In this thesis we will present and analyze randomized algorithms for numerical linear algebra problems. An important theme in this thesis is randomized low-rank approximation. In particular, we will study randomized low-rank approximation of matrix functio ...
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...
Permeability measurements of engineering textiles exhibit large variability as no standardization method currently exists; numerical permeability prediction is thus an attractive alternative. It has all advantages of virtual material characterization, incl ...
Frequency Response Function (FRF)-based control synthesis methods for Linear Time-Invariant (LTI) systems have been widely used in control theory and industry. Recently, there has been renewed interest in these methods, employing numerical optimization too ...
The FEBEX test was a large-scale demonstration project for the deep geological disposal concept of nuclear waste involving bentonite seals that lasted 18 years. One of the objectives of the test was to evaluate the capabilities of numerical methods to prov ...