Related papers: Anytime Solvers for Variational Inequalities: the …

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

We consider a two-dimensional, two-layer, incompressible, steady flow, with vorticity which is constant in each layer, in an infinite channel with rigid walls. The velocity is continuous across the interface, there is no surface tension or…

This paper investigates the fixed-time consensus problem for a class of multi-agent systems with simple dynamics. Unlike the traditional way to realize fixed-time convergence, a novel strategy using the property of periodic functions is…

It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…

This paper proves the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal fully-nonlinear parabolic systems, where the nonlocality stems…

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

We consider a continuum model for the dynamics of systems of self propelling particles with kinematic constraints on the velocities. The model aims to be analogous to a discrete algorithm used in works by T. Vicsek et al. In this paper we…

In rarefied gas flows, the spatial grid size could vary by several orders of magnitude in a single flow configuration (e.g., inside the Knudsen layer it is at the order of mean free path of gas molecules, while in the bulk region it is at a…

We present a latent-space formulation of adaptive temporal lifting for continuous-time dynamical systems. The method introduces a smooth monotone mapping $t \mapsto \tau(t)$ that regularizes near-singular behavior of the underlying flow…

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties…

The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

This work is devoted to study the global behavior of viscous flows contained in a symmetric domain with complete slip boundary. In such scenario the boundary no longer provides friction and therefore the perturbation of angular velocity…

Devising efficient algorithms that track the optimizers of continuously varying convex optimization problems is key in many applications. A possible strategy is to sample the time-varying problem at constant rate and solve the resulting…

Two-fluid plasma flow equations describe the flow of ions and electrons with different densities, velocities, and pressures. We consider the ideal plasma flow i.e. we ignore viscous, resistive, and collision effects. The resulting system of…

In this research, we examine the minsum flow problem in dynamic path networks where flows are represented as discrete and weighted sets. The minsum flow problem has been widely studied for its relevance in finding evacuation routes during…

We address several concerns related to the derivation of drift-ordered fluid equations. Starting from a fully Galilean invariant fluid system, we show how consistent sets of perturbative drift-fluid equations in the case of a isothermal…

We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…

This paper presents a decentralized algorithm for a team of agents to track time-varying fixed points that are the solutions to time-varying convex optimization problems. The algorithm is first-order, and it allows for total asynchrony in…

In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…