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An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

In this paper, we present Insertus.jl, the Julia package that can help the user generate a randomization sequence of a given length for a multi-arm trial with a pre-specified target allocation ratio and assess the operating characteristics…

Methodology · Statistics 2024-07-22 Yevgen Ryeznik , Oleksandr Sverdlov

We present a new method, called the pixel array method, for approximating all solutions in a bounding box for an arbitrary nonlinear system of relations. In contrast with other solvers, our approach requires that the user must specify which…

Numerical Analysis · Mathematics 2017-05-16 David I. Spivak , Magdalen R. C. Dobson , Sapna Kumari , Lawrence Wu

In this paper we study the effect of external harmonic forcing on a one-dimensional oscillatory system described by the complex Ginzburg-Landau equation (CGLE). For a sufficiently large forcing amplitude, a homogeneous state with no spatial…

Statistical Mechanics · Physics 2009-11-07 Jeenu Kim , Jysoo Lee , Byungnam Kahng

This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Samaneh Alsadat Saeedinia , Mojtaba Sharifi , Seyed Mohammad Hosseindokht , Hedieh Jafarpourdavatgar

This paper concerns the small-time stabilization of some classes of mechanical systems which are not stabilizable by means of at least continuous state feedback laws. This is the case of nonholonomic mechanical systems, an example being the…

Optimization and Control · Mathematics 2019-05-28 Brigitte d'Andréa-Novel , Jean-Michel Coron , Wilfrid Perruquetti

Julia is a new language for writing data analysis programs that are easy to implement and run at high performance. Similarly, the Dynamic Distributed Dimensional Data Model (D4M) aims to clarify data analysis operations while retaining…

Mathematical Software · Computer Science 2016-12-13 Alexander Chen , Alan Edelman , Jeremy Kepner , Vijay Gadepally , Dylan Hutchison

We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Fabio Camilli

Scientific applications consist of large and computationally-intensive loops. Dynamic loop scheduling (DLS) techniques are used to load balance the execution of such applications. Load imbalance can be caused by variations in loop iteration…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-16 Ali Mohammed , Florina M. Ciorba

Differentiating through constrained optimization problems is increasingly central to learning, control, and large-scale decision-making systems, yet practical integration remains challenging due to solver specialization and interface…

Harmonic analysis has provided powerful tools to accurately determine the tune from turn-by-turn data originating from numerical simulations or beam measurements in circular accelerators and storage rings. Methods that have been developed…

Accelerator Physics · Physics 2024-09-10 G. Russo , G. Franchetti , M. Giovannozzi , E. H. Maclean

CASL-HJX is a computational framework designed for solving deterministic and stochastic Hamilton-Jacobi equations in two spatial dimensions. It provides a flexible and efficient approach to modeling front propagation problems, optimal…

Optimization and Control · Mathematics 2025-05-21 Faranak Rajabi , Jacob Fingerman , Andrew Wang , Jeff Moehlis , Frederic Gibou

Structural identifiability analysis determines whether the parameters of a mechanistic ordinary differential equation (ODE) model can be uniquely recovered from ideal observations and is therefore a fundamental prerequisite for reliable…

Methodology · Statistics 2026-05-20 Abdallah Alsammani

We discuss recent advances in the regularity problem of a variety of fluid equations and systems. The purpose is to illustrate the advantage of harmonic analysis techniques in obtaining sharper conditional regularity results when compared…

Analysis of PDEs · Mathematics 2018-09-19 Mimi Dai , Han Liu

It has long been known that complex balanced mass-action systems exhibit a restrictive form of behaviour known as locally stable dynamics. This means that within each compatibility class $\mathcal{C}_{\mathbf{x}_0}$---the forward invariant…

Dynamical Systems · Mathematics 2014-07-15 David Siegel , Matthew D. Johnston

This paper presents the Julia package CCOpt, built on top of the interior-point solver MadNLP. CCOpt implements a suite of algorithms for Mathematical Programs with Complementarity Constraints (MPCCs). The solver additionally comes with…

Optimization and Control · Mathematics 2026-04-23 Anton Pozharskiy , François Pacaud , Moritz Diehl , Armin Nurkanović

Hybrid dynamical systems with nonlinear dynamics are one of the most general modeling tools for representing robotic systems, especially contact-rich systems. However, providing guarantees regarding the safety or performance of nonlinear…

Robotics · Computer Science 2025-01-10 Javier Borquez , Shuang Peng , Yiyu Chen , Quan Nguyen , Somil Bansal

Power system coherency refers to the phenomenon that machines in a power network exhibit similar frequency responses after disturbances, and is foundational for model reduction and control design. Despite abundant empirical observations,…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Yixuan Liu , Yingzhu Liu , Pengcheng You

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as…

Optimization and Control · Mathematics 2015-03-20 Miles Lubin , Iain Dunning

This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…

Systems and Control · Electrical Eng. & Systems 2024-04-18 Flora Vernerey , Pierre Riedinger , Andrea Iannelli , Jamal Daafouz
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