Tony Stillfjord

According to our database, Tony Stillfjord authored at least 18 papers between 2013 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations.

Eskil Hansen, Tony Stillfjord, Teodor Åberg

CoRR, April, 2025

2024

A randomized operator splitting scheme inspired by stochastic optimization methods.

Monika Eisenmann, Tony Stillfjord

Numerische Mathematik, April, 2024

Numerical methods for closed-loop systems with non-autonomous data.

B. Baran, Peter Benner, Jens Saak, Tony Stillfjord

CoRR, 2024

2023

SRKCD: A stabilized Runge-Kutta method for stochastic optimization.

Tony Stillfjord, Måns Williamson

J. Comput. Appl. Math., 2023

Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian.

Tony Stillfjord, Filip Tronarp

CoRR, 2023

2022

Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space.

Monika Eisenmann, Tony Stillfjord

SIAM J. Optim., 2022

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space.

Monika Eisenmann, Tony Stillfjord, Måns Williamson

Comput. Optim. Appl., 2022

2021

Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space.

Monika Eisenmann, Tony Stillfjord

CoRR, 2021

2020

GPU acceleration of splitting schemes applied to differential matrix equations.

Hermann Mena, Lena-Maria Pfurtscheller, Tony Stillfjord

Numer. Algorithms, 2020

A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation.

Peter Benner, Tony Stillfjord, Christoph Trautwein

CoRR, 2020

2018

Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems.

Axel Målqvist, Anna Persson, Tony Stillfjord

SIAM J. Sci. Comput., 2018

Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations.

Tony Stillfjord

SIAM J. Control. Optim., 2018

Adaptive high-order splitting schemes for large-scale differential Riccati equations.

Tony Stillfjord

Numer. Algorithms, 2018

2017

Numerical solution of the finite horizon stochastic linear quadratic control problem.

Tobias Damm, Hermann Mena, Tony Stillfjord

Numer. Linear Algebra Appl., 2017

2015

Splitting schemes for nonlinear parabolic problems.

Tony Stillfjord

PhD thesis, 2015

Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations.

Tony Stillfjord

IEEE Trans. Autom. Control., 2015

2014

Convergence Analysis for Splitting of the Abstract Differential Riccati Equation.

Eskil Hansen, Tony Stillfjord

SIAM J. Numer. Anal., 2014

2013

Convergence of the implicit-explicit Euler scheme applied to perturbed dissipative evolution equations.

Eskil Hansen, Tony Stillfjord

Math. Comput., 2013