Related papers: Characterization and computation of H-infinity nor…

Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…

We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

In end-to-end distributed real time systems, a task may be executed sequentially on different processors. The end-toend task response time must not exceed the end-to-end task deadline to consider the task a schedulable task. In transient…

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

In the first part of this paper we introduced an algorithm that uses reachable set approximation to approximate the minimum time function of linear control problems. To illustrate the error estimates and to demonstrate differences to other…

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

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…

Estimating the eigenvalues of non-normal matrices is a foundational problem with far-reaching implications, from modeling non-Hermitian quantum systems to analyzing complex fluid dynamics. Yet, this task remains beyond the reach of standard…

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…

We prove L^1 to L^infinity estimates for charge transfer Hamiltonians H(t) in R^n for n > or = 3, followed by a discussion of estimates from W^{k,p'} to W^{k,p} for the same model, where 2 < p < infinity and 1/p + 1/p'=1. Then, geometric…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

We apply topological methods to the study of the set of harmonic solutions of periodically perturbed autonomous ordinary differential equations on differentiable manifolds, allowing the perturbing term to contain a fixed delay. In the…

This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

Presented is a method to compute certain classes of Hamilton-Jacobi equations that result from optimal control and trajectory generation problems with time delays. Many robotic control and trajectory problems have limited information of the…