Related papers: Anytime Solvers for Variational Inequalities: the …
This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…
In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…
We consider dynamic equilibria for flows over time under the fluid queuing model. In this model, queues on the links of a network take care of flow propagation. Flow enters the network at a single source and leaves at a single sink. In a…
Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…
Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…
In this paper, we propose two projection dynamical systems for solving inverse quasi-variational inequality problems in finite-dimensional Hilbert spaces-one ensuring finite-time stability and the other guaranteeing fixed-time stability. We…
A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…
We study dynamic network flows with uncertain input data under a robust optimization perspective. In the dynamic maximum flow problem, the goal is to maximize the flow reaching the sink within a given time horizon $T$, while flow requires a…
Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
We present a robust optimisation framework for computing invariant solutions of wall-bounded flows by recasting the Navier-Stokes equations as a variational problem as established in Ashtari and Schneider, JFM (2023). The approach minimises…
We propose a new algorithm for a broad class of periodic time-varying Stochastic Game-Theoretic Riccati Differential Equations arising in Zero-Sum Linear-Quadratic Stochastic Differential Games. The algorithm is constructed via dual-layer…
This paper studies the design of controllers for discontinuous dynamics that ensure the safety of non-smooth sets. The safe set is represented by arbitrarily nested unions and intersections of 0-superlevel sets of differentiable functions.…
The accuracy and stability of implicit CFD codes are frequently impaired by the decoupling between variables, which can ultimately lead to numerical divergence. Coupled solvers, which solve all the governing equations simultaneously, have…
This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…
This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…
This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…
In this paper we present a novel, closed three-dimensional (3D) random vortex dynamics system, which is equivalent to the Navier--Stokes equations for incompressible viscous fluid flows. The new random vortex dynamics system consists of a…
An algorithm is proposed for generalized mean curvature flow of closed two-dimensional surfaces, which include inverse mean curvature flow, powers of mean and inverse mean curvature flow, etc. Error estimates are proven for semi- and full…
Finite difference method and finite element method are popular methods for solving groundwater flow equations. This paper presents a new method that uses gradually varied functions to solve such equation. In this paper, we have established…