Related papers: Model Order Reduction for (Stochastic-) Delay Equa…
In the context of Discontinuous Galerkin Spectral Element Methods (DGSEM), $\tau$-estimation has been successfully used for p-adaptation algorithms. This method estimates the truncation error of representations with different polynomial…
A proof of optimal-order error estimates is given for the full discretization of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface…
By developing new efficient techniques and using an appropriate fixed point theorem, we derive several new sufficient conditions for the pseudo almost periodic solutions with double measure for some system of differential equations with…
We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
Delayed loss spikes have been reported in neural-network training, but existing theory mainly explains earlier non-monotone behavior caused by overly large fixed learning rates. We study one stylized hypothesis: normalization can postpone…
In this paper, we present an interpolation framework for structure-preserving model order reduction of parametric bilinear dynamical systems. We introduce a general setting, covering a broad variety of different structures for parametric…
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…
We propose a hybrid stochastic method for the tensor renormalization group (TRG) approach. TRG is known as a powerful tool to study the many-body systems and quantum field theory on the lattice. It is based on a low-rank approximation of…
The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were discussed by Mao [15], and the theory there showed that the Euler-Maruyama (EM) numerical solutions converge to…
We consider the problem of locating a nearest descriptor system of prescribed reduced order to a descriptor system with large order with respect to the ${\mathcal L}_\infty$ norm. Widely employed approaches such as the balanced truncation…
Recent years have seen a great increase in the capacity and parallel processing power of data centers and cloud services. To fully utilize the said distributed systems, optimal load balancing for parallel queuing architectures must be…
The Harmonic Balance method provides a heuristic approach for finding truncated Fourier series as an approximation to the periodic solutions of ordinary differential equations. Another natural way for obtaining these type of approximations…
We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…
In stochastic multistable systems driven by the gradient of a potential, transitions between equilibria is possible because of noise. We study the ability of linear delay feedback control to mitigate these transitions, ensuring that the…
This paper reports on a computational study of the model error in the LANS-alpha and NS-alpha deconvolution models of homogeneous isotropic turbulence. The focus is on how well the model error may be characterized by a stochastic force.…
We study the possibility to stabilize unstable steady states and unstable periodic orbits in chaotic fractional-order dynamical systems by the time-delayed feedback method. By performing a linear stability analysis, we establish the…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
In this paper, we study asynchronous stochastic approximation algorithms without communication delays. Our main contribution is a stability proof for these algorithms that extends a method of Borkar and Meyn by accommodating more general…
Recent developments in decomposition methods for multi-stage stochastic programming with block separable recourse enable the solution to large-scale stochastic programs with multi-timescale uncertainty. Multi-timescale uncertainty is…