We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...
In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter 1 (typically between 0:9 and 0:99). In theory, regret guarantees for onl ...
Three-dimensional control is considered in the flow past a backward-facing step (BFS). The BFS flow at Reynolds number Re = 500 (defined with the step height and the maximum inlet velocity) is two-dimensional and linearly stable but increasingly receptive ...
This paper introduces a method for computing points satisfying the second-order necessary optimality conditions for nonconvex minimization problems subject to a closed and convex constraint set. The method comprises two independent steps corresponding to t ...
Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts as a self-exciting point process, a bank can control the arrival intensity of repayments using costly account-treatment actions. A semi-analytic solu ...
The recent advances in state estimation, perception, and navigation algorithms have significantly contributed to the ubiquitous use of quadrotors for inspection, mapping, and aerial imaging. To further increase the versatility of quadrotors, recent works i ...
In this paper we propose a saddle point approach to solve boundary control problems for the steady Navier-Stokes equations with mixed Dirichlet-Neumann boundary conditions, both in two and three dimensions. We provide a comprehensive theoretical framework ...
We consider the Langevin dynamics of a many-body system of interacting particles in d dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled particles, and gla ...
This thesis aims to further investigate rare natural disasters and studies adaptation decisions under uncertainty by solving several computational economic models. The modeling of rare natural disasters depends on the treatment of catastrophic outcomes wit ...
