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We construct a new error-suppression scheme that makes use of the adjoint of reversible quantum algorithms. For decoherence induced errors such as depolarization, it is presented that provided the depolarization error probability is less…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
We recently introduced a novel architecture for the design of validated IVP algorithms. This architecture forms the basis of our complete validated algorithm for IVP. A key subroutine in our algorithm is the \textbf{Euler Tube}: it gave a…
A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…
The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…
In this paper we propose and analyze a Discontinuous Galerkin method for a linear parabolic problem with dynamic boundary conditions. We present the formulation and prove stability and optimal a priori error estimates for the fully discrete…
This paper proposes an adaptive timestep construction for an Euler-Maruyama approximation of the ergodic SDEs with a drift which is not globally Lipschitz over an infinite time interval. If the timestep is bounded appropriately, we show not…
Efficient computation of all distinct solutions of nonlinear problems is essential in many scientific and engineering applications. Although high-order parallel iterative schemes offer fast convergence, their practical performance is often…
This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…
This paper addresses the global exponential attitude tracking of a spacecraft when gyro measurements are corrupted by bias. Based on contraction analysis, an exponentially convergent nonlinear observer is designed first to estimate the gyro…
We analyse backward Euler time stepping schemes for the primal DPG formulation of a class of parabolic problems. Optimal error estimates are shown in the natural norm and in the $L^2$ norm of the field variable. For the heat equation the…
Global existence for the nonisentropic compressible Euler equations with vacuum boundary for all adiabatic constants $\gamma > 1$ is shown through perturbations around a rich class of background nonisentropic affine motions. The notable…
Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…
We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based…
This paper is concerned with the global-in-time convergence from bipolar Euler-Poisson system (BEP) to unipolar one (UEP) through the infinity-ion-mass limit by letting the ratio of the mass of ion $m_i$ over that of electron $m_e$ goes to…
We study the convergence of a discrete Luenberger observer for the barotropic Euler equations in one dimension, for measurements of the velocity only. We use a mixed finite element method in space and implicit Euler integration in time. We…
The objective of this paper is to prove the convergence of a linear implicit multi-step numerical method for ordinary differential equations. The algorithm is obtained via Taylor approximations. The convergence is proved following the…
We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…
We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler…
We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…