In this paper we consider the problem of worst-case simulation for a discrete-time system with structured uncertainty. The approach is based on the recursive computation of ellipsoids of conndence for the system state, based on semideenite programming.

For any Boolean algebra we prove a nice-looking recursive formula for the characteristic polynomial of its associated undirected Hasse graph, from which the computation of the spectrum smoothly follows.

We propose a quantization-based numerical scheme for family of decoupled forward-backward stochastic differential equations. simplify the control in [1] so that our approach is fully based on recursive marginal quantization and does not involve any Monte Carlo simulation computation conditional expectations. analyse detail error provide some examples application to financial mathematics.

The time-recursive computation has been proven a particularly useful tool in real-time data compression, in transform domain adaptive filtering, and in spectrum analysis. Unlike the FFT-based ones, the time-recursive architectures require only local communication. Also, they are modular and regular, thus they are very appropriate for VLSI implementation and they allow a high degree of paralleli...

Parallelizing compilers are an important way for making parallel systems easy to use and more acceptable to the mainstream of computing. Several approaches to parallelization have been taken, such as loop parallelization and dependence-graph based parallelization. This paper will undertake another approach: the exploitation of recursion in serial recursive coders to translate the latter to para...

In this paper we show that Shannon’s General Purpose Analog Computer (GPAC) is equivalent to a particular class of recursive functions over the reals with the flavour of Kleene’s classical recursive function theory. We first consider the GPAC and several of its extensions to show that all these models have drawbacks and we introduce an alternative continuous-time model of computation that solve...

Recursive analysis is a model of analog computation which is based on type 2 Turing machines. Various classes of functions computable in recursive analysis have recently been characterized in a machine independent and algebraical context. In particular nice connections between the class of computable functions (and some of its sub and supclasses) over the reals and algebraically defined (suband...

Fully homomorphic encryption (FHE) techniques are capable of performing encrypted computation on Boolean circuits, i.e., the user specifies encrypted inputs to the program, and the server computes on the encrypted inputs. Applying these techniques to general programs with recursive procedures and data-dependent loops has not been a focus of attention. In this paper, we take a first step toward ...

We prove that, for each countable ordinal ξ ≥ 1, there exist some Σ0ξ-complete ω-powers, and some Π0ξ-complete ω-powers, extending previous works on the topological complexity of ω-powers [Fin01, Fin03, Fin04, Lec01, Lec05, DF06]. We prove effective versions of these results; in particular, for each recursive ordinal ξ < ω 1 there exist some recursive sets A ⊆ 2 such that A∞ ∈ Π 0ξ \Σ 0 ξ (resp...

Accurate computation of depth-of-field effects in computer graphics rendering is generally very time consuming, creating a problematic workflow for film authoring. The computation is particularly challenging because it depends on large-scale spatially-varying filtering that must accurately respect complex boundaries. A variety of real-time algorithms have been proposed for games, but the compro...