilton-Jacobi-Bellman or Hamilton-Jacobi-Bellman-Issacs equations.
C. Christara, Rui-Hua Wu
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Approximation of arbitrarily high-order PDEs by first-order hyperbolic relaxation
NonlinearityWe present a framework for constructing a first-order hyperbolic system whose solution approximates that of a desired higher-order evolution equation.
D. Ketcheson, Abhijit Biswas
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Communications in Partial Differential Equations, 2003
Abstract We study the asymptotic behavior of solutions of the Cauchy problem for a functional partial differential equation with a small parameter as the parameter tends to zero. We establish a convergence theorem in which the limit problem is identified with the Cauchy problem for a nonlinear parabolic partial differential equation.
Hitoshi Ishii, Kazufumi Shimano
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Abstract We study the asymptotic behavior of solutions of the Cauchy problem for a functional partial differential equation with a small parameter as the parameter tends to zero. We establish a convergence theorem in which the limit problem is identified with the Cauchy problem for a nonlinear parabolic partial differential equation.
Hitoshi Ishii, Kazufumi Shimano
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A robust first order meshfree method for time-dependent nonlinear conservation laws
Advances in Computational Science and EngineeringWe introduce a robust first order accurate meshfree method to numerically solve time-dependent nonlinear conservation laws. The main contribution of this work is the meshfree construction of first order consistent summation by parts differentiations.
Samuel Kwan, Jesse Chan
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Computer Methods in Applied Mechanics and Engineering
The coupling of Proper Orthogonal Decomposition (POD) and deep learning-based ROMs (DL-ROMs) has proved to be a successful strategy to construct non-intrusive, highly accurate, surrogates for the real time solution of parametric nonlinear time-dependent ...
Simone Brivio, S. Fresca, A. Manzoni
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The coupling of Proper Orthogonal Decomposition (POD) and deep learning-based ROMs (DL-ROMs) has proved to be a successful strategy to construct non-intrusive, highly accurate, surrogates for the real time solution of parametric nonlinear time-dependent ...
Simone Brivio, S. Fresca, A. Manzoni
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2010 Conference Record of the Forty Fourth Asilomar Conference on Signals, Systems and Computers, 2010
We solve the important and well known problem with particle filters, called “particle degeneracy” or “particle collapse”. This new filter theory is a radical departure from all other particle filters in five ways: (a) we do not use any proposal density; (b) we never resample particles; (c) we compute Bayes' rule by particle flow rather than as a ...
Fred Daum, Jim Huang
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We solve the important and well known problem with particle filters, called “particle degeneracy” or “particle collapse”. This new filter theory is a radical departure from all other particle filters in five ways: (a) we do not use any proposal density; (b) we never resample particles; (c) we compute Bayes' rule by particle flow rather than as a ...
Fred Daum, Jim Huang
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Foundations of Computational Mathematics
We construct fully-discrete schemes for the Benjamin-Ono, Calogero-Sutherland DNLS, and cubic Szeg\H{o} equations on the torus, which are $\textit{exact in time}$ with $\textit{spectral accuracy}$ in space. We prove spectral convergence for the first two
Yvonne Alama Bronsard +2 more
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We construct fully-discrete schemes for the Benjamin-Ono, Calogero-Sutherland DNLS, and cubic Szeg\H{o} equations on the torus, which are $\textit{exact in time}$ with $\textit{spectral accuracy}$ in space. We prove spectral convergence for the first two
Yvonne Alama Bronsard +2 more
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Fully Nonlinear Elliptic PDEs in Thin Domains with Oblique Boundary Condition
SIAM Journal on Mathematical AnalysisIn this preprint we consider fully nonlinear equations in thin domains with oblique boundary condition, finding some new phenomena, in particular the limit equation contains"new terms"of the second, first and zeroth order which don't have an equivalent ...
I. Birindelli, A. Briani, Hitoshi Ishii
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