Related papers: Lyapunov-Sylvester Computational Method for Two-Di…
We consider the numerical solution of an abstract operator equation $Bu=f$ by using a least-squares approach. We assume that $B: X \to Y^*$ is an isomorphism, and that $A : Y \to Y^*$ implies a norm in $Y$, where $X$ and $Y$ are Hilbert…
Civan and Sliepcevich [1, 2] suggested that special matrix solver should be developed to further reduce the computing effort in applying the differential quadrature (DQ) method for the Poisson and convection-diffusion equations. Therefore,…
The goal of this work is to study waves interacting with partially immersed objects allowed to move freely in the vertical direction, and in a regime in which the propagation of the waves is described by the one dimensional…
We consider linear dynamical systems consisting of ordinary differential equations with high dimensionality. The aim of model order reduction is to construct an approximating system of a much lower dimension. Therein, the reduced system may…
In this paper we construct a weakly-nonlinear d'Alembert-type solution of the Cauchy problem for a Boussinesq-Klein-Gordon equation. Similarly to our earlier work based on the use of spatial Fourier series, we consider the problem in the…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
We propose a new algorithm to approach weakly the solution of a McKean-Vlasov SDE. Based on the cubature method of Lyons and Victoir 2004, the algorithm is deterministic differing from the the usual methods based on interacting particles.…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
A general indicator of the presence of chaos in a dynamical system is the largest Lyapunov exponent. This quantity provides a measure of the mean exponential rate of divergence of nearby orbits. In this paper, we show that the so-called…
We consider a two dimensional biharmonic problem and its discretization by means of a symmetric interior penalty discontinuous Galerkin method. A novel split of an error measure based on a generalized Hessian into two terms measuring the…
Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…
In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…
We investigate the formal synthesis of global polynomial Lyapunov functions for polynomial vector fields. We establish that a sign-definite polynomial must satisfy specific algebraic constraints, which we leverage to develop a set of…
We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…
In the article we have obtained some estimates of the rate of convergence for the recently proposed by Yu.E. Nesterov method of minimization of a convex Lipschitz-continuous function of two variables on a square with a fixed side. The…
We present a new data-driven method to provide probabilistic stability guarantees for black-box switched linear systems. By sampling a finite number of observations of trajectories, we construct approximate Lyapunov functions and deduce the…
We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…
We present a method for determining the local stability of equilibrium points of conservative generalizations of the Lotka-Volterra equations. These generalizations incorporate both an arbitrary number of species -including odd-dimensional…
Lyapunov functions play a fundamental role in analyzing the stability and convergence properties of optimization methods. In this paper, we propose a novel and straightforward approach for constructing Lyapunov functions for first-order…