We consider the multidimensional generalised stochastic Burgers equation in the space-periodic setting: $ \partial \mathbf{u}/\partial t+$ $(\nabla…

Motivated by the broadcast view of the interference channel, the new problem of communication with disturbance constraints is formulated. The rate-di…

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in da…

We initiate the study of efficient mechanism design with guaranteed good properties even when players participate in multiple different mechanisms si…

This paper presents the full dynamics and control of arbitrary number of quadrotor unmanned aerial vehicles (UAV) transporting a rigid body. The rigi…

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can pl…

We establish error bounds of the Lie-Trotter splitting ($S_1$) and Strang splitting ($S_2$) for the Dirac equation in the nonrelativistic limit regim…

We present an analysis of wave propagation in a two step-index, parallel waveguide system. The goal is to quantify the effect of scattering at random…

In this paper, a new approach based on convex analysis is introduced to solve the $H_\infty$ problem for discrete-time nonlinear stochastic systems. …

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base cla…

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution …

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated sin…

This paper considers constrained optimization over a renewal system. A controller observes a random event at the beginning of each renewal frame and …

We study a turbulence closure model in which the fractional Laplacian $(-\Delta)^\alpha$ of the velocity field represents the turbulence diffusivity.…

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are…

We perform a local stability analysis of rotational flows in the presence of a constant vertical magnetic field and an azimuthal magnetic field with …

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite elem…

We consider an optimal investment and consumption problem for a Black-Scholes financial market with stochastic volatility and unknown stock appreciat…

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true…

This paper develops output feedback boundary control to mitigate traffic congestion of a unidirectional two-lane freeway segment. The macroscopic tra…

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