Related papers: Finite-Time Convergence Guarantees for Time-Parall…
We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
In this paper we prove a rate of convergence for the continuous time filtering solution of a multiple timescale correlated nonlinear system to a lower dimensional filtering equation in the limit of large timescale separation. Correlation is…
This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…
The parareal algorithm is a powerful parallel-in-time integration method that accelerates the numerical solution of evolution equations by iteratively combining a fine propagator and a coarse propagator. Although the convergence of the…
We introduce a numerical framework to verify the finite step convergence of first-order methods for parametric convex quadratic optimization. We formulate the verification problem as a mathematical optimization problem where we maximize a…
A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…
The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…
Real-time analysis of graphs containing temporal information, such as social media streams, Q&A networks, and cyber data sources, plays an important role in various applications. Among them, detecting patterns is one of the fundamental…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually…
In this paper, we propose a fast and convergent algorithm to solve unassigned distance geometry problems (uDGP). Technically, we construct a novel quadratic measurement model by leveraging $\ell_0$-norm instead of $\ell_1$-norm in the…
We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural…
In this paper, we present a control synthesis framework for a general class of nonlinear, control-affine systems under spatiotemporal and input constraints. First, we study the problem of fixed-time convergence in the presence of input…
Convergence is proven for Schwarz-like methods applied to degenerate elliptic-parabolic equations with a $p$-structure. This family of PDEs, e.g., arises when modelling nonlinear diffusion processes. The Schwarz-like approximation methods…
To design efficient parallel algorithms, some recent papers showed that many sequential iterative algorithms can be directly parallelized but there are still challenges in achieving work-efficiency and high-parallelism. Work-efficiency can…
In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…
A parareal algorithm based on an exponential $\theta$-scheme is proposed for the stochastic Schr\"odinger equation with weak damping and additive noise. It proceeds as a two-level temporal parallelizable integrator with the exponential…
For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in…