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Bounds on Linear PDEs via Semidefinite Optimization

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. / Singapore-MIT Alliance (SMA)

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/3995
Date01 1900
CreatorsBertsimas, Dimitris J., Caramanis, Constantine
Source SetsM.I.T. Theses and Dissertation
Languageen_US
Detected LanguageEnglish
TypeArticle
Format449372 bytes, application/pdf
RelationHigh Performance Computation for Engineered Systems (HPCES);

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