Related papers: Solving differential Riccati equations: A nonlinea…
Spacecraft attitude control using only magnetic torques is a periodic time-varying system as the Earth magnetic field in the spacecraft body frame changes periodically while the spacecraft circles around the Earth. The optimal controller…
Time-dependent kinetic models are ubiquitous in computational science and engineering. The underlying integro-differential equations in these models are high-dimensional, comprised of a six--dimensional phase space, making simulations of…
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-type methods is developed by integrating the core concept of…
We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…
The nonsymmetric T-Riccati equation is a quadratic matrix equation where the linear part corresponds to the so-called T-Sylvester or T-Lyapunov operator that has previously been studied in the literature. It has applications in…
The generalized Crank-Nicolson method is employed to obtain numerical solutions of the two-dimensional time-dependent Schrodinger equation. An adapted alternating-direction implicit method is used, along with a high-order finite difference…
We develop an operator approach to the integration of linear differential equations based on intertwining relations between differential operators. Conditions for the existence of intertwining operators are obtained, and it is shown that,…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…
Quantized tensor trains (QTTs) are a multiscale computational framework that can potentially reduce the computational cost of solving partial differential equations and initial value problems by making low-rank approximations. However, its…
This paper introduces a new algorithm for solving large-scale continuous-time algebraic Riccati equations (CARE). The advantage of the new algorithm is in its immediate and efficient low-rank formulation, which is a generalization of the…
We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be…
We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equation. We propose to use "low-rank plus diagonal" PSD…
Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under mild and reasonable assumptions, the existence of…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…
This paper addresses the stabilization of dynamical systems in the infinite horizon optimal control setting using nonlinear feedback control based on State-Dependent Riccati Equations (SDREs). While effective, the practical implementation…
We consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially non-oscillatory (WENO)…