Solving linear partial differential equations via semidefinite optimization

Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this thesis a new methodology based on semidefinite optimization, to obtain a hierarchy of upper and lower bounds on both linear and 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 computational evidence that the semidefinite constraints are critically important in improving the quality of the bounds, that is without them the bounds are weak.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2001

Author dc:creator

• Caramanis, Constantine (Constantine Michael), 1977-

Advisor dc:contributor.advisor

• Dimitris Bertsimas.

• Electrical Engineering and Computer Science.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/8949

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/8949