215,922 research outputs found

    A Convergent Approximation of the Pareto Optimal Set for Finite Horizon Multiobjective Optimal Control Problems (MOC) Using Viability Theory

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    The objective of this paper is to provide a convergent numerical approximation of the Pareto optimal set for finite-horizon multiobjective optimal control problems for which the objective space is not necessarily convex. Our approach is based on Viability Theory. We first introduce the set-valued return function V and show that the epigraph of V is equal to the viability kernel of a properly chosen closed set for a properly chosen dynamics. We then introduce an approximate set-valued return function with finite set-values as the solution of a multiobjective dynamic programming equation. The epigraph of this approximate set-valued return function is shown to be equal to the finite discrete viability kernel resulting from the convergent numerical approximation of the viability kernel proposed in [4, 5]. As a result, the epigraph of the approximate set-valued return function converges towards the epigraph of V. The approximate set-valued return function finally provides the proposed numerical approximation of the Pareto optimal set for every initial time and state. Several numerical examples are provided

    A system of ODEs for a Perturbation of a Minimal Mass Soliton

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    We study soliton solutions to a nonlinear Schrodinger equation with a saturated nonlinearity. Such nonlinearities are known to possess minimal mass soliton solutions. We consider a small perturbation of a minimal mass soliton, and identify a system of ODEs similar to those from Comech and Pelinovsky (2003), which model the behavior of the perturbation for short times. We then provide numerical evidence that under this system of ODEs there are two possible dynamical outcomes, which is in accord with the conclusions of Pelinovsky, Afanasjev, and Kivshar (1996). For initial data which supports a soliton structure, a generic initial perturbation oscillates around the stable family of solitons. For initial data which is expected to disperse, the finite dimensional dynamics follow the unstable portion of the soliton curve.Comment: Minor edit

    Parameterized complexity of machine scheduling: 15 open problems

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    Machine scheduling problems are a long-time key domain of algorithms and complexity research. A novel approach to machine scheduling problems are fixed-parameter algorithms. To stimulate this thriving research direction, we propose 15 open questions in this area whose resolution we expect to lead to the discovery of new approaches and techniques both in scheduling and parameterized complexity theory.Comment: Version accepted to Computers & Operations Researc

    Review of Summation-by-parts schemes for initial-boundary-value problems

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    High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and sometimes even mysterious stability treatment at boundaries and interfaces required for a stable scheme. The research on summation-by-parts operators and weak boundary conditions during the last 20 years have removed this drawback and now reached a mature state. It is now possible to construct stable and high order accurate multi-block finite difference schemes in a systematic building-block-like manner. In this paper we will review this development, point out the main contributions and speculate about the next lines of research in this area

    Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods

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    We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or expected value function in a general class of dynamic discrete choice (DDC) models. We use importance sampling to approximate the Bellman operators defining the two functions. The random Bellman operators, and therefore also the corresponding solutions, are generally non-smooth which is undesirable. To circumvent this issue, we introduce a smoothed version of the random Bellman operator and solve for the corresponding smoothed value function using sieve methods. We show that one can avoid using sieves by generalizing and adapting the `self-approximating' method of Rust (1997) to our setting. We provide an asymptotic theory for the approximate solutions and show that they converge with root-N-rate, where NN is number of Monte Carlo draws, towards Gaussian processes. We examine their performance in practice through a set of numerical experiments and find that both methods perform well with the sieve method being particularly attractive in terms of computational speed and accuracy
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