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Domain partitioning to bound moments of differential equations using semidefinite optimization

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dc.contributor.advisor Pablo A. Parrilo. en_US
dc.contributor.author Sethuraman, Sandeep en_US
dc.contributor.other Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.date.accessioned 2007-10-19T20:31:58Z
dc.date.available 2007-10-19T20:31:58Z
dc.date.copyright 2006 en_US
dc.date.issued 2006 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/39213
dc.description Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2006. en_US
dc.description Includes bibliographical references (leaf 95). en_US
dc.description.abstract In this thesis, we present a modification of an existing methodology to obtain a hierarchy of lower and upper bounds on moments of solutions of linear differential equations. The motivation for change is to obtain tighter bounds by solving smaller semidefinite problems. The modification we propose involves partitioning the domain and normalizing each partition to ensure numerical stability. Using the adjoint operator, linear constraints involving the boundary conditions and moments of the solution are developed for each partition. Semidefinite constraints are imposed on the moments, and an optimization problem is solved to obtain the bounds. We have demonstrated the algorithm by calculating bounds on moments of various one-dimensional case differential equations including the Bessel ODE, and Legendre polynomials. In the two-dimensional case we have demonstrated the algorithm by calculating bounds on various PDEs including the Helmholtz equation, and heat equation. In both cases, the results were encouraging with tighter bounds on moments being obtained by solving smaller problems with domain partitioning. en_US
dc.description.provenance Made available in DSpace on 2007-10-19T20:31:58Z (GMT). No. of bitstreams: 2 85844111.pdf: 3038879 bytes, checksum: 150028505e4eb2ff8c5e5bbf92f503cc (MD5) 85844111-MIT.pdf: 3038694 bytes, checksum: af6b370051777191fa0a512f571f410d (MD5) Previous issue date: 2006 en
dc.description.statementofresponsibility by Sandeep Sethuraman. en_US
dc.format.extent 95 leaves en_US
dc.language.iso eng en_US
dc.publisher Massachusetts Institute of Technology en_US
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. en_US
dc.rights.uri http://dspace.mit.edu/handle/1721.1/7582
dc.subject Computation for Design and Optimization Program. en_US
dc.title Domain partitioning to bound moments of differential equations using semidefinite optimization en_US
dc.type Thesis en_US
dc.description.degree S.M. en_US
dc.contributor.department Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.identifier.oclc 85844111 en_US

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