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This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…

Computational Physics · Physics 2009-11-11 Maximiliano Ujevic , Patricio S. Letelier

The quest for an algorithm that solves an $n\times n$ linear system in $O(n^2)$ time complexity, or $O(n^2 \text{poly}(1/\epsilon))$ when solving up to $\epsilon$ relative error, is a long-standing open problem in numerical linear algebra…

Numerical Analysis · Mathematics 2026-05-26 Michał Dereziński , Yuji Nakatsukasa , Elizaveta Rebrova

This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…

Logic in Computer Science · Computer Science 2018-10-09 Olivier Bournez , Arnaud Durand , Sabrina Ouazzani

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

Numerical Analysis · Mathematics 2024-08-23 Herbert Egger , Felix Engertsberger , Bogdan Radu

This manuscript is the second in a series presenting fast direct solution techniques for solving two-dimensional wave scattering problems from quasi-periodic multilayered structures. The fast direct solvers presented in the series are for…

Numerical Analysis · Mathematics 2022-04-15 Yabin Zhang , Adrianna Gillman

This work studies a stabilization technique for first-order hyperbolic differential equations used in DNA transcription modeling. Specifically we use the Lighthill-Whitham-Richards Model with a nonlinear Greenshield's velocity proposed in…

Numerical Analysis · Mathematics 2025-07-15 Ali Balooch , Faranak Courtney-Pahlevani , Lisa Davis , Adrian Dunca , Monika Neda , Jorge Reyes

A linear-complexity algorithm for computing the Wasserstein-1 distance on non-uniform meshes is proposed. This work extends the fast Sinkhorn algorithms from [Q. Liao et al., Commun. Math. Sci., 20(2022)] and [Q. Liao et al., J. Sci.…

Numerical Analysis · Mathematics 2026-05-27 Qihao Cheng , Qichen Liao , Hao Wu , Shuai Yang

We introduce a global scheme on the n-torus of a controlled incompressible Navier-Stokes equation in terms of a coupled controlled infinite ODE-system of Fourier-modes with smooth data. We construct a scheme of global approximations related…

Analysis of PDEs · Mathematics 2014-11-18 Joerg Kampen

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , Praneeth Netrapalli , Aaron Sidford , Shashanka Ubaru , David P. Woodruff

We present a novel methodology for the numerical solution of problems of diffraction by infinitely thin screens in three dimensional space. Our approach relies on new integral formulations as well as associated high-order quadrature rules.…

Analysis of PDEs · Mathematics 2015-06-11 Oscar P. Bruno , Stephane K. Lintner

An inverse problem in spectroscopy is considered. The objective is to restore the discrete spectrum from observed spectrum data, taking into account the spectrometer's line spread function. The problem is reduced to solution of a system of…

Numerical Analysis · Mathematics 2017-01-23 Valery Sizikov , Denis Sidorov

The inverse problem which arises in the Camassa--Holm equation is revisited for the class of discrete densities. The method of solution relies on the use of orthogonal polynomials. The explicit formulas are obtained directly from the…

Exactly Solvable and Integrable Systems · Physics 2015-05-28 Keivan Mohajer , Jacek Szmigielski

Entropic regularization provides a simple way to approximate linear programs whose constraints split into two or more tractable blocks. The resulting objectives are amenable to cyclic Kullback-Leibler (KL) Bregman projections, with…

Optimization and Control · Mathematics 2026-05-11 Gabriel Peyré

The interaction of fibers in a viscous (Stokes) fluid plays a crucial role in industrial and biological processes, such as sedimentation, rheology, transport, cell division, and locomotion. Numerical simulations generally rely on slender…

Numerical Analysis · Mathematics 2024-03-12 Dhairya Malhotra , Alex Barnett

Hierarchical matrices (usually abbreviated ${\mathcal H}$-matrices) are frequently used to construct preconditioners for systems of linear equations. Since it is possible to compute approximate inverses or $LU$ factorizations in ${\mathcal…

Numerical Analysis · Mathematics 2014-02-24 Steffen Börm , Jessica Gördes

The generalized Debye source representation of time-harmonic electromagnetic fields yields well-conditioned second-kind integral equations for a variety of boundary value problems, including the problems of scattering from perfect electric…

Numerical Analysis · Mathematics 2019-02-18 Charles L. Epstein , Leslie Greengard , Michael O'Neil

Solving integer optimization problems with large or widely ranged objective coefficients can lead to numerical instability and increased runtimes. When the problem also involves multiple objectives, the impact of the objective coefficients…

Optimization and Control · Mathematics 2025-12-02 Stephanie Riedmüller , Thorsten Koch

Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert…

Machine Learning · Computer Science 2024-11-01 Youyuan Long , Tolga Ok , Pedro Zattoni Scroccaro , Peyman Mohajerin Esfahani