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This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

In this paper, the convergence of an algorithm for recovering the unknown kinematic viscosity of a two-dimensional incompressible, viscous fluid is studied. The algorithm of interest is a recursive feedback control-based algorithm that…

Analysis of PDEs · Mathematics 2022-05-04 Vincent R. Martinez

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

Numerical Analysis · Mathematics 2022-04-13 Merlin Andreia , Christian Meyer

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and…

Statistics Theory · Mathematics 2012-03-05 Rolando Biscay , Hélène Lescornel , Jean-Michel Loubes

Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature, their performances largely depend on…

Machine Learning · Statistics 2013-12-16 Wei Sun , Junhui Wang , Yixin Fang

The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions, and have applications in a number of fields. In this article, we develop an adaptive…

Numerical Analysis · Mathematics 2020-06-24 David Yan , M. C. Pugh , F. P. Dawson

For linearized Navier-Stokes equations, we first derive a Carleman estimate with a regular weight function. Then we apply it to establish conditional stability for the lateral Cauchy problem and finally we prove conditional stability…

Analysis of PDEs · Mathematics 2022-07-06 Oleg Y. Imanuvilov , Luca Lorenzi , M. Yamamoto

We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…

Numerical Analysis · Mathematics 2016-09-08 Winfried Auzinger , Othmar Koch , Michael Quell

The so-called 'direct' approach to separation of variables in linear PDEs is applied to the hydrodynamic stability problem. Calculations are made for the complete linear stability equations in cylindrical coordinates. Several classes of the…

Fluid Dynamics · Physics 2007-05-23 Georgy Burde , Alexander Zhalij

In this paper, we propose a unified numerical framework for the time-dependent incompressible Navier--Stokes equation which yields the $H^1$-, $H(\text{div})$-conforming, and discontinuous Galerkin methods with the use of different viscous…

Numerical Analysis · Mathematics 2020-11-16 Xi Chen , Yuwen Li , Corina Drapaca , John Cimbala

We consider a class of parabolic variational inequalities with time dependent obstacle of the form $|{\boldsymbol u}(x,t)| \le p(x,t)$, where ${\boldsymbol u}$ is the velocity field of a fluid governed by the Navier--Stokes variational…

Analysis of PDEs · Mathematics 2017-03-14 Maria Gokieli , Nobuyuki Kenmochi , Marek Niezgódka

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

Comparative Judgement is an assessment method where item ratings are estimated based on rankings of subsets of the items. These rankings are typically pairwise, with ratings taken to be the estimated parameters from fitting a Bradley-Terry…

Methodology · Statistics 2024-05-22 Ian Hamilton , Nick Tawn

We propose a tuner, suitable for adaptive control and (in its discrete-time version) adaptive filtering applications, that sets the second derivative of the parameter estimates rather than the first derivative as is done in the overwhelming…

Optimization and Control · Mathematics 2007-05-23 Felipe M. Pait , Paulo A Atkinson

We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near the feasible set, we derive sharper worst-case complexity…

Optimization and Control · Mathematics 2026-01-06 Florentin Goyens , Geovani N. Grapiglia

In this paper, a stochastic control problem under model uncertainty with general penalty term is studied. Two types of penalties are considered. The first one is of type f-divergence penalty treated in the general framework of a continuous…

Probability · Mathematics 2016-10-11 Wahid Faidi , Anis Matoussi , Mohamed Mnif

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

In this paper, we propose and develop an optimal nonconforming finite element method for the Stokes equations approximated by the Crouzix-Raviart element for velocity and the continuous linear element for pressure. Previous result in using…

Numerical Analysis · Mathematics 2018-07-10 Jian Li

Classical discrete-time adaptive controllers provide asymptotic stabilization and tracking; neither exponential stabilization nor a bounded noise gain is typically proven. In recent work it has been shown, in both the pole placement…

Optimization and Control · Mathematics 2019-02-26 Daniel E Miller , Mohamad T. Shahab

This paper is devoted to the development of adaptive control schemes for uncertain discrete-time systems, which guarantee robust, global, exponential convergence to the desired equilibrium point of the system. The proposed control scheme…

Optimization and Control · Mathematics 2015-09-02 Iasson Karafyllis , Maria Kontorinaki , Markos Papageorgiou