GloptiPoly 3: moments, optimization and semidefinite programming

We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming

Moment and SDP relaxation techniques for smooth approximations of problems involving nonlinear differential equations

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear differential equations, we apply a technique based on finite differences and sparse SDP relaxations for polynomial optimization problems (POP) to obtain a discrete approximation of its solution. In a second step we apply maximum entropy estimation (using moments of a Borel measure associated with the discrete solution) to obtain a smooth closed-form approximation. The approach is illustrated on a variety of linear and nonlinear ordinary differential equations (ODE), partial differential equations (PDE) and optimal control problems (OCP), and preliminary numerical results are reported

Critical slowing down and fading away of the piston effect in porous media

We investigate the critical speeding up of heat equilibration by the piston effect (PE) in a nearly supercritical van der Waals (vdW) fluid confined in a homogeneous porous medium. We perform an asymptotic analysis of the averaged linearized mass, momentum and energy equations to describe the response of the medium to a boundary heat flux. While nearing the critical point (CP), we find two universal crossovers depending on porosity, intrinsic permeability and viscosity. Closer to the CP than the first crossover, a pressure gradient appears in the bulk due to viscous effects, the PE characteristic time scale stops decreasing and tends to a constant. In infinitly long samples the temperature penetration depth is larger than the diffusion one indicating that the PE in porous media is not a finite size effect as it is in pure fluids. Closer to the CP, a second cross over appears which is characterized by a pressure gradient in the thermal boundary layer (BL). Beyond this second crossover, the PE time remains constant, the expansion of the fluid in the BL drops down and the PE ultimately fades away