Related papers: Iterative and doubling algorithms for Riccati-type…
The Riccati equation method is used to establish a new stability criteria for linear systems of ordinary differential equations. Two examples are presented in which the obtained result is compared with the results obtained by the Lyapunov…
We propose a numerical method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type), consisting first in applying a discrete QR technique to the associated evolution family suitably posed on a Hilbert…
We present a methodology for establishing the existence of quadratic Lyapunov inequalities for a wide range of first-order methods used to solve convex optimization problems. In particular, we consider i) classes of optimization problems of…
Starting with the recursive extended Euclid's algorithm, we apply a systematic approach using matrix notation to transform it into an iterative algorithm. The partial correctness proof derived from the transformation turns out to be very…
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 the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…
Let k be an imaginary quadratic number field (with class number 1). We describe a new, essentially linear-time algorithm, to list all isomorphism classes of cubic extensions L/k up to a bound X on the norm of the relative discriminant…
We develop a generalized hybrid iterative approach for computing solutions to large-scale Bayesian inverse problems. We consider a hybrid algorithm based on the generalized Golub-Kahan bidiagonalization for computing Tikhonov regularized…
For linear differential equations of the form $u'(t)=[A + B(t)] u(t)$, $t\geq0$, with a possibly unbounded operator $A$, we construct and deduce error bounds for two families of second-order exponential splittings. The role of quadratures…
Using a probabilistic approach we study the parallel dynamics of fully connected Q-Ising neural networks for arbitrary Q. A Lyapunov function is shown to exist at zero temperature. A recursive scheme is set up to determine the time…
The delay Lyapunov equation is an important matrix boundary-value problem which arises as an analogue of the Lyapunov equation in the study of time-delay systems $\dot{x}(t) = A_0x(t)+A_1x(t-\tau)+B_0u(t)$. We propose a new algorithm for…
We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…
In this paper, applying the Newton method, we transform the complex continuous-time algebraic Riccati matrix equation into a Lyapunov equation. Then, we introduce an efficient general alternating-direction implicit (GADI) method to solve…
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…
Although the Kadanoff-Baym equations are typically solved using time-stepping methods, iterative global-in-time solvers offer potential algorithmic advantages, particularly when combined with compressed representations of two-time objects.…