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The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
This work introduces DADAO: the first decentralized, accelerated, asynchronous, primal, first-order algorithm to minimize a sum of $L$-smooth and $\mu$-strongly convex functions distributed over a given network of size $n$. Our key insight…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
Recent years have seen a growing interest in understanding acceleration methods through the lens of ordinary differential equations (ODEs). Despite the theoretical advancements, translating the rapid convergence observed in continuous-time…
Given a dissimilarity matrix, the metric nearness problem is to find the nearest matrix of distances that satisfy the triangle inequalities. This problem has wide applications, such as sensor networks, image processing, and so on. But it is…
Time-delayed feedback control, attributed to Pyragas (1992 Physics Letters 170(6) 421-428), is a method known to stabilise periodic orbits in low dimensional chaotic dynamical systems. A system of the form…
In this paper, stability analysis of time delay systems is considered based on decomposition of the systems to subsystems. The decomposition process needs matrices of these systems to be simultaneously block triangularize. We show that a…
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…
We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…
This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE)…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
We numerically benchmark methods for computing harmonic maps into the unit sphere, with particular focus on harmonic maps with singularities. For the discretization we compare two different approaches, both based on Lagrange finite…
We study the problem of critical slowing-down for gauge-fixing algorithms (Landau gauge) in $SU(2)$ lattice gauge theory on a $2$-dimensional lattice. We consider five such algorithms, and lattice sizes ranging from $8^{2}$ to $36^{2}$ (up…
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
The Lanczos method is one of the standard approaches for computing a few eigenpairs of a large, sparse, symmetric matrix. It is typically used with restarting to avoid unbounded growth of memory and computational requirements. Thick-restart…
This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…