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This paper introduces a chordal decomposition approach for scalable analysis of linear networked systems, including stability, $\mathcal{H}_2$ and $\mathcal{H}_{\infty}$ performance. Our main strategy is to exploit any sparsity within these…

Optimization and Control · Mathematics 2018-03-19 Yang Zheng , Maryam Kamgarpour , Aivar Sootla , Antonis Papachristodoulou

For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…

Probability · Mathematics 2017-06-26 Rafał M. Łochowski

We consider a class of Schrodinger equations with time-dependent smooth magnetic and electric potentials having a growth at infinity at most linear and quadratic, respectively. We study the convergence in $L^p$ with loss of derivatives,…

Mathematical Physics · Physics 2016-06-28 Fabio Nicola

Consider a random graph model where each possible edge $e$ is present independently with some probability $p_e$. Given these probabilities, we want to build a large/heavy matching in the randomly generated graph. However, the only way we…

Data Structures and Algorithms · Computer Science 2010-09-01 Nikhil Bansal , Anupam Gupta , Jian Li , Julian Mestre , Viswanath Nagarajan , Atri Rudra

Sparse view computed tomography (CT) reconstruction poses a challenging ill-posed inverse problem, necessitating effective regularization techniques. In this letter, we employ $L_p$-norm ($0<p<1$) regularization to induce sparsity and…

Image and Video Processing · Electrical Eng. & Systems 2024-08-14 Yu Guo , Caiying Wu , Yaxin Li , Qiyu Jin , Tieyong Zeng

Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…

Probability · Mathematics 2009-10-26 Gyula Pap

In this paper we propose and analyze inexact and stochastic versions of the CGALP algorithm developed in the authors' previous paper, which we denote ICGALP, that allows for errors in the computation of several important quantities. In…

Optimization and Control · Mathematics 2022-10-20 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

Approximation of high-dimensional functions is a problem in many scientific fields that is only feasible if advantageous structural properties, such as sparsity in a given basis, can be exploited. A relevant tool for analysing sparse…

Numerical Analysis · Mathematics 2023-10-16 Philipp Trunschke , Anthony Nouy , Martin Eigel

An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…

Numerical Analysis · Mathematics 2025-11-17 Sagy Ephrati , Erik Jansson , Annika Lang , Erwin Luesink

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

In this paper, we resolve the computational complexity of a number of outstanding open problems with practical applications. Here is the list of problems we show to be PPAD-complete, along with the domains of practical significance:…

Computational Complexity · Computer Science 2009-04-10 Shiva Kintali , Laura J. Poplawski , Rajmohan Rajaraman , Ravi Sundaram , Shang-Hua Teng

Brains process information through the collective dynamics of large neural networks. Collective chaos was suggested to underlie the complex ongoing dynamics observed in cerebral cortical circuits and determine the impact and processing of…

Chaotic Dynamics · Physics 2020-06-04 Rainer Engelken , Fred Wolf , L. F. Abbott

We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real-world systems largely because it resists many concentration arguments. In this paper, we assume…

Optimization and Control · Mathematics 2025-11-12 Dheeraj Narasimha , Nicolas Gast

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

We study the problem of multivariate $L_2$-approximation of functions in a weighted Korobov space using a median lattice-based algorithm recently proposed by the authors. In the original work, the algorithm requires knowledge of the…

Numerical Analysis · Mathematics 2025-11-04 Zexin Pan , Takashi Goda , Peter Kritzer

The high computational cost involved in modeling of the progressive fracture simulations using large discrete lattice networks stems from the requirement to solve {\it a new large set of linear equations} every time a new lattice bond is…

Materials Science · Physics 2009-11-11 Phani Kumar V. V. Nukala , Srdjan Simunovic

We study chaotic synchronization in a 5D Hindmarsh--Rose neuron model augmented with electromagnetic induction and a switchable memristive autapse. For two diffusively coupled identical neurons, we derive the transverse error dynamical…

Adaptation and Self-Organizing Systems · Physics 2026-03-10 Behnam Babaeian , Marius E. Yamakou

In this paper, we establish the existence of the solutions $ (X, L)$ of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich…

Probability · Mathematics 2007-05-23 Zongxia Liang , Tusheng Zhang

This paper studies the expected $L_p$-discrepancy ($2 \leq p < \infty$) for stratified sampling schemes under importance sampling. We introduce a parametric family of equivolume partitions $\Omega_{\theta,\sim}$ and leverage recent exact…

Numerical Analysis · Mathematics 2026-01-09 Xiaoda Xu

A new chaotic financial system is proposed by considering ethics involvement in a four-dimensional financial system with market confidence. A five-dimensional conformable derivative financial system is presented by introducing conformable…

General Finance · Quantitative Finance 2019-04-03 Baogui Xin , Wei Peng , Yekyung Kwon , Yanqin Liu