Related papers: An efficient numerical approach for delayed logist…
Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…
The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…
We present a graph-theoretical approach that can detect which equations of a delay differential-algebraic equation (DDAE) need to be differentiated or shifted to construct a solution of the DDAE. Our approach exploits the observation that…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…
Accurate delivery delay prediction is critical for maintaining operational efficiency and customer satisfaction across modern supply chains. Yet the increasing complexity of logistics networks, spanning multimodal transportation,…
In this paper, we consider the problem of joint delay-Doppler estimation of moving targets in a passive radar that makes use of orthogonal frequency-division multiplexing (OFDM) communication signals. A compressed sensing algorithm is…
In this paper, approximate analytical solutions of nonlinear Emden-Fowler type equations are obtained by the differential transform method (DTM). The DTM is a numerical as well as analytical method for solving integral equations, ordinary…
In this paper, a novel inversion mechanism of functional extrema model via the differential evolution algorithms(DE), is proposed to exactly identify time-delays fractional order chaos systems. With the functional extrema model, the unknown…
Implementation is a common problem with feedback laws with distributed delays. This paper focuses on a specific aspect of the implementation problem for predictor-based feedback laws: the problem of the approximation of the predictor…
This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…
- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…
The quality of enumeration algorithms is often measured by their delay, that is, the maximal time spent between the output of two distinct solutions. If the goal is to enumerate $t$ distinct solutions for any given $t$, then another…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…
In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…