English
Related papers

Related papers: A simple convergent solver for initial value probl…

200 papers

In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…

Numerical Analysis · Computer Science 2017-09-08 Przemysław Gospodarczyk , Paweł Woźny

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

We introduce a method for efficiently solving initial-boundary value problems (IBVPs) that uses Lie symmetries to enforce the associated partial differential equation (PDE) exactly by construction. By leveraging symmetry transformations,…

We consider a scalar objective minimization problem over the solution set of another optimization problem. This problem is known as simple bilevel optimization problem and has drawn a significant attention in the last few years. Our inner…

Optimization and Control · Mathematics 2018-09-18 Yekini Shehu , Phan Tu Vuong , Alain Zemkoho

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

This article presents a class of modified new modulus-based iterative methods to process the large and sparse implicit complementarity problem (ICP). By using two positive diagonal matrices, we formulate a fixed-point equation which is…

Optimization and Control · Mathematics 2023-03-23 Bharat kumar , Deepmala , A. K. Das

In this paper we propose a novel class of methods for high order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the…

Numerical Analysis · Mathematics 2022-12-23 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…

Numerical Analysis · Mathematics 2016-04-26 Ulrich Mutze

In the present work, firstly, we use a minimax equality to prove the existence of a solution of certain system of varitional equations and we provide a numerical approximation of such a solution. Then, we propose a numerical method to solve…

Numerical Analysis · Mathematics 2021-05-19 Ana Isabel Garralda-Guillem , Pablo Montiel López

Estimating camera geometry typically involves solving minimal problems formulated as systems of multivariate polynomial equations, which often pose computational challenges when using existing Gr\"obner-basis or resultant-based methods due…

Computer Vision and Pattern Recognition · Computer Science 2026-05-08 Haidong Wu , Snehal Bhayani , Janne Heikkilä

We present an efficient and parsimonious algorithm to solve mixed initial/final-value problems. The algorithm optimally limits the memory storage and the computational time requirements: with respect to a simple forward integration, the…

Computational Physics · Physics 2009-11-10 Antonio Celani , Massimo Cencini , Alain Noullez

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy

Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…

Optimization and Control · Mathematics 2015-02-24 Jie Lu , Mikael Johansson

Direct solution of simultaneous linear equations is regarded to be slow for large systems of equations and requires special treatment to avoid numerical instability. A new method is proposed that addresses the numerical instability without…

Numerical Analysis · Mathematics 2011-05-02 Anoosh Abdy

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…

Numerical Analysis · Mathematics 2021-07-07 Mario Amrein

In this paper we discuss a framework for the polynomial approximation to the solution of initial value problems for differential equations. The framework, initially devised for the approximation of ordinary differential equations, is…

Numerical Analysis · Mathematics 2022-11-15 Luigi Brugnano , Gianluca Frasca-Caccia , Felice Iavernaro , Vincenzo Vespri

In recent years many efforts have been devoted to finding bidiagonal factorizations of nonsingular totally positive matrices, since their accurate computation allows to numerically solve several important algebraic problems with great…

Numerical Analysis · Mathematics 2024-08-16 Yasmina Khiar , Esmeralda Mainar , Eduardo Royo-Amondarain , Beatriz Rubio

This article deals with the initial-boundary value problem for a moderately coupled system of time-fractional diffusion equations. Defining the mild solution, we establish fundamental unique existence, limited smoothing property and…

Analysis of PDEs · Mathematics 2023-03-23 Zhiyuan Li , Xinchi Huang , Yikan Liu