Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

In this note, we extend the algorithms Extra [13] and subgradient-push [10] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed ...

An efficient algorithm to compute upper and lower bounds for the first-passage time in the presence of a second absorbing barrier by means of a continuously differentiable decomposable process, e.g. a ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...