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We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

Numerical Analysis · Mathematics 2018-10-18 Simone Brugiapaglia

Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…

Optimization and Control · Mathematics 2024-09-02 Eduard Gorbunov , Marina Danilova , Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

Optimization and Control · Mathematics 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

We reformulate the Lanczos tau method for the discretization of time-delay systems in terms of a pencil of operators, allowing for new insights into this approach. As a first main result, we show that, for the choice of a shifted Legendre…

Numerical Analysis · Mathematics 2024-11-14 Evert Provoost , Wim Michiels

This paper presents a combined sliding-mode control and subspace stabilization methodology for orbital stabilization of periodic trajectories in underactuated mechanical systems with one degree of underactuation. The approach starts with…

Robotics · Computer Science 2025-12-05 Maksim Surov , Leonid Freidovich

We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…

Numerical Analysis · Mathematics 2016-06-01 Nicolas Crouseilles , Shi Jin , Mohammed Lemou

The trajectory optimization of the atmospheric entry of a reusable launch vehicle is studied. The objective is to maximize the crossrange of the vehicle subject to two control-inequality path constraints, two state-inequality path…

Optimization and Control · Mathematics 2024-06-07 Cale A. Byczkowski , Anil V. Rao

In this paper, a well-conditioned collocation method is constructed for solving general $p$-th order linear differential equations with various types of boundary conditions. Based on a suitable Birkhoff interpolation, we obtain a new set of…

Numerical Analysis · Mathematics 2013-05-28 Li-Lian Wang , Michael Daniel Samson , Xiaodan Zhao

The use of spectral projection based methods for simulation of a stochastic system with discontinuous solution exhibits the Gibbs phenomenon, which is characterized by oscillations near discontinuities. This paper investigates a dynamic…

Methodology · Statistics 2012-10-24 Piyush M. Tagade , Han-Lim Choi

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

The frequency-weighted model order reduction techniques are used to find a lower-order approximation of the high-order system that exhibits high-fidelity within the frequency region emphasized by the frequency weights. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Umair Zulfiqar , Victor Sreeram , Mian Ilyas Ahmad , Xin Du

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

Since integration by parts is an important tool when deriving energy or entropy estimates for differential equations, one may conjecture that some form of summation by parts (SBP) property is involved in provably stable numerical methods.…

Numerical Analysis · Mathematics 2021-03-12 Hendrik Ranocha , Jan Nordström

The computational complexity of the conventional adaptive beamformer is relatively large, and the performance degrades significantly due to the model mismatch errors and the unwanted signals in received data. In this paper, an efficient…

Signal Processing · Electrical Eng. & Systems 2023-03-30 Tao Luo , Peng Chen , Zhenxin Cao , Le Zheng , Zongxin Wang

We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…

Numerical Analysis · Mathematics 2022-12-15 Fruzsina J. Agocs , Alex H. Barnett

In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…

Numerical Analysis · Mathematics 2024-11-11 Fan Yang , Zhida Zhou , Chaolong Jiang

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

This paper introduces a first-order method for solving optimal powered descent guidance (PDG) problems, that directly handles the nonconvex constraints associated with the maximum and minimum thrust bounds with varying mass and the pointing…

Optimization and Control · Mathematics 2024-04-02 Jiwoo Choi , Jong-Han Kim
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