Related papers: Anytime Solvers for Variational Inequalities: the …
In this letter a new solvable model of synchronization dynamics is introduced. It consists of a system of long range interacting tops with random precession frequencies. The model allows for an explicit study of orientational effects in…
We develop a novel fast iterative moment method for the steady-state simulation of near-continuum flows, which are modeled by the high-order moment system derived from the Boltzmann-BGK equation. The fast convergence of the present method…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…
The continuity of the kinetic energy is an important property of incompressible viscous fluid flows. We show that for any prescribed finite energy divergence-free initial data there exist infinitely many global in time weak solutions with…
We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…
This article provides a reduced-order modelling framework for turbulent compressible flows discretized by the use of finite volume approaches. The basic idea behind this work is the construction of a reduced-order model capable of providing…
Gradient-based first-order convex optimization algorithms find widespread applicability in a variety of domains, including machine learning tasks. Motivated by the recent advances in fixed-time stability theory of continuous-time dynamical…
In this paper, multi-agent systems minimizing a sum of objective functions, where each component is only known to a particular node, is considered for continuous-time dynamics with time-varying interconnection topologies. Assuming that each…
We develop a flow renormalization approach for periodically-driven quantum systems, which reveals prethermal dynamical regimes and associated timescales via direct correspondence between real time and flow time behavior. In this formalism,…
In this article we describe a stable partitioned algorithm that overcomes the added mass instability arising in fluid-structure interactions of light rigid bodies and inviscid compressible flow. The new algorithm is stable even for bodies…
We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…
We study numerically the standard one pressure model of two fluid flows with energy equations. This system is not solved in time derivative. It has been transformed into an equivalent system solved in time derivative. We show that the…
STOchastic Recursive Momentum (STORM)-based algorithms have been widely developed to solve one to $K$-level ($K \geq 3$) stochastic optimization problems. Specifically, they use estimators to mitigate the biased gradient issue and achieve…
This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…
The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
Temporal-Difference (TD) learning with nonlinear smooth function approximation for policy evaluation has achieved great success in modern reinforcement learning. It is shown that such a problem can be reformulated as a stochastic…
The analysis of network routing games typically assumes, right at the onset, precise and detailed information about the latency functions. Such information may, however, be unavailable or difficult to obtain. Moreover, one is often…
Preliminary results of our investigations on solving indefinite qua\-dra\-tic programs by dynamical systems are given. First, dynamical systems corresponding to two fundamental DC programming algorithms to deal with indefinite quadratic…
We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…