相关论文: Applying stiff integrators for ODEs and DDEs to pr…

In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…

We consider the problem of massive matrix multiplication, which underlies many data analytic applications, in a large-scale distributed system comprising a group of worker nodes. We target the stragglers' delay performance bottleneck, which…

The paper investigates a variant of semi-implicit spectral deferred corrections (SISDC) in which the stiff, fast dynamics correspond to fast propagating waves ("fast-wave slow-wave problem"). We show that for a scalar test problem with two…

We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…

This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable…

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

In passive radar, a network of distributed sensors exploit signals from so-called Illuminators-of-Opportunity to detect and localize targets. We consider the case where the IO signal is available at each receiver node through a reference…

Review of implicit methods of integrating system of stiff ordinary differential equations is presented. Defines and graphically presents absolute stability region for Gears methods (backward differentiation formula) used to solve system of…

We establish a discrete operator--theoretic framework for the analysis of implicit Euler and Lie--Trotter splitting schemes for delay differential equations (DDEs). Both schemes are formulated in terms of discrete resolvent operators acting…

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

The Deferred Correction (DeC) is an iterative procedure, characterized by increasing accuracy at each iteration, which can be used to design numerical methods for systems of ODEs. The main advantage of such framework is the automatic way of…

We consider distributed learning in the presence of slow and unresponsive worker nodes, referred to as stragglers. In order to mitigate the effect of stragglers, gradient coding redundantly assigns partial computations to the worker such…

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal…

When the order of an integrator is a complex number, the integrator is called a complex fractional order integrator (CFOI). The impulse response invariant discretization (IRID) method is proposed to approximately discretize the CFOI. The…

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…