Related papers: Operator splitting with spatial-temporal discretiz…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…
In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…
Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that resolvents of the operators are available, this problem can be tackled with the Douglas-Rachford…
This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational…
Supported by the recent contributions in multiple branches, the first-order splitting algorithms became central for structured nonsmooth optimization. In the large-scale or noisy contexts, when only stochastic information on the smooth part…
Gaussian curvature is an important geometric property of surfaces, which has been used broadly in mathematical modeling. Due to the full nonlinearity of the Gaussian curvature, efficient numerical methods for models based on it are uncommon…
Differential constraints compatible with the linearized equations of partial differential equations are examined. Recursion operators are obtained by integrating the differential constraints.
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
We consider an inertial primal-dual algorithm to compute the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator. With the idea of coordinate descent, we design a…
The main aims of this article are to characterize a class of operators associated with the symmetrized polydisc that admit rational dilations on the minimal space and to show an interplay between rational dilation and distinguished…
A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…
This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some…
This work proposes and analyzes an efficient numerical method for solving the nonlinear Schr\"odinger equation with quasiperiodic potential, where the projection method is applied in space to account for the quasiperiodic structure and the…
In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's…
We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…
Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…
We give a sufficient condition for the surjectivity of partial differential operators with constant coefficients on a class of distributions on R^{n+1} (here we think of there being n space directions and one time direction), that are…
Operator splitting methods have been successfully used in computational sciences, statistics, learning and vision areas to reduce complex problems into a series of simpler subproblems. However, prevalent splitting schemes are mostly…
Three Operator Splitting (TOS) (Davis & Yin, 2017) can minimize the sum of multiple convex functions effectively when an efficient gradient oracle or proximal operator is available for each term. This requirement often fails in machine…