3 papers
math.NA2024
Volume-Preserving Parameterizations via Preconditioned Nonlinear Conjugate Gradient Method
Shu-Yung Liu, Tsung-Ming Huang, Wen-Wei Lin +1
A volume-preserving parameterization is a bijective mapping that maps a 3-manifold onto a canonical domain while preserving local volume. We formulate this problem as an unconstrai…
math.OC2024
Numerical Solutions for Stochastic Continuous-time Algebraic Riccati Equations
Tsung-Ming Huang, Yueh-Cheng Kuo, Ren-Cang Li +1
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Ricca…
math.NA2023
On Novel Fixed-Point-Type Iterations with Structure-Preserving Doubling Algorithms for Stochastic Continuous-time Algebraic Riccati equations
Tsung-Ming Huang, Yueh-Cheng Kuo, Ren-Cang Li +1
In this paper we mainly propose efficient and reliable numerical algorithms for solving stochastic continuous-time algebraic Riccati equations (SCARE) typically arising from the di…