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We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

系统与控制 · 电气工程与系统科学 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

We investigate the stability of two families of three-level two-step schemes that extend the classical second order BDF (BDF2) and second order Adams-Moulton (AM2) schemes. For a free parameter restricted to an appropriate range that covers…

数值分析 · 数学 2024-06-27 Xiaoming Wang , Yinqian Yu

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

计算物理 · 物理学 2018-01-11 Oscar Bruno , Max Cubillos

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…

数值分析 · 数学 2020-08-19 Jingwei Hu , Ruiwen Shu

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

计算物理 · 物理学 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

偏微分方程分析 · 数学 2018-12-12 Lucie Baudouin , Alexandre Seuret , Frédéric Gouaisbaut

This work provides an experimental method for simultaneously measuring finite time Lyapunov exponent fields for multiple particle groups, including non-flow tracers, in three-dimensional multiphase flows. From sequences of particle images,…

流体动力学 · 物理学 2013-10-07 Samuel G. Raben , Shane D. Ross , Pavlos P. Vlachos

In this paper, we extensively investigate the new algorithm known as the multi-step BCFW recursion relations. Many interesting mathematical properties are found and understanding these aspects, one can find a systematic way to complete the…

高能物理 - 理论 · 物理学 2015-07-21 Bo Feng , Junjie Rao , Kang Zhou

We consider the method of Reduction of Dissipativity Domain to prove global Lyapunov stability of Discrete Time Recurrent Neural Networks. The standard and advanced criteria for Absolute Stability of these essentially nonlinear systems…

最优化与控制 · 数学 2015-03-09 Nikita Barabanov , Jayant Singh

Turbulent flows driven by a vertically invariant body force were proven to become exactly two-dimensional above a critical rotation rate, using upper bound theory. This transition in dimensionality of a turbulent flow has key consequences…

流体动力学 · 物理学 2023-07-19 Kannabiran Seshasayanan , Basile Gallet

We establish a criterion for the stability of planetary orbits in stellar binary systems by using Lyapunov exponents and power spectra for the special case of the circular restricted 3-body problem (CR3BP). The centerpiece of our method is…

太阳与恒星天体物理 · 物理学 2012-05-08 B. Quarles , J. Eberle , Z. E. Musielak , M. Cuntz

A recently proposed connection between the threshold for the stability of the iterative solution of integral equations for the pair correlation functions of a classical fluid and the structural instability of the corresponding real fluid is…

凝聚态物理 · 物理学 2009-11-10 R. Fantoni , G. Pastore

We present the results of an experimental and numerical investigation of a turbulent flow over a backward-facing step in a channel. Experimental data are visualized using a Particle Image Velocimetry (PIV) device. As a mathematical model we…

数学物理 · 物理学 2007-05-23 T. G. Elizarova , E. V. Shilnikov , R. Weber , J. Hureau

In this paper the numerical approximation of stochastic differential equations satisfying a global monotonicity condition is studied. The strong rate of convergence with respect to the mean square norm is determined to be $\frac{1}{2}$ for…

数值分析 · 数学 2017-09-01 Adam Andersson , Raphael Kruse

For solving constrained (pseudo)-monotone variational inequality, we prove that the upper bound of stepsize $\frac{1}{2L}$ established for the Popov's algorithm and the forward-reflected-backward algorithm is tight. For unconstrained case,…

最优化与控制 · 数学 2026-03-09 Nhung Hong Nguyen , Thanh Quoc Trinh , Phan Tu Vuong

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

最优化与控制 · 数学 2022-04-27 Kunal Garg , Dimitra Panagou

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

最优化与控制 · 数学 2024-08-27 Ahmed Allibhoy , Jorge Cortés

We introduce a new class of quadratic functions based on a hierarchy of linear time-varying (LTV) dynamical systems. These quadratic functions in the higher order space can be also seen as a non-homogeneous polynomial Lyapunov functions for…

系统与控制 · 电气工程与系统科学 2024-01-25 Hassan Abdelraouf , Eric Feron , Jeff S. Shamma

We study the algorithmic stability of Nesterov's accelerated gradient method. For convex quadratic objectives, Chen et al. (2018) proved that the uniform stability of the method grows quadratically with the number of optimization steps, and…

机器学习 · 计算机科学 2021-06-22 Amit Attia , Tomer Koren

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

概率论 · 数学 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel