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This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…

Optimization and Control · Mathematics 2017-11-20 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

Over the past decades, transformations between different classes of eigenvalue problems have played a central role in the development of numerical methods for eigenvalue computations. One of the most well-known and successful examples of…

Numerical Analysis · Mathematics 2025-09-05 Elias Jarlebring , Vilhelm P. Lithell

We introduce and develop a novel particle exchange Monte Carlo method. Whereas existing methods apply to eigenfunction problems where the eigenvalue is known (e.g., integrals with respect to a Gibbs measure, which can be interpreted as…

Numerical Analysis · Mathematics 2025-08-26 Paul Dupuis , Benjamin J. Zhang

Very high dimensional nonlinear systems arise in many engineering problems due to semi-discretization of the governing partial differential equations, e.g. through finite element methods. The complexity of these systems present…

Optimization and Control · Mathematics 2022-09-15 Florian Mahlknecht , John Irvin Alora , Shobhit Jain , Edward Schmerling , Riccardo Bonalli , George Haller , Marco Pavone

This article presents proposals for the design of reduced-order controllers for high-dimensional dynamical systems. The objective is to develop efficient control strategies that ensure stability and robustness with reduced computational…

Optimization and Control · Mathematics 2023-10-23 Mathieu Bajodek , Hugo Lhachemi , Giorgio Valmorbida

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie

We establish new analytic and numerical results on a general class of rational operator Nevanlinna functions that arise e.g. in modelling photonic crystals. The capability of these dielectric nano-structured materials to control the flow of…

Mathematical Physics · Physics 2015-07-24 Christian Engström , Heinz Langer , Christiane Tretter

Assignability of all eigenvalues and a subset of key eigenvectors/generalized eigenvectors of a linear time-invariant system via state feedback is considered. We clarify that, if the key eigenvectors/generalized eigenvectors and their…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Abdullah Al Maruf , Sandip Roy

This work is to provide a comprehensive treatment of the relationship between the theory of the generalized (palindromic) eigenvalue problem and the theory of the Sylvester-type equations. Under a regularity assumption for a specific matrix…

Numerical Analysis · Mathematics 2014-12-03 Matthew M. Lin , Chun-Yueh Chiang

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

Probability · Mathematics 2020-03-17 Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

This paper presents a control-oriented delay-based modeling approach for the exponential stabilization of a scalar neutral functional differential equation, which is then applied to the local exponential stabilization of a one-layer neural…

Spectral Theory · Mathematics 2025-02-04 Cyprien Tamekue , Islam Boussaada , Karim Trabelsi

This paper provides a general identification approach for a wide range of nonlinear panel data models, including binary choice, ordered response, and other types of limited dependent variable models. Our approach accommodates dynamic models…

Econometrics · Economics 2026-01-09 Wayne Yuan Gao , Rui Wang

Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…

Dynamical Systems · Mathematics 2022-06-07 Mark A. Pinsky

Nonlinear eigenvalue problems with eigenvector nonlinearities (NEPv) are algebraic eigenvalue problems whose matrix depends on the eigenvector. Applications range from computational quantum mechanics to machine learning. Due to its…

Numerical Analysis · Mathematics 2025-10-06 Victor Janssens , Karl Meerbergen , Wim Michiels

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

In this paper, we discuss the approximate controllability for control systems governed by stochastic evolution hemivariational inequalities in Hilbert spaces. The interest in studying this type of equation comes from its application in some…

Optimization and Control · Mathematics 2025-04-22 Bholanath Kumbhakar , Deeksha , Dwijendra Narain Pandey

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

The paper addresses the stabilization of nonlinear systems with semi-quadratic cost: quadratic with respect to controls and nonlinear for state variables. Paper presents the effective new feedback synthesis procedure. The novel feedback…

Optimization and Control · Mathematics 2008-01-31 S. Nikitin

Actuator location and design are important choices in controller design for distributed parameter systems. Semi-linear partial differential equations model a wide spectrum of physical systems with distributed parameters. It is shown that…

Optimization and Control · Mathematics 2018-10-23 M. Sajjad Edalatzadeh , Kirsten A. Morris

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser