相关论文: Instability of the Sherman-Morrison formula and st…
This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the model-based case, we extend current results concerning the…
The simplified lattice Boltzmann method (SLBM) is a recent development in the lattice Boltzmann method (LBM) community, addressing the intrinsic limitations of the traditional LBM by directly evolving macroscopic quantities and maintaining…
First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…
We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…
In this article we present three robust instability mechanisms for linear and nonlinear inverse problems. All of these are based on strong compression properties (in the sense of singular value or entropy number bounds) which we deduce…
Optimization problems with access to only zeroth-order information of the objective function on Riemannian manifolds arise in various applications, spanning from statistical learning to robot learning. While various zeroth-order algorithms…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
Numerical shock instability is a complexity which may occur in supersonic simulations. Riemann solver is usually the crucial factor that affects both the computation accuracy and numerical shock stability. In this paper, several classical…
We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…
We investigate stability properties of a type of periodic solutions of the $N$-vortex problem on general domains $\Omega\subset \mathbb{R}^2$. The solutions in question bifurcate from rigidly rotating configurations of the whole-plane…
In this note, we show that there exist solutions of the Muskat problem which shift stability regimes in the following sense: they start stable, then become unstable, and finally return back to the stable regime. This proves existence of…
The paper deals with the stability of the fundamental equation of information of multiplicative type. It will be proved that the equation in question is stable in the sense of Hyers and Ulam under some assumptions. This result will be…
A mathematical model describing the initial stage of the capture of oscillatory systems into autoresonance under the action of slowly varying pumping is considered. Solutions with an infinitely growing amplitude are associated with the…
For an equation of state in which pressure is a function only of density, the analysis of Newtonian stellar structure is simple in principle if the system is axisymmetric, or consists of a corotating binary. It is then required only to…
In many applications data are measured or defined on a spherical manifold; spherical harmonic transforms are then required to access the frequency content of the data. We derive algorithms to perform forward and inverse spin spherical…
The Residual Smooting Scheme (RSS) have been introduced in \cite{AverbuchCohenIsraeli} as a backward Euler's method with a simplified implicit part for the solution of parabolic problems. RSS have stability properties comparable to those of…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…