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This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

Optimization and Control · Mathematics 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

Most experiments can only detect a set of coarse-grained clusters of a molecular system, while the internal microstates are often inaccessible. Here, based on an infinitely long coarse-grained trajectory, we obtain a set of sufficient…

Statistical Mechanics · Physics 2024-12-16 Bingjie Wu , Chen Jia

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…

Optimization and Control · Mathematics 2017-02-13 Christian Clason , Tuomo Valkonen

We study non-equilibrium phases for interacting two-dimensional self-propelled particles with isotropic pair-wise interactions using a persistent kinetic Monte Carlo (MC) approach. We establish the quantitative phase diagram, including the…

Soft Condensed Matter · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

Global magnetohydrodynamic (MHD) instabilities are investigated in a computationally tractable two-dimensional model of the solar tachocline. The model's differential rotation yields stability in the absence of a magnetic field, but if a…

Plasma Physics · Physics 2019-02-19 Abigail Plummer , J. B. Marston , S. M. Tobias

This paper proposes a new method for finding closed-loop saddle points in zero-sum linear-quadratic stochastic differential games by decoupling their inherent structure. Specifically, we develop a nested iterative scheme that constructs a…

Optimization and Control · Mathematics 2025-12-10 Yiyuan Wang

A new approach to the steady state detection in the uniformization method of solving continuous time Markov chains is introduced. The method is particularly useful in solving inhomogenous CTMC's in multiple steps, where the desired error…

Performance · Computer Science 2014-10-14 Maciej Burak

Saddle fixed points are the centerpieces of complicated dynamics in a system. The one-dimensional stable and unstable manifolds of these saddle-points are crucial to understanding the dynamics of such systems. While the problem of sketching…

Chaotic Dynamics · Physics 2022-07-13 Vaibhav Ganatra , Soumitro Banerjee

Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Leroy D'Souza , Yash Vardhan Pant , Sebastian Fischmeister

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

The introduction of unexpected system disturbances and new system dynamics does not allow guaranteed continuous system stability. In this research we present a novel approach for detecting early failure indicators of non-linear highly…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Amr Mahmoud , Youmna Ismaeil , Mohamed Zohdy

Markov state models (MSMs) have become a popular approach for investigating the conformational dynamics of proteins and other biomolecules. MSMs are typically built from numerous molecular dynamics simulations by dividing the sampled…

Biomolecules · Quantitative Biology 2015-06-12 Yuan Yao , Raymond Z. Cui , Gregory R. Bowman , Daniel Silva , Jian Sun , Xuhui Huang

Coarse-graining offers a means to extend the achievable time and length scales of molecular dynamics simulations beyond what is practically possible in the atomistic regime. Sampling molecular configurations of interest can be done…

Computational Physics · Physics 2022-11-30 Kirill Shmilovich , Marc Stieffenhofer , Nicholas E. Charron , Moritz Hoffmann

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

A weakly dependent time series regression model with multivariate covariates and univariate observations is considered, for which we develop a procedure to detect whether the nonparametric conditional mean function is stable in time against…

Statistics Theory · Mathematics 2019-01-25 Maria Mohr , Natalie Neumeyer

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

In this paper we construct and analyse a level-dependent coarsegrid correction scheme for indefinite Helmholtz problems. This adapted multigrid method is capable of solving the Helmholtz equation on the finest grid using a series of…

Numerical Analysis · Mathematics 2013-09-09 Siegfried Cools , Bram Reps , Wim Vanroose

Coarse-grained, mesoscale simulations are invaluable for studying soft condensed matter because of their ability to model systems in which a background solvent plays a significant role but is not the primary interest. Such methods generally…

Soft Condensed Matter · Physics 2024-03-19 Timofey Kozhukhov , Tyler N. Shendruk