Bounds on linear PDEs via semidefinite optimization
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Cites work
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- Semidefinite Programming
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Cited in
(16)- Semidefinite optimization estimating bounds on linear functionals defined on solutions of linear ODEs
- Worst case error bounds for the solution of uncertain Poisson equations with mixed boundary conditions
- Linear vs. semidefinite extended formulations
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations
- Certified error bounds for uncertain elliptic equations
- Application of direct extended modified algebraic method of Bogoyavlenskii equation on lower and upper bounds in managing and optimizing queues
- Approximate dynamic programming via iterated Bellman inequalities
- Polynomial optimization for nonlinear dynamics: theory, algorithms and applications. Abstracts from the workshop held July 28 -- August 2, 2024
- Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
- Tighter bounds on transient moments of stochastic chemical systems
- Bounding stationary averages of polynomial diffusions via semidefinite programming
- Safety verification for distributed parameter systems using barrier functionals
- Robust two-stage combinatorial optimization problems under discrete demand uncertainties and consistent selection constraints
- Analysis of linear partial differential equations using convex optimization
- Optimizing quasi-dissipative evolution equations with the moment-SOS hierarchy
- Semidefinite optimization providing guaranteed bounds on linear functionals of solutions of linear integral equations with smooth kernels
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