Related papers: A novel multi-step method for the partial pole ass…
In this paper a novel numerical approximation of parametric eigenvalue problems is presented. We motivate our study with the analysis of a POD reduced order model for a simple one dimensional example. In particular, we introduce a new…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
We consider the classic problem of pole placement by state feedback. We offer an eigenstructure assignment algorithm to obtain a novel parametric form for the pole-placing feedback matrix that can deliver any set of desired closed-loop…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…
Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some…
We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…
A cascadic multigrid method is proposed for eigenvalue problems based on the multilevel correction scheme. With this new scheme, an eigenvalue problem on the finest space can be solved by smoothing steps on a series of multilevel finite…
We consider time-harmonic scalar transmission problems between dielectric and dispersive materials with generalized Lorentz frequency laws. For certain frequency ranges such equations involve a sign-change in their principle part. Due to…
In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $\lambda B-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such diagonal scalings is to "balance" in some sense the…
This article proposes a new class of general linear method with $p=q$ and $r=s=p+1$. The construction of the present method is carried out using order conditions and error minimization subject to $A$- stability constraints. The proposed…
In this paper, we give a numerical analysis for the transmission eigenvalue problem by the finite element method. A type of multilevel correction method is proposed to solve the transmission eigenvalue problem. The multilevel correction…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…
The pole assignment problem for descriptor systems is a classical inverse algebraic eigenvalue problem, which has attracted attention for decades. In this paper, we propose a direct method to solve the problem with the application of the…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
Accurate and efficient computation of Floquet multipliers and subspaces is essential for analyzing limit cycle in dynamical systems and periodic steady state in Radio Frequency simulation. This problem is typically addressed by solving a…
The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…
We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…