Tony Stillfjord

Sökresultat

• 2024

  A randomized operator splitting scheme inspired by stochastic optimization methods

  Eisenmann, M. & Stillfjord, T., 2024, I: Numerische Mathematik. 156, 2, s. 435-461

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Operator Splitting 100%
  • Stochastics 100%
  • Order 33%
  • Operators 33%
  • Time Step 33%
• 2023

  SRKCD: A stabilized Runge–Kutta method for stochastic optimization

  Stillfjord, T. & Williamson, M., 2023, I: Journal of Computational and Applied Mathematics. 417, 114575.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Stochastic Gradient Descent Method 100%
• 2022

  Sub-linear convergence of a stochastic proximal iteration method in Hilbert space

  Eisenmann, M., Stillfjord, T. & Williamson, M., 2022 sep., I: Computational Optimization and Applications. 83, 1, s. 181-210 30 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Stochastics 100%
  • Hilbert Space 100%
  • Linear Convergence 100%
  • Points 50%
  • Variance 50%

• A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation

  Benner, P., Stillfjord, T. & Trautwein, C., 2022, I: IMA Journal of Numerical Analysis. 42, 3, s. 2118-2150 33 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Stochastics 100%
  • Discretization 100%
  • Heat Equation 100%
  • Convergence Order 100%
  • Finite Element Method 100%

• SUBLINEAR CONVERGENCE OF A TAMED STOCHASTIC GRADIENT DESCENT METHOD IN HILBERT SPACE

  Eisenmann, M. & Stillfjord, T., 2022, I: SIAM Journal on Computing. 51, 4

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  • Hilbert Space 100%
  • Stochastic Gradient Descent Method 100%
  • Time Integration 20%
  • Stochastic Differential Equation 20%
  • Priori Estimate 20%
• 2019

  GPU acceleration of splitting schemes applied to differential matrix equations

  Mena, H., Pfurtscheller, L. M. & Stillfjord, T., 2019 apr. 5, I: Numerical Algorithms. 83, 1, s. 395-419 25 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Riccati Equation 100%
  • Matrix (Mathematics) 100%
  • Number 100%
  • Approximates 100%
  • Numerical Experiment 100%
• 2018

  Multiscale differential Riccati equations for linear quadratic regulator problems

  Målqvist, A., Persson, A. & Stillfjord, T., 2018 aug. 2, I: SIAM Journal on Scientific Computing. 40, 4, s. A2406-A2426

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  • Riccati Equation 100%
  • Discretization 100%
  • Convergence Order 100%
  • Operator Norm 100%
  • Variations 50%

• Singular value decay of operator-valued differential Lyapunov and Riccati equations

  Stillfjord, T., 2018, I: SIAM Journal on Control and Optimization. 56, 5, s. 3598-3618 21 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  • Riccati Equation 100%
  • Operators 100%
  • Semigroup 25%
  • Converges 25%
  • Factorization 25%
• 2017

  Adaptive high-order splitting schemes for large-scale differential Riccati equations

  Stillfjord, T., 2017 sep. 23, I: Numerical Algorithms. 78, 4, s. 1129-1151 23 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Order 100%
  • Low-Rank 50%
  • Storage Requirement 50%
  • Factorization 50%
  • Lower Rank 50%

• Numerical solution of the finite horizon stochastic linear quadratic control problem

  Damm, T., Mena, H. & Stillfjord, T., 2017 mars 17, I: Numerical Linear Algebra with Applications. 24, 4, e2091.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  • Stochastics 100%
  • Numerical Solution 100%
  • Control Problems 100%
  • Linear Quadratic Control 100%
  • Riccati Equation 50%

• Finite element convergence analysis for the thermoviscoelastic Joule heating problem

  Målqvist, A. & Stillfjord, T., 2017 mars 15, I: BIT Numerical Mathematics. 57, 3, s. 787-810 24 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Öppen tillgång

  • Order 100%
  • Convergence Analysis 100%
  • Finite Element Method 100%
  • Joule 100%
  • Equation System 50%
• 2015

  Convergence analysis for the exponential Lie splitting scheme applied to the abstract differential Riccati equation

  Stillfjord, T., 2015, (Unpublished) I: Preprint without journal information. 12 s.

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift

  Fil

  • Riccati Equation 100%
  • Convergence Analysis 100%
  • Order 20%
  • Approximation 20%
  • Spatial Discretization 20%
  87 Nedladdningar (Pure)

• Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations

  Stillfjord, T., 2015, I: IEEE Transactions on Automatic Control. 60, 10, s. 2791-2796

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Fil

  • Implicit Form 100%
  • Closed Form Solution 100%
  255 Nedladdningar (Pure)
• 2014

  Convergence analysis for splitting of the abstract differential Riccati equation

  Hansen, E. & Stillfjord, T., 2014, I: SIAM Journal on Numerical Analysis. 52, 6, s. 3128-3139

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Fil

  • Hilbert-Schmidt Operator 100%
  • Optimal Control Theory 100%
  • Method Converges 100%
  • Error Bound 100%
  • Initial Value 100%
  247 Nedladdningar (Pure)

• Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay

  Hansen, E. & Stillfjord, T., 2014, I: BIT Numerical Mathematics. 54, 3, s. 673-689

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Fil

  • Parabolic Equation 100%
  • Nonlinear 100%
  • Discretization 100%
  • Order 50%
  • Converges 50%
  225 Nedladdningar (Pure)
• 2013

  Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations

  Hansen, E. & Stillfjord, T., 2013, I: Mathematics of Computation. 82, 284, s. 1975-1985

  Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

  Fil

  • Evolution Equation 100%
  • Nonlinear 66%
  • Discretization 66%
  • Vector Field 66%
  • Dissipative Operator 66%
  216 Nedladdningar (Pure)