Related papers: Iterative and doubling algorithms for Riccati-type…
We identify a relationship between the solutions of a nonsymmetric algebraic T-Riccati equation (T-NARE) and the deflating subspaces of a palindromic matrix pencil, obtained by arranging the coefficients of the T-NARE. The interplay between…
Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…
We calculate 3-loop master integrals for heavy quark correlators and the 3-loop QCD corrections to the $\rho$-parameter. They obey non-factorizing differential equations of second order with more than three singularities, which cannot be…
We characterize the existence of solutions to the quasilinear Riccati type equation \begin{eqnarray*} \left\{ \begin{array}{rcl} -{\rm div}\,\mathcal{A}(x, \nabla u)&=& |\nabla u|^q + \sigma \quad \text{in} ~\Omega, \\ u&=&0 \quad…
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…
Solving linear systems of equations is essential for many problems in science and technology, including problems in machine learning. Existing quantum algorithms have demonstrated the potential for large speedups, but the required quantum…
Exploiting the similarity between adiabatic quantum algorithms and quantum phase transitions, we argue that second-order transitions -- typically associated with broken or restored symmetries -- should be advantageous in comparison to…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
Theoretical and computational properties of a vector equation $Ax-\|x\|_1x=b$ are investigated, where $A$ is an invertible $M$-matrix and $b$ is a nonnegative vector. Existence and uniqueness of a nonnegative solution is proved. Fixed-point…
Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…
An important example of a multi-dimensional integrable system is the anti-self-dual Einstein equations. By studying the symmetries of these equations, a recursion operator is found and the associated hierarchy constructed. Owing to the…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
The Riccati equation method is used to establish new oscillation criteria for extended linear matrix Hamiltonian systems. This method allows to obtain results in in a new direction, which is to break the positive definiteness condition,…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
The characterization of the solvability of matrix versions of truncated Stieltjes-type moment problems led to the class of $\alpha$-Stieltjes non-negative definite sequences of complex $q \times q$ matrices. In [21], a parametrization of…
We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of interest consists of outer and inner iterations. We show that,…
Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…
We reconstruct all (2+1)D quantum double models of finite groups from their boundary symmetries through the repeated application of a gauging procedure, extending the existing construction for abelian groups. We employ the recently proposed…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…