Related papers: Stability implies robust convergence of a class of…
The one-leg, two-step time-stepping scheme proposed by Dahlquist, Liniger and Nevanlinna has clear advantages in complex, stiff numerical simulations: unconditional $G$-stability for variable time-steps and second-order accuracy. Yet it has…
This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…
We refine some previous sufficient conditions for exponential stability of the linear ODE $$ u''+ cu' + (b+a(t))u = 0$$ where $b, c>0$ and $a$ is a bounded nonnegative time dependent coefficient. This allows to improve some results on…
Asynchronous iterative methods tolerate straggling processors by allowing workers to proceed with stale data, but at a cost: the iterates become inconsistent, potentially degrading convergence. We investigate whether convergence…
Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…
We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…
In this paper, the stability of $\theta$-methods for delay differential equations is studied based on the test equation $y'(t)=-A y(t) + B y(t-\tau)$, where $\tau$ is a constant delay and $A$ is a positive definite matrix. It is mainly…
A state-of-the-art strategy for digitally representing a bandlimited signal $f$ is $\Sigma\Delta$ quantization. $\Sigma\Delta$ quantization schemes choose a bit sequence $(q_n)$ representing the samples $(y_n)$ of $f$ sequentially based on…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…
Constrained quadratic programs and Euclidean projections are ubiquitous in engineering, arising in machine learning, estimation, control, and signal processing. Dykstra's algorithm is an iterative scheme for computing the Euclidean…
Parallel-across-the method time integration can provide small scale parallelism when solving initial value problems. Spectral deferred corrections (SDC) with a diagonal sweeper, which is closely related to iterated Runge-Kutta methods…
It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…
Synchronous Counting is the task of reaching agreement on a common round counter in a synchronous system of $n$ nodes with up to $t$ Byzantine faults in a self-stabilizing manner. That is, after transient faults may have arbitrarily…
This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…
We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…
In this article we deal with the stability and convergence of numerical solutions of nonlinear evolution equations of the form $A(u(t))+f(u(t))=u'(t)$, the numerical analysis of solutions to this problems will be performed using some…
We consider fully discrete schemes based on the scalar auxiliary variable (SAV) approach and stabilized SAV approach in time and the Fourier-spectral method in space for the phase field crystal (PFC) equation. Unconditionally energy…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…