We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude.

Classical Analysis and ODEs Computational Engineering, Finance, and Science Numerical Analysis Data Analysis, Statistics and Probability 42C40, 65T99, 62M15, 86A04

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.

Optimization and Control Numerical Analysis Programming Languages

We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox.

Optimization and Control Mathematical Software

We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency.

Optimization and Control Systems and Control

We derive a formula for optimal hard thresholding of the singular value decomposition in the presence of correlated additive noise; although it nominally involves unobservables, we show how to apply it even where the noise covariance structure is not a-priori known or is not independently estimable.

Statistics Theory Methodology Statistics Theory

The proposed method is based on three fundamental steps: in the first, once that the mean flow field has been subtracted from the realizations (also referred to as snapshots), we compress the data from a high-dimensional representation to a lower dimensional one by constructing the SPOD latent space; in the second, we build the time-dependent coefficients by projecting the snapshots containing the fluctuations onto the SPOD basis and we learn their evolution in time with the aid of recurrent neural networks; in the third, we reconstruct the high-dimensional data from the learnt lower-dimensional representation.

Numerical Analysis Numerical Analysis

Efficient algorithms for computing linear convolutions based on the fast Fourier transform are developed.

Numerical Analysis Numerical Analysis 65R99, 65T50

This paper describes autonomous racing of RC race cars based on mathematical optimization.

Optimization and Control Robotics Systems and Control

PySINDy is a Python package for the discovery of governing dynamical systems models from data.

Dynamical Systems Computational Physics

This work provides a brief introduction to the design of PowerModels, validates its implementation, and demonstrates its effectiveness with a proof-of-concept study analyzing five different formulations of the Optimal Power Flow problem.

Optimization and Control Computational Engineering, Finance, and Science