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The paper presents linear predictors and causal filters for discrete time signals featuring some different kinds of spectrum degeneracy. These predictors and filters are based on approximation of ideal non-causal transfer functions by…

Information Theory · Computer Science 2024-05-29 Nikolai Dokuchaev

We are interested in the simulation of open quantum systems governed by the Lindblad master equation in an infinite-dimensional Hilbert space. To simulate the solution of this equation, the standard approach involves two sequential…

Numerical Analysis · Mathematics 2026-03-18 Paul-Louis Etienney , Rémi Robin , Pierre Rouchon

This note considers the constrained H-infinity consensus of multi-agent networks with nonidentical constraint sets. An improved distributed algorithm is adopted and a nonlinear controlled output function is defined to evaluate the effect of…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Lipo Mo , Yingmin Jia , Yongguang Yu

We present a suboptimal control design algorithm for a family of continuous-time parameter-dependent linear systems that are composed of interconnected subsystems. We are interested in designing the controller for each subsystem such that…

Optimization and Control · Mathematics 2013-07-24 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…

Numerical Analysis · Mathematics 2026-04-06 Yizhou Liang , Ngoc Tien Tran

In these lectures notes, we review our recent works addressing various problems of finding the nearest stable system to an unstable one. After the introduction, we provide some preliminary background, namely, defining Port-Hamiltonian…

Optimization and Control · Mathematics 2022-02-08 Nicolas Gillis , Punit Sharma

This paper proposes an innovative end-to-end deterministic network mechanism to achieve delay-bounded transmissions across multiple network domains. The proposed mechanism installs discrete shapers at the edge of the network domains, which…

Networking and Internet Architecture · Computer Science 2023-05-17 Binwei Wu , Shuo Wang , Weiqian Tan

This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…

Methodology · Statistics 2025-08-04 Zhaoxing Gao , Ruey S. Tsay

In numerical existence proofs for solutions of the semi-linear elliptic system, evaluating the norm of the inverse of a perturbed Laplace operator plays an important role. We reveal an eigenvalue problem to design a method for verifying the…

Numerical Analysis · Mathematics 2021-12-15 Kouta Sekine , Kazuaki Tanaka , Shin'ichi Oishi

We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…

Numerical Analysis · Mathematics 2025-02-14 Richard Löscher , Michael Reichelt , Olaf Steinbach

We consider the problem of discretizing evolution operators of linear delay equations with the aim of approximating their spectra, which is useful in investigating the stability properties of (nonlinear) equations via the principle of…

Numerical Analysis · Mathematics 2026-01-01 Alessia andò , Giusy Bosco , Dimitri Breda , Davide Liessi

A new definition of the $\mathcal{H}_2$ norm for linear switched systems is introduced. It is based on appropriately defined time-domain kernels, or equivalently, on infinite controllability and observability Gramian matrices. Furthermore,…

Systems and Control · Computer Science 2017-12-11 Ion Victor Gosea , Athanasios C. Antoulas

We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…

Quantum Physics · Physics 2018-08-15 Marcin Łobejko , Jerzy Dajka , Jerzy Łuczka

We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellman (HJB) equation. At the PDE level, PI is fundamentally…

Optimization and Control · Mathematics 2026-04-14 Namkyeong Cho , Yeoneung Kim

In this paper, we will consider an $hp$-finite elements discretization of a highly indefinite Helmholtz problem by some dG formulation which is based on the ultra-weak variational formulation by Cessenat and Depr\'{e}s. We will introduce an…

Numerical Analysis · Mathematics 2015-03-17 Stefan Sauter , Jakob Zech

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted…

Numerical Analysis · Mathematics 2025-07-22 Alessandro Borghi , Tobias Breiten

Time discretization along with space discretization is important in the numerical simulation of subsurface flow applications for long run. In this paper, we derive theoretical convergence error estimates in discrete-time setting for…

Numerical Analysis · Mathematics 2020-03-04 Yerlan Amanbek , Mary Wheeler

We consider hyperelastic problems and their numerical solution using a conforming finite element discretization and iterative linearization algorithms. For these problems, we present equilibrated, weakly symmetric, $H(\rm{div)}$-conforming…

Numerical Analysis · Mathematics 2017-10-19 Michele Botti , Rita Riedlbeck
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