相关论文: Methods for verified stabilizing solutions to cont…

In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…

We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration…

We introduce a new regularization of the Redfield equation based on a replacement of the Kossakowski matrix with its closest positive semidefinite neighbor. Unlike most of the existing approaches, this procedure is capable of retaining the…

We establish the first complexity analysis for Krawczyk-based certified homotopy tracking. It consists of explicit a priori stepsize bounds ensuring the success of the Krawczyk test, and an iteration count bound proportional to the weighted…

Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

We present a quantum algorithm for solving algebraic Riccati equations, with applications to quantum-chemical random-phase approximation (RPA) and higher-order RPA theories. Our method block-encodes stabilizing Riccati solutions via Riesz…

Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…

In the first part of this article, we study feedback stabilization of a parabolic coupled system by using localized interior controls. The system is feedback stabilizable with exponential decay $-\omega<0$ for any $\omega>0$. A stabilizing…

We study the A-stability and accuracy characteristics of Clenshaw-Curtis collocation. We present closed-form expressions to evaluate the Runge-Kutta coefficients of these methods. From the A-stability study, Clenshaw-Curtis methods are…

Adaptive cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems involving a shifted Hessian in the spirit of the Levenberg-Marquardt and trust-region methods. The standard approach consists in…

A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…

This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…

This paper addresses the analysis and numerical assessment of a computational method for solving the Cahn--Hilliard equation defined on a surface. The proposed approach combines the stabilized trace finite element method for spatial…

In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…

In this paper, we propose a new numerical strategy for the stabilization of evolution systems. The method is based on the methodology given by Ammari, Nicaise andPignotti in ''Stabilization by switching time-delay, Asymptot. Anal., 83…

Let X be the Dynkin diagram of a symmetrizable Kac-Moody algebra, and X_0 a subgraph with all vertices of degree 1 or 2. Using the crystal structure on the components of quiver varieties for X, we show that if we expand X by extending X_0,…

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

Consider a discrete-time linear time-invariant descriptor system $Ex(k+1)=Ax(k)$ for $k \in \mathbb Z_{+}$. In this paper, we tackle for the first time the problem of stabilizing such systems by computing a nearby regular index one stable…

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…