Related papers: Constructing stable, high-order finite-difference …
The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions,…
We derive a stochastic hierarchy of matrix product states (HOMPS) for non-Markovian dynamics in open quantum system at finite temperature, which is numerically exact and efficient. HOMPS is obtained from the recently developed stochastic…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
Dissipation and irreversibility are central to most physical processes, yet they lead to non-unitary dynamics that are challenging to realise on quantum processors. High-order operator splitting is an attractive approach for simulating…
This paper presents two kinds of strategies to construct structure-preserving algorithms with homogeneous Neumann boundary conditions for the sine-Gordon equation, while most existing structure-preserving algorithms are only valid for zero…
A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…
The complicated mesoscopic configurations of composite plate and shell structures requires a huge amount of computational overhead for directly simulating their mechanical problems. In this paper, a unified high-order multi-scale method,…
In this paper we present a second-order and continuous interpolation algorithm for cell-centered adaptive-mesh-refinement (AMR) grids. Continuity requirement poses a non-trivial problem at resolution changes. We develop a classification of…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
In this paper we shall introduce a simple, effective numerical method for finding differential operators for scalar and vector-valued functions on surfaces. The key idea of our algorithm is to develop an intrinsic and unified way to compute…
This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the…
A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…
This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…
The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use…
This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…