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The aim in packing problems is to decide if a given set of pieces can be placed inside a given container. A packing problem is defined by the types of pieces and containers to be handled, and the motions that are allowed to move the pieces. The pieces must be placed so that in the resulting placement, they are pairwise interior-disjoint. We establish a framework which enables us to show that for many combinations of allowed pieces, containers and motions, the resulting problem is $\exists \mathbb{R}$-complete. This means that the problem is equivalent (under polynomial time reductions) to deciding whether a given system of polynomial equations and inequalities with integer coefficients has a real solution. We consider packing problems where only translations are allowed as the motions, and problems where arbitrary rigid motions are allowed, i.e., both translations and rotations. When rotations are allowed, we show that it is an $\exists \mathbb{R}$-complete problem to decide if a set of convex polygons, each of which has at most $7$ corners, can be packed into a square. Restricted to translations, we show that the following problems are $\exists \mathbb{R}$-complete: (i) pieces bounded by segments and hyperbolic curves to be packed in a square, and (ii) convex polygons to be packed in a container bounded by segments and hyperbolic curves.

Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A finite element discretization in space and a segregated implicit discretization in time, based on decoupling the PDEs from the ODEs, yields at each time step the solution of a non-linear algebraic system. The Jacobian linear system at each Newton iteration is solved by a Krylov method, accelerated by BDDC or FETI-DP preconditioners, both augmented with the recently introduced {\em deluxe} scaling of the dual variables. A polylogarithmic convergence rate bound is proven for the resulting parallel Bidomain solvers. Extensive numerical experiments on linux clusters up to two thousands processors confirm the theoretical estimates, showing that the proposed parallel solvers are scalable and quasi-optimal.

We consider statistical models arising from the common set of solutions to a sparse polynomial system with general coefficients. The maximum likelihood degree counts the number of critical points of the likelihood function restricted to the model. We prove the maximum likelihood degree of a sparse polynomial system is determined by its Newton polytopes and equals the mixed volume of a related Lagrange system of equations.

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function, where random variables are drawn from a distribution induced by a distributional map. For general distributional maps, the problem of finding saddle points is in general computationally burdensome, even if the distribution is known. To enable a tractable solution approach, we introduce the notion of equilibrium points -- which are saddle points for the stationary stochastic minimax problem that they induce -- and provide conditions for their existence and uniqueness. We demonstrate that the distance between the two solution types is bounded provided that the objective has a strongly-convex-strongly-concave payoff and a Lipschitz continuous distributional map. We develop deterministic and stochastic primal-dual algorithms and demonstrate their convergence to the equilibrium point. In particular, by modeling errors emerging from a stochastic gradient estimator as sub-Weibull random variables, we provide error bounds in expectation and in high probability that hold for each iteration. Moreover, we show convergence to a neighborhood almost surely. Finally, we investigate a condition on the distributional map -- which we call opposing mixture dominance -- that ensures that the objective is strongly-convex-strongly-concave. We tailor the convergence results for the primal-dual algorithms to this opposing mixture dominance setup.

We provide a decision theoretic analysis of bandit experiments. The setting corresponds to a dynamic programming problem, but solving this directly is typically infeasible. Working within the framework of diffusion asymptotics, we define suitable notions of asymptotic Bayes and minimax risk for bandit experiments. For normally distributed rewards, the minimal Bayes risk can be characterized as the solution to a nonlinear second-order partial differential equation (PDE). Using a limit of experiments approach, we show that this PDE characterization also holds asymptotically under both parametric and non-parametric distribution of the rewards. The approach further describes the state variables it is asymptotically sufficient to restrict attention to, and therefore suggests a practical strategy for dimension reduction. The upshot is that we can approximate the dynamic programming problem defining the bandit experiment with a PDE which can be efficiently solved using sparse matrix routines. We derive the optimal Bayes and minimax policies from the numerical solutions to these equations. The proposed policies substantially dominate existing methods such as Thompson sampling. The framework also allows for substantial generalizations to the bandit problem such as time discounting and pure exploration motives.

In this article we suggest two discretization methods based on isogeometric analysis (IGA) for planar linear elasticity. On the one hand, we apply the well-known ansatz of weakly imposed symmetry for the stress tensor and obtain a well-posed mixed formulation. Such modified mixed problems have been already studied by different authors. But we concentrate on the exploitation of IGA results to handle also curved boundary geometries. On the other hand, we consider the more complicated situation of strong symmetry, i.e. we discretize the mixed weak form determined by the so-called Hellinger-Reissner variational principle. We show the existence of suitable approximate fields leading to an inf-sup stable saddle-point problem. For both discretization approaches we prove convergence statements and in case of weak symmetry we illustrate the approximation behavior by means of several numerical experiments.

In this paper, the Lie symmetry analysis is proposed for a space-time convection-diffusion fractional differential equations with the Riemann-Liouville derivative by (2+1) independent variables and one dependent variable. We find a reduction form of our governed fractional differential equation using the similarity solution of our Lie symmetry. One-dimensional optimal system of Lie symmetry algebras is found. We present a computational method via the spectral method based on Bernstein's operational matrices to solve the two-dimensional fractional heat equation with some initial conditions.

Multigrid is a powerful solver for large-scale linear systems arising from discretized partial differential equations. The convergence theory of multigrid methods for symmetric positive definite problems has been well developed over the past decades, while, for nonsymmetric problems, such theory is still not mature. As a foundation for multigrid analysis, two-grid convergence theory plays an important role in motivating multigrid algorithms. Regarding two-grid methods for nonsymmetric problems, most previous works focus on the spectral radius of iteration matrix or rely on convergence measures that are typically difficult to compute in practice. Moreover, the existing results are confined to two-grid methods with exact solution of the coarse-grid system. In this paper, we analyze the convergence of a two-grid method for nonsymmetric positive definite problems (e.g., linear systems arising from the discretizations of convection-diffusion equations). In the case of exact coarse solver, we establish an elegant identity for characterizing two-grid convergence factor, which is measured by a smoother-induced norm. The identity can be conveniently used to derive a class of optimal restriction operators and analyze how the convergence factor is influenced by restriction. More generally, we present some convergence estimates for an inexact variant of the two-grid method, in which both linear and nonlinear coarse solvers are considered.

We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.

This article presents an in-depth review of the topic of path following for autonomous robotic vehicles, with a specific focus on vehicle motion in two dimensional space (2D). From a control system standpoint, path following can be formulated as the problem of stabilizing a path following error system that describes the dynamics of position and possibly orientation errors of a vehicle with respect to a path, with the errors defined in an appropriate reference frame. In spite of the large variety of path following methods described in the literature we show that, in principle, most of them can be categorized in two groups: stabilization of the path following error system expressed either in the vehicle's body frame or in a frame attached to a "reference point" moving along the path, such as a Frenet-Serret (F-S) frame or a Parallel Transport (P-T) frame. With this observation, we provide a unified formulation that is simple but general enough to cover many methods available in the literature. We then discuss the advantages and disadvantages of each method, comparing them from the design and implementation standpoint. We further show experimental results of the path following methods obtained from field trials testing with under-actuated and fully-actuated autonomous marine vehicles. In addition, we introduce open-source Matlab and Gazebo/ROS simulation toolboxes that are helpful in testing path following methods prior to their integration in the combined guidance, navigation, and control systems of autonomous vehicles.