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In this paper, we propose a new framework for solving a general dynamic optimal stopping problem without time consistency. A sophisticated solution is proposed and is well-defined for any time setting with general flows of objectives. A…

Optimization and Control · Mathematics 2026-02-02 Hanqing Jin , Yanzhao Yang

We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

We consider a regularization concept for the solution of ill--posed operator equations, where the operator is composed of a continuous and a discontinuous operator. A particular application is level set regularization, where we develop a…

Numerical Analysis · Mathematics 2020-11-16 F. Frühauf , O. Scherzer , A. Leitao

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…

Numerical Analysis · Mathematics 2024-01-30 Joel C. Rabelo , Antonio Leitão , Alexandre L. Madureira

A new continuous regularized Gauss-Newton-type method with simultaneous updates of the operator $(F^{\pr*}(x(t))F'(x(t))+\ep(t) I)^{-1}$ for solving nonlinear ill-posed equations in a Hilbert space is proposed. A convergence theorem is…

Mathematical Physics · Physics 2007-05-23 Alexander G. Ramm , Alexandra B. Smirnova

We establish the existence theory of several commonly used finite element (FE) nonlinear fully discrete solutions, and the convergence theory of a linearized iteration. First, it is shown for standard FE, SUPG and edge-averaged method…

Numerical Analysis · Mathematics 2023-12-04 Yang Liu , Shi Shu , Ying Yang

In this article we combine the projective Landweber method, recently proposed by the authors, with Kaczmarz's method for solving systems of non-linear ill-posed equations. The underlying assumption used in this work is the tangential cone…

Numerical Analysis · Mathematics 2020-11-12 A. Leitao , B. F. Svaiter

A convergent iterative process is constructed for solving any solvable linear equation in a Hilbert space.

Numerical Analysis · Mathematics 2007-05-23 A. G. Ramm

A wide variety of different (fixed-point) iterative methods for the solution of nonlinear equations exists. In this work we will revisit a unified iteration scheme in Hilbert spaces from our previous work that covers some prominent…

Numerical Analysis · Mathematics 2019-05-17 Pascal Heid , Thomas P. Wihler

Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…

Numerical Analysis · Mathematics 2026-02-12 Zhongxiao Jia , Xinyuan Wan

In this article a modified Levenberg-Marquardt method coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations is investigated. We show that the proposed method is a convergent…

Numerical Analysis · Mathematics 2020-11-20 J. Baumeister , B. Kaltenbacher , A. Leitao

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…

Numerical Analysis · Mathematics 2009-04-07 Pierre Maréchal , Aude Rondepierre

In this work, we consider a boundary value problem for nonlinear triharmonic equation. Due to the reduction of nonlinear boundary value problems to operator equation for nonlinear terms we establish the existence, uniqueness and positivity…

Numerical Analysis · Mathematics 2020-04-02 Dang Quang A , Nguyen Quoc Hung , Vu Vinh Quang

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

In this paper, we study the local behaviors of nonnegative local solutions of fractional order semi-linear equations $(-\Delta)^\sigma u=u^{\frac{n+2\sigma}{n-2\sigma}}$ with an isolated singularity, where $\sigma\in (0,1)$. We prove that…

Analysis of PDEs · Mathematics 2015-06-17 Luis Caffarelli , Tianling Jin , Yannick Sire , Jingang Xiong

We introduce a double iterative scheme and local variational method to solve the Yamabe-type equation $ - \frac{4(n - 1)}{n - 2}\Delta_{g} u + (S_{g} + \beta ) u = \lambda u^{\frac{n + 2}{n - 2}} $ for some constant $ \beta \leqslant 0 $,…

Differential Geometry · Mathematics 2022-10-12 Jie Xu

Nonlocal models and their associated theories have been extensively investigated in recent years. Among these, nonlocal versions of the classical Laplace operator have attracted the most attention, while higher-order nonlocal operators have…

Analysis of PDEs · Mathematics 2025-05-13 Weiye Gan , Tangjun Wang , Qiang Du , Zuoqiang Shi

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

In this work, the Dirac-type integro di{\S}erential system with one classical boundary condition and another nonlocal integral boundary condition is considered. We obtain the asymptotic formulae for the solutions, eigenvalues and nodal…

Spectral Theory · Mathematics 2022-03-25 Baki Keskin