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Bounds on Linear PDEs via Semidefinite Optimization

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dc.creator Bertsimas, Dimitris J.
dc.creator Caramanis, Constantine
dc.date 2003-12-23T02:06:58Z
dc.date 2003-12-23T02:06:58Z
dc.date 2002-01
dc.date.accessioned 2013-10-09T02:33:30Z
dc.date.available 2013-10-09T02:33:30Z
dc.date.issued 2013-10-09
dc.identifier http://hdl.handle.net/1721.1/3995
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/1721
dc.description Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to obtain a hierarchy of upper and lower bounds on both linear and certain nonlinear functionals defined on solutions of linear partial differential equations. We apply the proposed methods to examples of PDEs in one and two dimensions with very encouraging results. We also provide computation evidence that the semidefinite constraints are critically important in improving the quality of the bounds, that is without them the bounds are weak.
dc.description Singapore-MIT Alliance (SMA)
dc.format 449372 bytes
dc.format application/pdf
dc.language en_US
dc.relation High Performance Computation for Engineered Systems (HPCES);
dc.subject moment problems
dc.subject semidefinite optimization
dc.subject linear partial differential equations
dc.title Bounds on Linear PDEs via Semidefinite Optimization
dc.type Article


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