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, 2022
There 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
semanticscholar   +1 more source

Approximation of arbitrarily high-order PDEs by first-order hyperbolic relaxation

Nonlinearity
We 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
semanticscholar   +1 more source

Asymptotic Analysis for a Class of Infinite Systems of First-Order PDE: Nonlinear Parabolic PDE in the Singular Limit

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
openaire   +1 more source

A robust first order meshfree method for time-dependent nonlinear conservation laws

Advances in Computational Science and Engineering
We 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
semanticscholar   +1 more source

PTPI-DL-ROMs: pre-trained physics-informed deep learning-based reduced order models for nonlinear parametrized PDEs

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
semanticscholar   +1 more source

Exact particle flow for nonlinear filters: Seventeen dubious solutions to a first order linear underdetermined PDE

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
openaire   +1 more source

Spectrally accurate fully discrete schemes for some nonlocal and nonlinear integrable PDEs via explicit formulas

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
semanticscholar   +1 more source

Fully Nonlinear Elliptic PDEs in Thin Domains with Oblique Boundary Condition

SIAM Journal on Mathematical Analysis
In 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
semanticscholar   +1 more source

Explicit high-order energy-preserving exponential time differencing method for nonlinear Hamiltonian PDEs

Applied Mathematics and Computation, 2021
Zhuangzhi Xu   +3 more
semanticscholar   +1 more source

A Comprehensive Deep Learning-Based Approach to Reduced Order Modeling of Nonlinear Time-Dependent Parametrized PDEs

Journal of Scientific Computing, 2021
Stefania Fresca   +2 more
exaly  

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