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相关论文: Carleman Linearization of Nonlinear Systems and It…

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We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures. The optimal value, optimal points, and minimal points of these CILPs can be…

最优化与控制 · 数学 2020-12-02 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…

数值分析 · 数学 2016-08-03 Murthy N. Guddati , Vladimir Druskin , Ali Vaziri Astaneh

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

最优化与控制 · 数学 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

A cutting-plane model for a nonsmooth function is the maximum of several first-order expansions centered at different points. Using such a model in a bundle method leads to linear convergence (of serious steps) to a minimum. In smooth…

最优化与控制 · 数学 2026-03-26 Bennet Gebken , Michael Ulbrich

The Koopman-Hill projection method offers an efficient approach for stability analysis of linear time-periodic systems, and thereby also for the Floquet stability analysis of periodic solutions of nonlinear systems. However, its accuracy…

数值分析 · 数学 2025-10-23 Fabia Bayer , Remco I. Leine

We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility…

数值分析 · 数学 2022-05-02 Thuy T. Le , Loc H. Nguyen , Hung V. Tran

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

统计理论 · 数学 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

动力系统 · 数学 2022-06-16 Mark A. Pinsky

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

数值分析 · 数学 2020-04-02 Andrea Bonito , Vivette Girault , Endre Süli

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

最优化与控制 · 数学 2018-01-10 Jérôme Bolte , Shoham Sabach , Marc Teboulle

The entanglement asymmetry is an information based observable that quantifies the degree of symmetry breaking in a region of an extended quantum system. We investigate this measure in the ground state of one dimensional critical systems…

高能物理 - 理论 · 物理学 2024-05-14 Michele Fossati , Filiberto Ares , Jerome Dubail , Pasquale Calabrese

The primary objective of this study is to remove duplicated monomial contributions that proliferate in Carleman linearization as state dimension and truncation order increase. To do so, we adopt a shift-and-lift architecture, since it…

计算工程、金融与科学 · 计算机科学 2026-05-08 Takaki Akiba , Youhi Morii

Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

最优化与控制 · 数学 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay

Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…

最优化与控制 · 数学 2026-05-25 Zhou Wei , Michel Thera , Jen-Chih Yao

We consider linear systems arising from the use of the finite element method for solving scalar linear elliptic problems. Our main result is that these linear systems, which are symmetric and positive semidefinite, are well approximated by…

数值分析 · 数学 2025-10-20 Erik Boman , Bruce Hendrickson , Stephen Vavasis

This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…

统计计算 · 统计学 2012-02-14 Nick Whiteley , Nikolas Kantas , Ajay Jasra

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

最优化与控制 · 数学 2018-10-25 Josep Virgili-Llop , Marcello Romano

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…

最优化与控制 · 数学 2026-01-27 Zengyu Li , Qi Lü , Yu Wang , Haitian Yang

Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…

最优化与控制 · 数学 2021-03-24 Thinh T. Doan