Related papers: Multistep Frequency Response Optimized Integrators…
Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…
Model predictive control (MPC) is a promising technique for motion cueing in driving simulators, but its high computation time limits widespread real-time application. This paper proposes a hybrid algorithm that combines filter-based and…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…
This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulated random fields satisfy a prescribed Power Spectrum and…
Frequency Estimation of a complex exponential is a problem relevant to a large number of fields. In this paper a computationally efficient and accurate frequency estimator is presented using the guaranteed stable Sliding DFT which gives…
For the first time quaternions have been used for real-time frequency estimation, where the multi-dimensional nature of quaternions allows for the full characterization of three-phase power systems. This is achieved through the use of…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…
In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…
We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…
Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We…
In this work we introduce a new family of 14-steps linear multistep methods for the integration of the Schr\"odinger equation. The new methods are phase fitted but they are designed in order to improve the frequency tolerance. This is…
The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…
In this paper, we explore how numerical calculations can be accelerated by implementing several numerical methods of fractional-order systems using parallel computing techniques. We investigate the feasibility of parallel computing…
Power systems solvers are vital tools in planning, operating, and optimizing electrical distribution networks. The current generation of solvers employ computationally expensive iterative methods to compute sequential solutions. To…
The recent promises of Model Predictive Control in robotics have motivated the development of tailored second-order methods to solve optimal control problems efficiently. While those methods benefit from strong convergence properties,…
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…
Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…