3 papers
math.NA2026
Convergence analysis of a full discretization of operator-valued differential Riccati equations
Eskil Hansen, Tony Stillfjord, Teodor à berg
In recent previous work [E. Hansen, T. Stillfjord and T. Ã berg, SIAM J. Numer. Anal., to appear], we analyzed the convergence of operator splitting methods applied to operator-val…
math.OC2025
Almost sure convergence of stochastic Hamiltonian descent methods
MÃ¥ns Williamson, Tony Stillfjord
Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In…
math.NA2025
Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
Eskil Hansen, Tony Stillfjord, Teodor à berg
Differential Riccati equations (DREs) are semilinear matrix- or operator-valued differential equations with quadratic non-linearities. They arise in many different areas, and are p…