Related papers: A time-variant norm constrained interpolation prob…
Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…
Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…
We investigate the structure of the constraints on three-point correlation functions emerging when conformal invariance is imposed in momentum space and in arbitrary space-time dimensions, presenting a derivation of their solutions for…
In this paper we provide the resolvent computation of the parallel composition of a maximally monotone operator by a linear operator under mild assumptions. Connections with a modification of the warped resolvent are provided. In the…
This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…
Using a generalisation of the classical notion of Dirichlet-to-Neumann map and the related formulae for the resolvents of boundary-value problems, we analyse the asymptotic behaviour of solutions to a "transmission problem" for a…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…
We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
${\cal C}$-operators were introduced as involution operators in non-Hermitian theories that commute with the time-independent Hamiltonians and the parity/time-reversal operator. Here we propose a definition for time-dependent ${\cal…
We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…
In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a…
We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
We revisit stress problems in linear elasticity to provide a perspective from the geometrical and functionalanalytic points of view. For the static stress problem of linear elasticity with mixed boundary conditions we write the associated…
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…
An action of a group on a vector space partitions the latter into a set of orbits. We consider three natural and useful algorithmic "isomorphism" or "classification" problems, namely, orbit equality, orbit closure intersection, and orbit…
We present an approach to solving problems in micromechanics that is amenable to massively parallel calculations through the use of graphical processing units and other accelerators. The problems lead to nonlinear differential equations…
It is well known that the constraint satisfaction problem over a general relational structure A is polynomial time equivalent to the constraint problem over some associated digraph. We present a variant of this construction and show that…