Tony Stillfjord

21 papers Journal 20
YearRankTypeTitle / Venue / Authors
2025 J jnl
Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations.
CoRR
Eskil Hansen, Tony Stillfjord, Teodor Åberg
2024 J jnl
A randomized operator splitting scheme inspired by stochastic optimization methods.
Numerische Mathematik
Monika Eisenmann, Tony Stillfjord
2024 J jnl
Numerical methods for closed-loop systems with non-autonomous data.
CoRR
B. Baran, Peter Benner, Jens Saak, Tony Stillfjord
2023 J jnl
Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian.
CoRR
Tony Stillfjord, Filip Tronarp
2023 J jnl
SRKCD: A stabilized Runge-Kutta method for stochastic optimization.
J. Comput. Appl. Math.
Tony Stillfjord, Måns Williamson
2022 J jnl
A randomized operator splitting scheme inspired by stochastic optimization methods.
CoRR
Monika Eisenmann, Tony Stillfjord
2022 J jnl
SRKCD: a stabilized Runge-Kutta method for stochastic optimization.
CoRR
Tony Stillfjord, Måns Williamson
2022 J jnl
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space.
Comput. Optim. Appl.
Monika Eisenmann, Tony Stillfjord, Måns Williamson
2022 J jnl
Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space.
SIAM J. Optim.
Monika Eisenmann, Tony Stillfjord
2021 J jnl
Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space.
CoRR
Monika Eisenmann, Tony Stillfjord
2020 J jnl
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation.
CoRR
Peter Benner, Tony Stillfjord, Christoph Trautwein
2020 J jnl
GPU acceleration of splitting schemes applied to differential matrix equations.
Numer. Algorithms
Hermann Mena, Lena-Maria Pfurtscheller, Tony Stillfjord
2020 J jnl
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space.
CoRR
Måns Williamson, Monika Eisenmann, Tony Stillfjord
2018 J jnl
Adaptive high-order splitting schemes for large-scale differential Riccati equations.
Numer. Algorithms
Tony Stillfjord
2018 J jnl
Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems.
SIAM J. Sci. Comput.
Axel Målqvist, Anna Persson, Tony Stillfjord
2018 J jnl
Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations.
SIAM J. Control. Optim.
Tony Stillfjord
2017 J jnl
Numerical solution of the finite horizon stochastic linear quadratic control problem.
Numer. Linear Algebra Appl.
Tobias Damm, Hermann Mena, Tony Stillfjord
2015 J jnl
Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations.
IEEE Trans. Autom. Control.
Tony Stillfjord
2015 — —
Splitting schemes for nonlinear parabolic problems.
Tony Stillfjord
2014 J jnl
Convergence Analysis for Splitting of the Abstract Differential Riccati Equation.
SIAM J. Numer. Anal.
Eskil Hansen, Tony Stillfjord
2013 J jnl
Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations.
Math. Comput.
Eskil Hansen, Tony Stillfjord