support from the Research Training Group“Differential Equation-and Data-driven Models in Life Sciences and Fluid Dynamics:An Interdisciplinary Research Training Group(DAEDALUS)”(GRK 2433)funded by the German Research Foundation(DFG).
We treat infinite horizon optimal control problems by solving the associated stationary Bellman equation numerically to compute the value function and an optimal feedback law.The dynamical systems under consideration ...
partially supported by the NASA Nebraska Space Grant Program and UCRCA at the University of Nebraska at Omaha.
In this paper,we develop and analyze a finite difference method for linear second-order stochastic boundary-value problems(SBVPs)driven by additive white noises.First we regularize the noise by the Wong-Zakai approxim...
supported by the National Natural Science Foundation of China(Nos.11871447,11801393);the Natural Science Foundation of Jiangsu Province(No.BK20180831).
In this paper,we consider the knot placement problem in B-spline curve approximation.A novel two-stage framework is proposed for addressing this problem.In the first step,the l_(∞,1)-norm model is introduced for the ...
We consider the problem of minimizing the average of a large number of smooth component functions over one smooth inequality constraint.We propose and analyze a stochastic Moving Balls Approximation(SMBA)method.Like s...
the National Natural Science Foundation of China(No.11671343).
This paper considers a class of discontinuous Galerkin method,which is constructed by Wong-Zakai approximation with the orthonormal Fourier basis,for numerically solving nonautonomous Stratonovich stochastic delay dif...
A stochastic approximation (SA)algorithm with new adaptive step sizes for solving unconstrained minimization problems in noisy environment is proposed.New adaptive step size scheme uses ordered statistics of fixed num...
The work is partly supported by the Natural Science Foundation of China (Grant No. 11271231, 11301300, 61572297), by the Shandong Province Outstanding Young Scientists Research Award Fhnd Project (Grant No. BS2013DX010), by the Natural Science Foundation of Shandong Province, China (Grant No. ZR2014FM003), and by the Shandong Academy of Sciences Youth Fund Project (Grant No. 2013QN007).
In this paper, a hybird approximation scheme for an optimal control problem governed by an elliptic equation with random field in its coefficients is considered. The random coefficients are smooth in the physical spac...
In this paper, we consider the low rank approximation solution of a generalized Lya- punov equation which arises in the bilinear model reduction. By using the variation prin- ciple, the low rank approximation solution...
This work is supported by National Natural Science Foundation of China (Nos. 11401594, 11171125, 91130003) and the New Teachers' Specialized Research Fund for the Doctoral Program from Ministry of Education of China (No. 20120162120096).
This paper presents a strong predictor-corrector method for the numerical solution of stochastic delay differential equations (SDDEs) of ItS-type. The method is proved to be mean-square convergent of order min{1/2,p...
Acknowledgements. The authors would like to thank the editor and the anonymous referee for their valuable comments and suggestions on an earlier version of this paper. The work of Hongxing Rui (corresponding author) was supported by the NationM Natural Science Founda- tion of China (No. 11171190). The work of Hongfei Fu was supported by the National Natural Science Foundation of China (No. 11201485), the Promotive Research Fund for Excellent Young and Middle-aged Scientists of Shandong Province (No. BS2013NJ001), and the Fundamental Research Funds for the Central Universities (No. 14CX02217A).
In this paper, a constrained distributed optimal control problem governed by a first- order elliptic system is considered. Least-squares mixed finite element methods, which are not subject to the Ladyzhenkaya-Babuska-...