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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…

Numerical Analysis · Mathematics 2025-11-06 Yiyuan Wang

We perform a resolvent analysis of a compressible turbulent jet, where the optimisation domain of the response modes is located in the acoustic field, excluding the hydrodynamic region, in order to promote acoustically efficient modes. We…

Fluid Dynamics · Physics 2024-05-02 B. Bugeat , U. Karban , A. Agarwal , L. Lesshafft , P. Jordan

Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…

Numerical Analysis · Mathematics 2025-03-12 Tara Stojimirovic , James Bremer

Many turbulent flows exhibit time-periodic statistics. These include turbomachinery flows, flows with external harmonic forcing, and the wakes of bluff bodies. Many existing techniques for identifying turbulent coherent structures, however,…

Fluid Dynamics · Physics 2024-05-01 Liam Heidt , Tim Colonius

In this paper, we establish the inviscid damping and enhanced dissipation estimates for the linearized Navier-Stokes system around the symmetric flow in a finite channel with the non-slip boundary condition. As an immediate consequence, we…

Analysis of PDEs · Mathematics 2025-10-22 Qi Chen , Hao Li , Shunlin Shen , Zhifei Zhang

In this study, we develop an efficient approach for approximating resolvent modes via spatial marching. Building on the methodology from Part 1, we leverage the ability of the projection-based formulation of the one-way Navier-Stokes…

Fluid Dynamics · Physics 2021-11-18 Georgios Rigas , Omar Kamal , Aaron Towne , Tim Colonius

We employ a resolvent-based methodology to estimate velocity and pressure fluctuations within turbulent channel flows at friction Reynolds numbers of approximately 180, 550 and 1000 using measurements of shear stress and pressure at the…

Fluid Dynamics · Physics 2021-10-04 Filipe R. Amaral , André V. G. Cavalieri , Eduardo Martini , Peter Jordan , Aaron Towne

The transient growth of disturbances made possible by the non-normality of the linearized Navier-Stokes equations plays an important role in bypass transition for many shear flows. Transient growth is typically quantified by the maximum…

Fluid Dynamics · Physics 2026-03-24 Zhicheng Kai , Peter Frame , Aaron Towne

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…

Computational Physics · Physics 2019-09-24 Francisco Pimenta , Manuel A. Alves

This paper presents a convex reformulation of a nonlinear constrained optimization problem for Markov decision processes, and applies the technical findings to optimal control problems for an ensemble of thermostatically controlled loads…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Emilio Benenati , Marcello Colombino , Emiliano Dall'Anese

Accurate modeling of the complex dynamics of fluid flows is a fundamental challenge in computational physics and engineering. This study presents an innovative integration of High-Order Singular Value Decomposition (HOSVD) with Long…

This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…

Numerical Analysis · Mathematics 2025-11-11 Yiyuan Wang

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

Using the pseudo-invariant operator method, we investigate the model of a particle with a time-dependent mass in a complex time-dependent symmetric potential well $V\left( x,t\right) =if\left(t\right) \left\vert x\right\vert$. The problem…

Quantum Physics · Physics 2023-06-21 Boubakeur Khantoul , A. Bounames

In this paper, we present a simple combinatorial algorithm that solves symmetric diagonally dominant (SDD) linear systems in nearly-linear time. It uses very little of the machinery that previously appeared to be necessary for a such an…

Data Structures and Algorithms · Computer Science 2013-01-29 Jonathan A. Kelner , Lorenzo Orecchia , Aaron Sidford , Zeyuan Allen Zhu

In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Yang P. Liu , Thatchaphol Saranurak , Aaron Sidford , Zhao Song , Di Wang

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

We develop a linearly-scaling variant of the Force Coupling Method [K. Yeo and M. R. Maxey, J. Fluid Mech. 649, 205-231 (2010)] for computing hydrodynamic interactions among particles confined to a doubly-periodic geometry with either a…

Computational Physics · Physics 2023-05-03 Aref Hashemi , Raul P. Pelaez , Sachin Natesh , Brennan Sprinkle , Ondrej Maxian , Zecheng Gan , Aleksandar Donev

We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients…

Signal Processing · Electrical Eng. & Systems 2020-08-11 D. J Nicolsky , G. S. Tipenko

Explicit Runge-Kutta (RK) integration of hyperbolic initial-boundary value problems with time-dependent Dirichlet data often displays order reduction: the observed convergence order falls below the nominal order because the stage structure…

Numerical Analysis · Mathematics 2026-04-13 Giorgio Maria Cavallazzi , Miguel Pérez Cuadrado , Alfredo Pinelli
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