Related papers: Achieving algorithmic resilience for temporal inte…
Non-ideal communication links, especially delays, critically affect fast networked controls in power systems, such as the wide-area damping control (WADC). Traditionally, a delay estimation and compensation approach is adopted to address…
Boolean quadratic optimization problems occur in a number of applications. Their mixed integer-continuous nature is challenging, since it is inherently NP-hard. For this motivation, semidefinite programming relaxations (SDR's) are proposed…
Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…
We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…
We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…
Let $G = (V,E,w)$ be a weighted, digraph subject to a sequence of adversarial edge deletions. In the decremental single-source reachability problem (SSR), we are given a fixed source $s$ and the goal is to maintain a data structure that can…
We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…
Production-destruction systems (PDS) of ordinary differential equations (ODEs) are used to describe physical and biological reactions in nature. The considered quantities are subject to natural laws. Therefore, they preserve positivity and…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
Silent data corruptions (SDCs) hinder the correctness of long-running scientific applications on large scale computing systems. Selective particle replication (SPR) is proposed herein as the first particle-based replication method for…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Handling faults is a growing concern in HPC. In future exascale systems, it is projected that silent undetected errors will occur several times a day, increasing the occurrence of corrupted results. In this article, we propose SEDAR, which…
This work introduces the high-order Boris-SDC method for integrating the equations of motion for electrically charged particles in an electric and magnetic field. Boris-SDC relies on a combination of the Boris-integrator with spectral…
We present convergence results in expectation for stochastic subspace correction schemes and their accelerated versions to solve symmetric positive-definite variational problems, and discuss their potential for achieving fault tolerance in…
The increase in HPC systems size and complexity, together with increasing on-chip transistor density, power limitations, and number of components, render modern HPC systems subject to soft errors. Silent data corruptions (SDCs) are…
We propose a new method for the problem of controlling linear dynamical systems under partial observation and adversarial disturbances. Our new algorithm, Double Spectral Control (DSC), matches the best known regret guarantees while…