Related papers: On theoretical upper limits for valid timesteps of…
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…
In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…
Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works…
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…
Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…
Performance analysis of first-order algorithms with inexact oracles has gained recent attention due to various emerging applications in which obtaining exact gradients is impossible or computationally expensive. Previous research has…
This article considers Hamiltonian mechanical systems with potential functions admitting jump discontinuities. The focus is on accurate and efficient numerical approximations of their solutions, which will be defined via the laws of…
Many results related to quantitative problems in the metric theory of Diophantine approximation are asymptotic, such as the number of rational solutions to certain inequalities grows with the same rate almost everywhere modulo an asymptotic…
In various scenarios, a single phase of modelling and solving is either not sufficient or not feasible to solve the problem at hand. A standard approach to solving AI planning problems, for example, is to incrementally extend the planning…
The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…
In this work, the synchronization problem of a master-slave system of autonomous ordinary differential equations (ODEs) is considered. Here, the systems are, chaotic with a nonlinearity represented by a piecewise linear function,…
Using vanilla NeuralODEs to model large and/or complex systems often fails due two reasons: Stability and convergence. NeuralODEs are capable of describing stable as well as instable dynamic systems. Selecting an appropriate numerical…
Computational efficiency demands discretised, hierarchically organised, and individually adaptive time-step sizes (known as the block-step scheme) for the time integration of N-body models. However, most existing N-body codes adapt…
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…
Large language models (LLMs) have achieved widespread success on a variety of in-context few-shot tasks, but this success is typically evaluated via correctness rather than consistency. We argue that self-consistency is an important…
It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…
We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of…