| Publication | Date of Publication | Type |
|---|
Numerical methods for closed-loop systems with non-autonomous data
(available as arXiv preprint) | N/A | Paper |
Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
SIAM Journal on Numerical Analysis | 2026-07-08 | Paper |
Convergence analysis of a full discretization of operator-valued differential Riccati equations
(available as arXiv preprint) | 2026-01-01 | Paper |
Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
(available as arXiv preprint) | 2025-01-01 | Paper |
Analysis of a Class of Stochastic Component-Wise Soft-Clipping Schemes
(available as arXiv preprint) | 2024-01-01 | Paper |
Almost sure convergence of stochastic Hamiltonian descent methods
(available as arXiv preprint) | 2024-01-01 | Paper |
| Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian | 2023-10-20 | Paper |
Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian
(available as arXiv preprint) | 2023-01-01 | Paper |
| A randomized operator splitting scheme inspired by stochastic optimization methods | 2022-10-11 | Paper |
SRKCD: a stabilized Runge-Kutta method for stochastic optimization
Journal of Computational and Applied Mathematics | 2022-10-06 | Paper |
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
Computational Optimization and Applications | 2022-08-08 | Paper |
Sublinear convergence of a tamed stochastic gradient descent method in Hilbert space
SIAM Journal on Optimization | 2022-07-29 | Paper |
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
IMA Journal of Numerical Analysis | 2022-07-26 | Paper |
Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space
(available as arXiv preprint) | 2021-06-17 | Paper |
GPU acceleration of splitting schemes applied to differential matrix equations
Numerical Algorithms | 2020-01-22 | Paper |
Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
SIAM Journal on Control and Optimization | 2018-10-10 | Paper |
Adaptive high-order splitting schemes for large-scale differential Riccati equations
Numerical Algorithms | 2018-08-10 | Paper |
Adaptive high-order splitting schemes for large-scale differential Riccati equations
Numerical Algorithms | 2018-08-10 | Paper |
Singular value decay of operator-valued differential Lyapunov and Riccati equations
(available as arXiv preprint) | 2018-04-06 | Paper |
Finite element convergence analysis for the thermoviscoelastic Joule heating problem
BIT | 2017-10-24 | Paper |
Numerical solution of the finite horizon stochastic linear quadratic control problem
Numerical Linear Algebra with Applications | 2017-09-06 | Paper |
Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Convergence Analysis for Splitting of the Abstract Differential Riccati Equation
SIAM Journal on Numerical Analysis | 2015-04-08 | Paper |
Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay
BIT | 2014-10-31 | Paper |
Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations
Mathematics of Computation | 2013-08-06 | Paper |
