Abstract-- Switched systems evolve over a sequence of continuous modes of operation, transitioning between modes in a discrete manner. Assuming a mode sequence is known, the evolut...
The Shannon-McMillan-Breiman theorem asserts that the sample entropy of a stationary and ergodic stochastic process converges to the entropy rate of the same process almost surely...
We propose a preconditioned variant of the modified HSS (MHSS) iteration method for solving a class of complex symmetric systems of linear equations. Under suitable conditions, w...
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...
The aim of the paper is to provide a theoretical basis for approximate reduced SQP methods. In contrast to inexact reduced SQP methods, the forward and the adjoint problem accuraci...
Kazufumi Ito, Karl Kunisch, Volker Schulz, Ilia Gh...