Related papers: Algebraic criteria for A-stability of peer two-ste…
We consider the two-sided stable matching setting in which there may be uncertainty about the agents' preferences due to limited information or communication. We consider three models of uncertainty: (1) lottery model --- in which for each…
The criteria for a baric algebra $A$ (over a field $K$) to have a unique weight homomorphism are found. One of them requires a certain system of equations to have a unique non-trivial solution in the field $K$. Applying this criterion, we…
We study the computational complexity of multi-stage robust optimization problems. Such problems are formulated with alternating min/max quantifiers and therefore naturally fall into a higher stage of the polynomial hierarchy. Despite this,…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…
As modern engineering systems grow in complexity, attitudes toward a modular design approach become increasingly more favorable. A key challenge to a modular design approach is the certification of robust stability under uncertainties in…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…
We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…
We develop a general stability analysis for objective structures, which constitute a far reaching generalization of crystal lattice systems. We show that these particle systems, although in general neither periodic nor space filling, allow…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
In this paper, we establish three criteria for the asymptotic behavior of Markov-Feller semigroups. First, we present a criterion for convergence in total variation to a unique invariant measure, requiring only $TV$-eventual continuity of…
We study closed, connected, spin 4-manifolds up to stabilisation by connected sums with copies of $S^2 \times S^2$. For a fixed fundamental group, there are primary, secondary and tertiary obstructions, which together with the signature…
Differential equation models are crucial to scientific processes. The values of model parameters are important for analyzing the behaviour of solutions. A parameter is called globally identifiable if its value can be uniquely determined…
High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under $\alpha$-stable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation…
The Nystr\"om method is a widely used technique for improving the scalability of kernel-based algorithms, including kernel ridge regression, spectral clustering, and Gaussian processes. Despite its popularity, the numerical stability of the…
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…