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In this paper, a polynomial chaos based framework for designing controllers for discrete time linear systems with probabilistic parameters is presented. Conditions for exponential-mean-square stability for such systems are derived and…
In this article, we propose high order discontinuous Galerkin entropy stable schemes for ten-moment Gaussian closure equations, which is based on the suitable quadrature rules (see [8]). The key components of the proposed method are the use…
In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…
We give explicit criteria of solvability for families of linear systems on time scales. We introduce a new method of embedding a time scale into a non-autonomous system of ODEs. This will be the first step to implementing the structural…
Optimal error estimates of stable and stabilized Lagrange-Galerkin (LG) schemes for natural convection problems are proved under a mild condition on time increment and mesh size. The schemes maintain the common advantages of the LG method,…
Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…
Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…
We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…
An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…
Error estimates with optimal convergence orders are proved for a stabilized Lagrange-Galerkin scheme for the Navier-Stokes equations. The scheme is a combination of Lagrange-Galerkin method and Brezzi-Pitkaranta's stabilization method. It…
Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…
Stiff hyperbolic balance laws exhibit large spectral gaps, especially if the relaxation term significantly varies in space. Using examples from rarefied gases and the general form of the underlying balance law model, we perform a detailed…
This work introduces novel unconditionally stable operator splitting methods for solving the time dependent nonlinear Poisson-Boltzmann (NPB) equation for the electrostatic analysis of solvated biomolecules. In a pseudo-transient…
Lin, Chan (High order entropy stable discontinuous Galerkin spectral element methods through subcell limiting, 2024) enforces a cell entropy inequality for nodal discontinuous Galerkin methods by combining flux corrected transport…
Stabilizing an unknown dynamical system is one of the central problems in control theory. In this paper, we study the sample complexity of the learn-to-stabilize problem in Linear Time-Invariant (LTI) systems on a single trajectory. Current…
We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…