相关论文: Flexible fixed-point iteration and its application…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
We propose a conversion scheme that turns regret minimizing algorithms into fixed point iterations, with convergence guarantees following from regret bounds. The resulting iterations can be seen as a grand extension of the classical…
We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6), to reproduce qualitative…
This paper presents an ellipsoidal set-theoretic framework for robust safety filter synthesis in constrained linear systems subject to additive bounded disturbances and input constraints. We formulate the safety filter design as a convex…
We present an efficient matrix-free geometric multigrid method for the elastic Helmholtz equation, and a suitable discretization. Many discretization methods had been considered in the literature for the Helmholtz equations, as well as many…
We provide an explicit S-adic representation of rank one subshifts with bounded spacers and call the subshifts obtained in this way ''Ferenczi subshifts''. We aim to show that this approach is very convenient to study the dynamical behavior…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
The Colebrook equation $\zeta$ is implicitly given in respect to the unknown flow friction factor $\lambda$; $\lambda=\zeta(Re,\epsilon^*,\lambda)$ which cannot be expressed explicitly in exact way without simplifications and use of…
We introduce a dilated coordinate method to address computational challenges in nuclear lattice effective field theory (NLEFT) for weakly-bound few-body systems. The approach employs adaptive mesh refinement via analytic coordinate…
Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…
Numerical solution of nonlinear eigenvalue problems (NEPs) is frequently encountered in computational science and engineering. The applicability of most existing methods is limited by matrix structures, property of eigen-solutions, size of…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
Active set method aims to find the correct active set of the optimal solution and it is a powerful method for solving strictly convex quadratic problem with bound constraints. To guarantee the finite step convergence, the existing active…
In this work, an adaptive time-stepping Milstein method is constructed for stochastic differential equations with piecewise continuous arguments (SDEPCAs), where the drift is one-sided Lipschitz continuous and the diffusion does not impose…
Modeling and forecasting interval-valued time series (ITS) have attracted considerable attention due to their growing presence in various contexts. To the best of our knowledge, there have been no efforts to model large-scale ITS. In this…
We provide new complexity information for the convergence of the Hybrid Steepest Descent Method for solving the Variational Inequality Problem for a strict contraction on Hilbert space over a closed convex set C given either as the fixed…
It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…
In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…