Numerical Analysis
If the non-zero finite floating-point numbers are interpreted as point intervals, then the effect of rounding can be interpreted as computing one of the bounds of the result according to interval arithmetic. We give an interval…
In this paper, we examine the CE method in the broad context of Monte Carlo Optimization (MCO) and Parametric Learning (PL), a type of machine learning. A well-known overarching principle used to improve the performance of many PL…
Let $G_{m \times n}$ be an $m \times n$ real random matrix whose elements are independent and identically distributed standard normal random variables, and let $\kappa_2(G_{m \times n})$ be the 2-norm condition number of $G_{m \times n}$.…
The Karmarkar-Karp differencing algorithm is the best known polynomial time heuristic for the number partitioning problem, fundamental in both theoretical computer science and statistical physics. We analyze the performance of the…
The intrinsic mode function (IMF) provides adaptive function bases for nonlinear and non-stationary time series data. A fast convergent iterative method is introduced in this paper to find the IMF components of the data, the method is…
We present six Theorems on the univariate real Polynomial, using which we develop a new algorithm for deciding the existence of atleast one real root for univariate integer Polynomials. Our algorithm outputs that no positive real root…
To analyze the stability of It\^o stochastic differential equations with multiplicative noise, we introduce the stochastic logarithmic norm. The logarithmic norm was originally introduced by G. Dahlquist in 1958 as a tool to study the…
We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform, and just as stable as Householder QR. Our first algorithm, Tall Skinny…
Finding feasible points for which the proof succeeds is a critical issue in safe Branch and Bound algorithms which handle continuous problems. In this paper, we introduce a new strategy to compute very accurate approximations of feasible…
This paper introduces a new algorithm for solving a sub-class of quantified constraint satisfaction problems (QCSP) where existential quantifiers precede universally quantified inequalities on continuous domains. This class of QCSPs has…
We consider Cauchy problem for Fourier transformation of 3-dimensional Navier-Stokes system with zero external force. Using initial data purposed by Dong Li and Ya.G.Sinai we implement self-similar regime producing fast growing behavior of…
The following work presents a generalized (extended) finite element formulation for the advection-diffusion equation. Using enrichment functions that represent the exponential nature of the exact solution, smooth numerical solutions are…
The following paper compares a consistent Newton-Raphson and fixed-point iteration based solution strategy for a variational multiscale finite element formulation for incompressible Navier-Stokes. The main contributions of this work include…
The famous Fourier theorem states that, under some restrictions, any periodic function (or real world signal) can be obtained as a sum of sinusoids, and hence, a technique exists for decomposing a signal into its sinusoidal components. From…
High confidence in floating-point programs requires proving numerical properties of final and intermediate values. One may need to guarantee that a value stays within some range, or that the error relative to some ideal value is well…
An efficient method is introduced in this paper to find the intrinsic mode function (IMF) components of time series data. This method is faster and more predictable than the Empirical Mode Decomposition (EMD) method devised by the author of…
Nonnegative matrix factorization (NMF) has become a prominent technique for the analysis of image databases, text databases and other information retrieval and clustering applications. In this report, we define an exact version of NMF. Then…
In various areas of applied numerics, the problem of calculating the logarithm of a matrix A emerges. Since series expansions of the logarithm usually do not converge well for matrices far away from the identity, the standard numerical…
We introduce two algorithms for accurately evaluating powers to a positive integer in floating-point arithmetic, assuming a fused multiply-add (fma) instruction is available. We show that our log-time algorithm always produce…
Mesh numbering is a critical issue in Finite Element Methods, as the computational cost of one analysis is highly dependent on the order of the nodes of the mesh. This paper presents some preliminary investigations on the problem of mesh…