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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…

Numerical Analysis · Computer Science 2007-07-19 Gernot Schaller

Variational inequality problems are recognized for their broad applications across various fields including machine learning and operations research. First-order methods have emerged as the standard approach for solving these problems due…

Optimization and Control · Mathematics 2025-03-24 Liang Zhang , Niao He , Michael Muehlebach

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

We will discuss an extension of the pseudospectral method developed by Wineberg, McGrath, Gabl, and Scott for the numerical integration of the KdV initial value problem. Our generalization of their algorithm can be used to solve initial…

Analysis of PDEs · Mathematics 2014-09-11 Richard S. Palais

Laplace interpolation is a popular approach in image inpainting using partial differential equations. The classic approach considers the Laplace equation with mixed boundary conditions. Recently a more general formulation has been proposed…

Analysis of PDEs · Mathematics 2018-01-30 Laurent Hoeltgen , Andreas Kleefeld , Isaac Harris , Michael Breuß

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…

Optimization and Control · Mathematics 2024-06-21 Kevin Tracy , Zachary Manchester

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…

Computational Physics · Physics 2010-12-30 Avas V. Khugaev , Renat A. Sultanov , D. Guster

The study of solving inverse singular value problems for nonnegative matrices has been around for decades. It is clear that an inverse singular problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2013-12-11 Sheng-Jhih Wu , Matthew M. Lin

There are two usual computational methods for linear (waves and instabilities) problem: eigenvalue (dispersion relation) solver and initial value solver. In fact, we can introduce an idea of the combination of them, i.e., we keep time…

Plasma Physics · Physics 2012-11-27 Hua-sheng Xie

We introduce a new paradigm for immersed finite element and isogeometric methods based on interpolating function spaces from an unfitted background mesh into Lagrange finite element spaces defined on a foreground mesh that captures the…

Numerical Analysis · Mathematics 2023-01-25 Jennifer E. Fromm , Nils Wunsch , Ru Xiang , Han Zhao , Kurt Maute , John A. Evans , David Kamensky

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…

Numerical Analysis · Mathematics 2015-04-15 Luisa Fermo , Cornelis Van der Mee , Sebastiano Seatzu

In this paper, a class of smoothing modulus-based iterative method was presented for solving implicit complementarity problems. The main idea was to transform the implicit complementarity problem into an equivalent implicit fixed-point…

Numerical Analysis · Mathematics 2023-06-09 Cong Guo , Chenliang Li , Tao Luo

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

Optimization and Control · Mathematics 2023-06-07 Bharat Kumar , Deepmala , A. K. Das

A method for approximate solution of initial value and spectral problems for one dimensional Dirac equation based on an analytic approximation of the transmutation operator is presented. In fact the problem of numerical approximation of…

Classical Analysis and ODEs · Mathematics 2021-01-29 Nelson Gutiérrez Jiménez , Sergii M. Torba

We consider mixed model of traffic flow distribution in large networks (BMW model, 1954 & Stable Dynamic model, 1999). We build dual problem and consider primal-dual mirror descent method for the dual problem. There are two ways to recover…

Optimization and Control · Mathematics 2018-08-16 Alexander Gasnikov , Evgenia Gasnikova , Yurii Nesterov

In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis
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