Related papers: Beyond the poor man's implementation of unconditio…
The sequential compactness afforded hybrid systems under mild regularity constraints guarantee outer/upper semicontinuous dependence of solutions on initial conditions and perturbations. For reachable sets of hybrid systems, this property…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
The article is devoted to application of tensorial formalism for derivation of different types of Maxwell's equations. The Maxwell's equations are written in the covariant coordinate-free and the covariant coordinate forms. Also the…
We develop a solution theory for a generalized electro-magneto static Maxwell system in an exterior domain with anisotropic coefficients converging at infinity with a certain rate towards the identity. Our main goal is to treat right hand…
For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…
In this paper, the method of discrete exterior calculus for numerically solving Maxwell's equations in space manifold and the time is discussed, which is a kind of lattice gauge theory. The analysis of its stable condition and error is also…
We propose two unconditionally stable, linear ensemble algorithms with pre-computable shared coefficient matrices across different realizations for the magnetohydrodynamics equations. The viscous terms are treated by a standard perturbative…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…
We construct a compact fourth-order scheme, in space and time, for the time-dependent Maxwell's equations given as a first-order system on a staggered (Yee) grid. At each time step, we update the fields by solving positive definite…
In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…
This paper is devoted to a study of robust fundamental theorems of asset pricing in discrete time and finite horizon settings. Uncertainty is modelled by a (possibly uncountable) family of price processes on the same probability space. Our…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…
The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…
This article focuses on the space-time isogeometric method for a linear time dependent fourth order problem. Using an auxiliary variable, first the problem is split into a system of two second order differential equations and then the…
In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…
The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…