Related papers: Moment-SOS hierarchy and exit time of stochastic p…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…
Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…
We use tropicalization to study the duals to cones of nonnegative polynomials and sums of squares on a semialgebraic set $S$. The truncated cones of moments of measures supported on the set $S$ is dual to nonnegative polynomials on $S$,…
Non-negative elements in group algebras play a crucial role in the study of functions, measures and operators. This paper focuses on the sum of Hermitian squares (SOHS) of non-negative elements in group algebras of finite groups. We first…
We consider the problem of maximizing a homogeneous polynomial on the unit sphere and its hierarchy of Sum-of-Squares (SOS) relaxations. Exploiting the polynomial kernel technique, we obtain a quadratic improvement of the known convergence…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…
Hybrid systems exhibit phenomena which do not occur in systems with continuous vector fields. One such phenomenon - Zeno executions - is characterized by an infinite number of discrete events or transitions occurring over a finite interval…
In order to address the imprecision often introduced by widening operators in static analysis, policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative…
We review several (and provide new) results on the theory of moments, sums of squares and basic semi-algebraic sets when convexity is present. In particular, we show that under convexity, the hierarchy of semidefinite relaxations for…
Recovering probability measures from moments is a central theme in statistics and optimization. In particular, we focus on the recovery of measures from moments and pseudo-moments, which may come from solving the moment-SOS hierarchy in one…
We briefly recall basics of the Moment-SOS hierarchy in polynomial optimization and the Christoffel-Darboux kernel (and the Christoffel function (CF)) in theory of approximation and orthogonal polynomials. We then (i) show a strong link…
Sum of Squares programming has been used extensively over the past decade for the stability analysis of nonlinear systems but several questions remain unanswered. In this paper, we show that exponential stability of a polynomial vector…
We revisit the problem of minimizing a given polynomial $f$ on the hypercube $[-1,1]^n$. Lasserre's hierarchy (also known as the moment- or sum-of-squares hierarchy) provides a sequence of lower bounds $\{f_{(r)}\}_{r \in \mathbb N}$ on the…
In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…