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

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been c…

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

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

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specificall…

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization base…

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…

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

We focus on the downlink of a cellular system, which corresponds to the bulk of the data transfer in such wireless systems. We address the problem of…

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, …

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

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the…

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

We propose empirical dynamic programming algorithms for Markov decision processes (MDPs). In these algorithms, the exact expectation in the Bellman o…

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 …

We study efficient and reliable methods of capturing and sparsely representing anisotropic structures in 3D data. As a model class for multidimension…

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…

By signing up you accept our content policy

Already have an account? Sign in

No a member yet? Create an account