Related papers: Underlying one-step methods and nonautonomous stab…
A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…
In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary…
Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
In this paper, we study the asymptotic stability of smooth 1-solitons in the Degasperis-Procesi (DP) equation. Such solutions necessarily exist on a non-zero background, and their spectral and orbital stability has previously been verified…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
We study the convergence rate of a class of linear multi-step methods for BSDEs. We show that, under a sufficient condition on the coefficients, the schemes enjoy a fundamental stability property. Coupling this result to an analysis of the…
The rigorous stability analysis of high-order implicit-explicit multistep (IEMS) methods for nonlinear parabolic equations by using discrete energy arguments is a long standing open issue due to their non-A-stable property. A novel…
The commonly used one step methods and linear multi-step methods all have a global error that is of the same order as the local truncation error (as defined in…
We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear differential equations assuming a very general form of dichotomic behavior for the linear equation. Besides some new…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…
We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…
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…
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…
Learning stable dynamical systems from data is crucial for safe and reliable robot motion planning and control. However, extending stability guarantees to trajectories defined on Riemannian manifolds poses significant challenges due to the…
Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…
We develop a theoretical foundation for the application of Nesterov's accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the…
The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…
The Generalized Riemann Problems (GRP) for nonlinear hyperbolic systems of balance laws in one space dimension are now well-known and can be formulated as follows: Given initial-data which are smooth on two sides of a discontinuity,…