arXiv subjects

Philipp Braun

Publications and source records attributed to Philipp Braun.

17 recordsLinked to original sources

arXiv2026

Semi-Explicit Solutions to the Prying-Pedestrian Surveillance-Evasion Differential Game and Extensions to Two Pursuers

In [1], the authors recently proposed and solved a surveillance-evasion differential game in which an agile pursuer (the prying pedestrian) seeks to remain within a given surveillance range of a less agile evader for as long as possible while the evader seeks to escape as quickly as possible. In this paper, we provide initial results that extend this game from the 1 versus 1 (1v1) setting to a 2 versus 1 (2v1) setting with two pursuers and one evader. By deriving and exploiting semi-explicit or geometric reinterpretations of the existing 1v1 results, we derive partial solutions to the 2v1 game for the case of static pursuers and for the case of an evader that is at least twice as fast as the pursuers. While the 2v1 results of this paper build on the 1v1 results of [1], a different solution approach is developed to avoid a coordinate transformation that reduces the 1v1 game to two dimensions but which is ineffective at simplifying the 2v1 game. Beyond enabling progress on the 2v1 game, our new approach yields new geometric interpretations of the optimal pursuer and evader strategies in the 1v1 game, and opens further possible extensions.

eess.SY↗

arXiv2026

From open-loop representations to closed-loop feedback implementations in differential games: A numerical case study

Solutions to pursuit-evasion and surveillance-evasion differential games are typically computed and expressed using open-loop representations, with the synthesis of feedback strategies significantly less common. We propose a numerical scheme for obtaining feedback strategies for the recently introduced prying-pedestrian surveillance-evasion differential game. The scheme involves computing feedback strategies as input-output maps approximated via neural networks trained using data obtained from open-loop representations of solutions. Simulations show the effectiveness of neural networks trained with an appropriate learning-loss function. Since optimal feedback strategies are discontinuous, as a second contribution, the potential loss/gain of individual players is subsequently studied for players using sample-and-hold feedback compared to continuous-time feedback.

eess.SY↗

arXiv2026

From Cursed to Competitive: Closing the ZO-FO Gap via Input-to-State Stability

While it is generally understood that zeroth-order (ZO) algorithms have an extra dependency on their number of iterations for any choice of parameters, compared to their first-order (FO) counterparts, in this work, we show that under several conditions, in expectation, ZO methods do not suffer from extra dimension dependencies in their convergence rates with respect to their FO counterparts. We look at optimisation algorithms from the dynamical systems perspective and analyse the conditions under which one can formulate the average of a ZO algorithm as the average of its FO counterpart with bounded perturbations with values dependent on design parameters. Then, using input-to-state stability properties, we show ZO methods follow the same decay rate as their FO counterparts and converge to a neighbourhood of the fixed point of FO methods, where its radius depends on the bound of the norm of the perturbations, which can be made arbitrarily small. The theoretical findings are illustrated via numerical examples.

math.OC↗

arXiv2026

Symmetry Is Almost All You Need: Robust Stability with Uncertainty Induced by Symmetric SRG Regions

This paper investigates the robust stability problem of a feedback system in the presence of uncertainties induced by graphical regions in the plane where the scaled relative graphs (SRGs) reside. Our main results are developed using a novel and intuitive concept, the Davis-Wielandt shell, together with its connection to SRGs and related variants. We first study a matrix robust nonsingularity (MRN) problem for two types of graphically induced uncertainty sets: one with prior information on $\theta$ and one without. In the former case, we show that, whenever the uncertainty-inducing region is mirror symmetric about the $\theta$-axis, the separation between a specific variant of the SRG and the region provides a necessary and sufficient condition for MRN. When the region is asymmetric, the necessity generally fails. This recovers the necessity of the small gain condition, and reveals the necessity of small angle conditions and sectored-disc conditions at the matrix level. In the latter case, we show that an additional $\theta$-circular connectivity property is required to obtain necessary and sufficient conditions. Building on these MRN results, we then derive sufficient conditions for robust stability of multi-input multi-output (MIMO) linear time-invariant (LTI) systems under frequencywise symmetric uncertainties. In addition, connections with existing system characteristics such as disc-boundedness are discussed and exploited to obtain state-space characterisations for angle-bounded and mixed gain-angle-bounded systems. Based on these results, we construct a $\theta$-angle-gain profile of a system that provides an intuitive visualisation of its feedback robustness against conic and sectorial uncertainties.

eess.SY↗

arXiv2026

On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We show that for discrete- and continuous-time dynamical systems satisfying a mild error assumption, exponential stability of a common equilibrium with respect to the continuous time dynamics implies exponential stability of the corresponding equilibrium for the discrete-time dynamics, provided that the step size is chosen sufficiently small. We extend this result to common compact invariant sets. We prove that if an equilibrium is exponentially stable for the $ O(s^r) $-resolution ODE, then it is also exponentially stable for the associated DTA. We apply this framework to analyse the limit point properties of several prominent optimisation algorithms, including Two-Timescale Gradient Descent--Ascent (TT-GDA), Generalised Extragradient (GEG), Two-Timescale Proximal Point (TT-PPM), Damped Newton (DN), Regularised Damped Newton (RDN), and the Jacobian method (JM), by studying their $ O(1) $- and $ O(s) $-resolution ODEs. We show that under a proper choice of hyperparameters, the set of saddle points of the objective function is a subset of the set of exponentially stable equilibria of GEG, TT-PPM, DN, and RDN. We relax the common Hessian invariance assumption through direct analysis of the resolution ODEs, broadening the applicability of our results. Numerical examples illustrate the theoretical findings.

math.OC↗

arXiv2026

Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method applied to this problem. The method is based on the subgradient of the Lov\'asz extension of the objective function with respect to the minimiser and based on Gaussian smoothing to estimate the smoothed function gradient with respect to the maximiser. In expectation sense, we prove the convergence of the algorithm to an $\epsilon$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N(1+\bar{P}_N)})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ is the path length of the sequence of optimal decisions. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

math.OC↗

arXiv2025

Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles

We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian smoothing random oracle to estimate the smoothed function gradient. We prove the convergence of the algorithm to a global $\epsilon$-approximate solution in the offline case and show that the algorithm is Hannan-consistent in the online case with respect to static regret. Moreover, we show that the algorithm achieves $O(\sqrt{NP_N^\ast})$ dynamic regret, where $N$ is the number of iterations and $P_N^\ast$ is the path length. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

math.OC↗

arXiv2025

Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles

This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unconstrained and constrained settings. For the unconstrained problem, we establish the ZO algorithm's convergence to a global minimum along with its complexity when applied to both QC and SQC functions. For the constrained problem, we introduce the new notion of proximal-quasar-convexity and prove analogous results to the unconstrained case. Specifically, we derive complexity bounds and prove convergence of the algorithm to a neighbourhood of a global minimum whose size can be controlled under a variance reduction scheme. Beyond the theoretical guarantees, we demonstrate the practical implications of our results on several machine learning problems where quasar-convexity naturally arises, including linear dynamical system identification and generalised linear models.

math.OC↗

arXiv2025

Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We consider both unconstrained and constrained, differentiable and non-differentiable settings. We discuss the min-max problem from the point of view of variational inequalities. For the unconstrained problem, we establish the convergence of the ZO-EG algorithm to the neighbourhood of an $\epsilon$-stationary point of the NC-NC objective function, whose radius can be controlled under a variance reduction scheme, along with its complexity. For the constrained problem, we introduce the new notion of proximal variational inequalities and give examples of functions satisfying this property. Moreover, we prove analogous results to the unconstrained case for the constrained problem. For the non-differentiable case, we prove the convergence of the ZO-EG algorithm to a neighbourhood of an $\epsilon$-stationary point of the smoothed version of the objective function, where the radius of the neighbourhood can be controlled, which can be related to the ($\delta,\epsilon$)-Goldstein stationary point of the original objective function.

math.OC↗

arXiv2025

Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems

This paper studies properties of fixed points of generalised Extra-gradient (GEG) algorithms applied to min-max problems. We discuss connections between saddle points of the objective function of the min-max problem and GEG fixed points. We show that, under appropriate step-size selections, the set of saddle points (Nash equilibria) is a subset of stable fixed points of GEG. Convergence properties of the GEG algorithm are obtained through a stability analysis of a discrete-time dynamical system. The results and benefits when compared to existing methods are illustrated through numerical examples.

math.OC↗

arXiv2025

MAGO-SP: Detection and Correction of Water-Fat Swaps in Magnitude-Only VIBE MRI

Volume Interpolated Breath-Hold Examination (VIBE) MRI generates images suitable for water and fat signal composition estimation. While the two-point VIBE provides water-fat-separated images, the six-point VIBE allows estimation of the effective transversal relaxation rate R2* and the proton density fat fraction (PDFF), which are imaging markers for health and disease. Ambiguity during signal reconstruction can lead to water-fat swaps. This shortcoming challenges the application of VIBE-MRI for automated PDFF analyses of large-scale clinical data and of population studies. This study develops an automated pipeline to detect and correct water-fat swaps in non-contrast-enhanced VIBE images. Our three-step pipeline begins with training a segmentation network to classify volumes as "fat-like" or "water-like," using synthetic water-fat swaps generated by merging fat and water volumes with Perlin noise. Next, a denoising diffusion image-to-image network predicts water volumes as signal priors for correction. Finally, we integrate this prior into a physics-constrained model to recover accurate water and fat signals. Our approach achieves a < 1% error rate in water-fat swap detection for a 6-point VIBE. Notably, swaps disproportionately affect individuals in the Underweight and Class 3 Obesity BMI categories. Our correction algorithm ensures accurate solution selection in chemical phase MRIs, enabling reliable PDFF estimation. This forms a solid technical foundation for automated large-scale population imaging analysis.

cs.CV↗

arXiv2024

Lyapunov based dynamic controller designs for reach-and-avoid problems

Safe obstacle avoidance and target set stabilization for nonlinear systems using reactive feedback control is under consideration. Based only on local information and by considering virtual dynamics, a safe path is generated online. The control law for the virtual dynamics is combined with a feedback controller for the dynamics of interest, where Lyapunov arguments and forward invariance are used to ensure that the state of the system remains in a vicinity of the path. To allow for discrete decisions in the avoidance controller design, the closed-loop dynamics are formulated using the hybrid systems framework. The results are illustrated by a numerical example for unicycle dynamics.

eess.SY↗

arXiv2024

Prying Pedestrian Surveillance-Evasion: Minimum-Time Evasion from an Agile Pursuer

A new surveillance-evasion differential game is posed and solved in which an agile pursuer (the prying pedestrian) seeks to remain within a given surveillance range of a less agile evader that aims to escape. In contrast to previous surveillance-evasion games, the pursuer is agile in the sense of being able to instantaneously change the direction of its velocity vector, whilst the evader is constrained to have a finite maximum turn rate. Both the game of kind concerned with conditions under which the evader can escape, and the game of degree concerned with the evader seeking to minimize the escape time whilst the pursuer seeks to maximize it, are considered. The game-of-degree solution is surprisingly complex compared to solutions to analogous pursuit-evasion games with an agile pursuer since it exhibits dependence on the ratio of the pursuer's speed to the evader's speed. It is, however, surprisingly simple compared to solutions to classic surveillance-evasion games with a turn-limited pursuer.

eess.SY↗

arXiv2022

Inducing tensile failure of claystone through thermal pressurization in a novel triaxial device

Complex coupled thermo-hydromechanical (THM) loading paths are expected to occur in clay rocks which serve as host formations for geological radioactive waste repositories. Exothermic waste packages heat the rock, causing thermal strains and temperature induced pore pressure build-up. The drifts are designed in such a way as to limit these effects. One has to anticipate failure and fracturing of the material, should pore pressures exceed the tensile resistance of the rock. To characterise the behaviour of the Callovo-Oxfordian claystone (COx) under effective tension and to quantify the tensile failure criterion, a laboratory program is carried out in this work. THM loading paths which correspond to the expected in situ conditions are recreated in the laboratory. To this end, a special triaxial system was developed, which allows the independent control of radial and axial stresses, as well as of pore pressure and temperature of rock specimens. More importantly, the device allows one to maintain axial effective tension on a specimen. Saturated cylindrical claystone specimens were tested in undrained conditions under constrained lateral deformation and under nearly constant axial stress. The specimens were heated until the induced pore pressures created effective tensile stresses and ultimately fractured the material. The failure happened at average axial effective tensile stresses around 3.0 MPa. Fracturing under different lateral total stresses allows one to describe the failure with a Hoek-Brown or Fairhurst's generalized Griffith criterion. Measured axial extension strains are analysed based on a transversely isotropic thermo-poroelastic constitutive model, which is able to satisfactorily reproduce the observed behaviour.

physics.geo-ph↗

arXiv2020

Transversely isotropic poroelastic behaviour of the Callovo-Oxfordian claystone: A set of stress-dependent parameters

In the framework of a deep geological radioactive waste disposal in France, the hydromechanical properties of the designated host rock, the Callovo-Oxfordian claystone (COx), are investigated in laboratory tests. Experiments presented in this study are carried out to determine several coefficients required within a transversely isotropic material model. They include isotropic compression tests, pore pressure tests, and deviatoric loading tests parallel and perpendicular to the bedding plane. We emphasize the adapted experimental devices and testing procedures, necessary to detect small strains under high pressures, on a material, which is sensitive to water and has a very low permeability. In particular, we discovered a significant decrease of elastic stiffness with decreasing effective stress, which was observed to be reversible. In both isotropic and deviatoric tests, a notable anisotropic strain response was found. The Young modulus parallel to bedding was about 1.8 times higher than the one perpendicular to the bedding plane. A notably low Poisson ratio perpendicular to the bedding plane with values between 0.1 and 0.2 was evidenced. While the anisotropy of the back-calculated Biot coefficient was found to be low, a significant anisotropy of the Skempton coefficient was computed. The performed experiments provide an overdetermined set of material parameters at different stress levels. Using all determined parameters in a least square error regression scheme, seven independent elastic coefficients and their effective stress dependency are characterized. Parameters measured under isotropic loading are well represented by this set of coefficients, while the poroelastic framework with isotropic stress dependency is not sufficient to describe laboratory findings from triaxial loading.

physics.geo-ph↗

arXiv2020

Thermo-poro-elastic behaviour of a transversely isotropic shale: Thermal expansion and pressurization

The Callovo-Oxfordian (COx) claystone is considered as a candidate host rock for a deep geological radioactive waste repository in France. Due to the exothermic waste packages, the rock is expected to be submitted to temperatures up to 90 °C. The temperature rise induces deformations of the host rock, together with an increase in pore pressures, involving complex thermo-hydro-mechanical (THM) couplings. This study aims to better characterize the THM response of the COx claystone to temperature changes in the laboratory. To this end, claystone specimens were tested in a temperature controlled, high pressure isotropic compression cell, under stress conditions close to the in-situ ones. Thermal loads were applied on the specimens along different heating and cooling paths. A temperature corrected strain gage system provided precise measurements of the anisotropic strain response of the specimens. Drained and undrained thermal expansion coefficients in both transversely isotropic directions were determined. The measurement of pore pressure changes in undrained condition yielded the thermal pressurization coefficient. All parameters were analysed for their compatibility within the thermo-poro-elastic framework, and their stress and temperature dependency was identified.

physics.geo-ph↗

arXiv2014

Predictive Control Algorithms: Stability despite Shortened Optimization Horizons

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a suitable optimization horizon length for nonlinear control systems governed by ordinary differential equations. In this context, we firstly show how the essential growth assumption involved in this methodology can be derived and demonstrate this technique by means of a numerical example. Secondly, inspired by corresponding results, we develop an algorithm which allows to reduce the required optimization horizon length while maintaining asymptotic stability or a desired performance bound. Last, this basic algorithm is further elaborated in order to enhance its robustness properties.

math.OC↗