Related papers: Unconditionnally stable scheme for Riccati equatio…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
We examine the three-step master equation from the standpoint of the general solution of the associated discrete Riccati equation. We report by this means stationary master solutions depending on a free constant parameter, denoted by D,…
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…
This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…
We study the stability of one-dimensional linear lattice Boltzmann schemes for scalar hyperbolic equations with respect to boundary data. Our approach is based on the original raw algorithm on several unknowns, thereby avoiding the need for…
This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous…
Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is…
We propose a novel second order in time numerical scheme for Cahn-Hilliard-Navier- Stokes phase field model with matched density. The scheme is based on second order convex-splitting for the Cahn-Hilliard equation and pressure-projection…
In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems…
This paper introduces a new numerical scheme for a system that includes evolution equations describing a perfect plasticity model with a time-dependent yield surface. We demonstrate that the solution to the proposed scheme is stable under…
In standard linear quadratic (LQ) control, the first step in investigating infinite-horizon optimal control is to derive the stabilization condition with the optimal LQ controller. This paper focuses on the stabilization of an Ito…
We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…
We show that certain radially symmetric steady states of compressible viscous fluids in domains with inflow/outflow boundary conditions are unconditionally stable. This means that any not necessarily radially symmetric solution of the…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
The Riccati equation method is used to establish some new stability criteria for systems of two linear first-order ordinary differential equations. It is shown that two of these criteria in the two dimensional case imply the Routh -…
This paper is devoted to a structured perturbation analysis of the symmetric algebraic Riccati equations by exploiting the symmetry structure. Based on the analysis, the upper bounds for the structured normwise, mixed and componentwise…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
In the Stable Roommates problem, we seek a stable matching of the agents into pairs, in which no two agents have an incentive to deviate from their assignment. It is well known that a stable matching is unlikely to exist, but a stable…
This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…