Research output per year
Research output per year
- 18 results
Search results
-
2024
A randomized operator splitting scheme inspired by stochastic optimization methods
Eisenmann, M. & Stillfjord, T., 2024, In: Numerische Mathematik. 156, 2, p. 435-461Research output: Contribution to journal › Article › peer-review
Open Access -
2023
SRKCD: A stabilized Runge–Kutta method for stochastic optimization
Stillfjord, T. & Williamson, M., 2023, In: Journal of Computational and Applied Mathematics. 417, 114575.Research output: Contribution to journal › Article › peer-review
Open Access -
2022
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
Eisenmann, M., Stillfjord, T. & Williamson, M., 2022 Sept, In: Computational Optimization and Applications. 83, 1, p. 181-210 30 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
Benner, P., Stillfjord, T. & Trautwein, C., 2022, In: IMA Journal of Numerical Analysis. 42, 3, p. 2118-2150 33 p.Research output: Contribution to journal › Article › peer-review
Open Access -
SUBLINEAR CONVERGENCE OF A TAMED STOCHASTIC GRADIENT DESCENT METHOD IN HILBERT SPACE
Eisenmann, M. & Stillfjord, T., 2022, In: SIAM Journal on Computing. 51, 4Research output: Contribution to journal › Article › peer-review
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2019
GPU acceleration of splitting schemes applied to differential matrix equations
Mena, H., Pfurtscheller, L. M. & Stillfjord, T., 2019 Apr 5, In: Numerical Algorithms. 83, 1, p. 395-419 25 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2018
Multiscale differential Riccati equations for linear quadratic regulator problems
Målqvist, A., Persson, A. & Stillfjord, T., 2018 Aug 2, In: SIAM Journal on Scientific Computing. 40, 4, p. A2406-A2426Research output: Contribution to journal › Article › peer-review
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Singular value decay of operator-valued differential Lyapunov and Riccati equations
Stillfjord, T., 2018, In: SIAM Journal on Control and Optimization. 56, 5, p. 3598-3618 21 p.Research output: Contribution to journal › Article › peer-review
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2017
Adaptive high-order splitting schemes for large-scale differential Riccati equations
Stillfjord, T., 2017 Sept 23, In: Numerical Algorithms. 78, 4, p. 1129-1151 23 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Numerical solution of the finite horizon stochastic linear quadratic control problem
Damm, T., Mena, H. & Stillfjord, T., 2017 Mar 17, In: Numerical Linear Algebra with Applications. 24, 4, e2091.Research output: Contribution to journal › Article › peer-review
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Finite element convergence analysis for the thermoviscoelastic Joule heating problem
Målqvist, A. & Stillfjord, T., 2017 Mar 15, In: BIT Numerical Mathematics. 57, 3, p. 787-810 24 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2015
Convergence analysis for the exponential Lie splitting scheme applied to the abstract differential Riccati equation
Stillfjord, T., 2015, (Unpublished) In: Preprint without journal information. 12 p.Research output: Contribution to journal › Article
File85 Downloads (Pure) -
Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
Stillfjord, T., 2015, In: IEEE Transactions on Automatic Control. 60, 10, p. 2791-2796Research output: Contribution to journal › Article › peer-review
File254 Downloads (Pure) -
Splitting schemes for nonlinear parabolic problems
Stillfjord, T., 2015, Centre for Mathematical Sciences, Lund University. 129 p.Research output: Thesis › Doctoral Thesis (compilation)
File388 Downloads (Pure) -
2014
Convergence analysis for splitting of the abstract differential Riccati equation
Hansen, E. & Stillfjord, T., 2014, In: SIAM Journal on Numerical Analysis. 52, 6, p. 3128-3139Research output: Contribution to journal › Article › peer-review
File246 Downloads (Pure) -
Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay
Hansen, E. & Stillfjord, T., 2014, In: BIT Numerical Mathematics. 54, 3, p. 673-689Research output: Contribution to journal › Article › peer-review
File214 Downloads (Pure) -
Splitting of dissipative evolution equations
Hansen, E. & Stillfjord, T., 2014, Oberwolfach Reports. The European Mathematical Society, p. 814-816 3 p. (Oberwolfach Reports; vol. 11, no. 1).Research output: Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
File127 Downloads (Pure) -
2013
Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations
Hansen, E. & Stillfjord, T., 2013, In: Mathematics of Computation. 82, 284, p. 1975-1985Research output: Contribution to journal › Article › peer-review
File210 Downloads (Pure)