相关论文: Polynomial (chaos) approximation of maximum eigenv…

In this paper, we consider the problem of approximating a given matrix with a matrix whose eigenvalues lie in some specific region \Omega, within the complex plane. More precisely, we consider three types of regions and their intersections:…

The pseudospectra of a linear time-invariant system are the sets in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary problems arise in each step of either filter. We give a new…

Spectral approximation by polynomials on the unit ball is studied in the frame of the Sobolev spaces $W^{s}_p(\ball)$, $1<p<\infty$. The main results give sharp estimates on the order of approximation by polynomials in the Sobolev spaces…

Finding the $r\times r$ submatrix of maximum volume of a matrix $A\in\mathbb R^{n\times n}$ is an NP hard problem that arises in a variety of applications. We propose a new greedy algorithm of cost $\mathcal O(n)$, for the case $A$…

The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…

In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Solutions to many important partial differential equations satisfy bounds constraints, but approximations computed by finite element or finite difference methods typically fail to respect the same conditions. Chang and Nakshatrala enforce…

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…