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Due to properties such as interpolation, smoothness, and spline connections, Hermite subdivision schemes employ fast iterative algorithms for geometrically modeling curves/surfaces in CAGD and for building Hermite wavelets in numerical…
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…
We propose an efficient and easy-to-implement gradient-enhanced least squares Monte Carlo method for computing price and Greeks (i.e., derivatives of the price function) of high-dimensional American options. It employs the sparse Hermite…
Recently developed methods for PT-symmetric models can be applied to quantum-mechanical matrix and vector models. In matrix models, the calculation of all singlet wave functions can be reduced to the solution a one-dimensional PT-symmetric…
We propose a necessary and sufficient condition for the well-posedness of the linear non-homogeneous Grad moment equations in half-space. The Grad moment system is based on Hermite expansion and regarded as an efficient reduction model of…
Constrained optimization offers a powerful framework to prescribe desired behaviors in neural network models. Typically, constrained problems are solved via their min-max Lagrangian formulations, which exhibit unstable oscillatory dynamics…
This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…
In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the generalized Hermite functions is given in this paper. It…
Para-Hermitian polynomial matrices obtained by matrix spectral factorization lead to functions useful in control theory systems, basis functions in numerical methods or multiscaling functions used in signal processing. We introduce a fast…
This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…
The method of constructing Hermite trigonometric polynomials, which interpolate the values of a certain periodic function and its derivatives up to (including ) the -th ( ) order in nodes of a uniform grid, is considered. The proposed…
This paper deals with the problem of robust dynamic output feedback stabilization of interval fractional-order linear time invariant (FO-LTI) systems with the fractional order $1\le\alpha<2$. In this study, a new formulation based on the…
Recently, new adaptive techniques were developed that greatly improved the efficiency of solving PDEs using spectral methods. These adaptive spectral techniques are especially suited for accurately solving problems in unbounded domains and…
We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…
We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…
In this work we propose two Hermite-type optimization methods, Hermite least squares and Hermite BOBYQA, specialized for the case that some partial derivatives of the objective function are available and others are not. The main objective…
In this paper, we present and analyze an unfitted finite element method for the elliptic interface problem. We consider the case that the interface is $C^2$-smooth or polygonal, and the exact solution $u \in H^{1+s}(\Omega_0 \cup \Omega_1)$…
One of the desirable objectives in feedback control design is to formulate and solve the design problem as an optimisation problem that is convex, so that an optimal solution can be found efficiently. Unfortunately many control design…
This work addresses the design of static output feedback control of discrete-time nonlinear systems satisfying a local Lipschitz continuity condition with time-varying uncertainties. The controller has also a guaranteed disturbance…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…