Related papers: On numerical stability of recursive present value …
In this paper, we present a numerical strategy to check the strong stability (or GKS-stability) of one-step explicit totally upwind schemes in 1D with numerical boundary conditions. The underlying approximated continuous problem is the…
Modern computer architectures support low-precision arithmetic, which present opportunities for the adoption of mixed-precision algorithms to achieve high computational throughput and reduce energy consumption. As a growing number of…
Voltage peaks on a conventional computer's power lines allow for the well-known dangerous DPA attacks. We show that measurement of a quantum computer's transient state during a computational step reveals information about a complete…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…
This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…
We consider 3-point numerical schemes for scalar Conservation Laws, that are oscillatory either to their dispersive or anti-diffusive nature. Oscillations are responsible for the increase of the Total Variation (TV); a bound on which is…
Mathematically rigorous inversion method is developed to recover compactly supported potentials from the fixed-energy scattering data in three dimensions. Error estimates are given for the solution. An algorithm for inversion of noisy…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
We present improved algorithms for fast calculation of the inverse square root for single-precision floating-point numbers. The algorithms are much more accurate than the famous fast inverse square root algorithm and have the same or…
For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
An algorithm for Electric Power System (EPS) quantum/relativistic security and efficiency computation for a day-ahead via perturbative renormalization of the EPS, finding the computation flowcharts, verification and validation is built in…
In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequencies as the data. A conditional Lipschitz stability estimate for the inverse problem holds in the case of…
A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular…
In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we proposed an incremental SVD algorithm with respect to a weighted inner product to compute the proper orthogonal decomposition (POD) of a set of…
Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…
The structured singular value (SSV), or mu, is used to assess the robust stability and performance of an uncertain linear time-invariant system. Existing algorithms compute upper and lower bounds on the SSV for structured uncertainties that…
We show that the probability of the exceptional set decays exponentially for a broad class of randomized algorithms approximating solutions of ODEs, admitting a certain error decomposition. This class includes randomized explicit and…