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Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of partial differentia ...
We consider the discretization of time-space diffusion equations with fractional derivatives in space and either 1D or 2D spatial domains. The use of implicit Euler scheme in time and finite differences or finite elements in space, leads to a sequence of d ...
This paper addresses the problem of H-infinity and H-2 performance analysis of continuous-time affine single parameter-dependent systems with polynomially parameter-dependent Lyapunov matrices. First, some necessary and sufficient conditions in terms of li ...
The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...
The matrix Sylvester equation for congruence, or T-Sylvester equation, has recently attracted considerable attention as a consequence of its close relation to palindromic eigenvalue problems. The theory concerning T-Sylvester equations is rather well under ...
This work is concerned with the numerical solution of large-scale linear matrix equations A1XB1T++AKXBKT=C. The most straightforward approach computes XRmxn from the solution of an mn x mn linear system, typically limiting the feasible values of m,n to a f ...
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By focusing on linear ...
We present nonquadratic Hessian-based regularization methods that can be effectively used for image restoration problems in a variational framework. Motivated by the great success of the total-variation (TV) functional, we extend it to also include second- ...
Most state-of-the-art algorithms for filament detection in 3-D image-stacks rely on computing the Hessian matrix around individual pixels and labeling these pixels according to its eigenvalues. This approach, while very effective for clean data in which li ...
The numerical solution of linear systems with certain tensor product structures is considered. Such structures arise, for example, from the finite element discretization of a linear PDE on a d-dimensional hypercube. Linear systems with tensor product struc ...
Society for Industrial and Applied Mathematics2009