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This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…

Methodology · Statistics 2020-04-07 Mike Pereira , Nicolas Desassis

We present a new type of modified Galerkin method. It is a construction with several (inductively defined) levels, that provides approximate solutions of increasing accuracy with every new level. These solutions are constructed as…

Numerical Analysis · Mathematics 2007-08-07 Anca-Veronica Ion

We present a method for nonlinear parametric optimization based on algebraic geometry. The problem to be studied, which arises in optimal control, is to minimize a polynomial function with parameters subject to semialgebraic constraints.…

Optimization and Control · Mathematics 2007-05-23 Ioannis A. Fotiou , Philipp Rostalski , Bernd Sturmfels , Manfred Morari

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…

Numerical Analysis · Mathematics 2026-04-23 Alexandre Ern , Brendan Keith , Dohyun Kim , Rami Masri , Beatrice Riviere

The proximal Galerkin (PG) method is a finite element method for solving variational problems with inequality constraints. It has several advantages, including constraint-preserving approximations and mesh independence. This paper presents…

Numerical Analysis · Mathematics 2026-02-09 Brendan Keith , Rami Masri , Marius Zeinhofer

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{\rm div}(a\nabla u)=f$ where $a=\exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an…

Numerical Analysis · Mathematics 2021-03-26 Albert Cohen , Giovanni Migliorati

Surveying some of the recent developments on approximate subgroups and super-strong approximation for thin groups, we describe the Bourgain-Gamburd method for establishing spectral gaps for finite groups and the proof of the classification…

Group Theory · Mathematics 2014-07-22 Emmanuel Breuillard

The GMRES algorithm of Saad and Schultz (1986) is an iterative method for approximately solving linear systems $A{\bf x}={\bf b}$, with initial guess ${\bf x}_0$ and residual ${\bf r}_0 = {\bf b} - A{\bf x}_0$. The algorithm employs the…

Numerical Analysis · Mathematics 2023-03-22 Stephen Thomas , Erin Carson , Miro Rozložník , Arielle Carr , Kasia Świrydowicz

A simplified relativistic kinetic theory for gases with internal degrees of freedom, based on a BGK-type collision term, is considered. First the Boltzmann equation is rewritten in tetrad form and then thermal coefficients are determined to…

General Relativity and Quantum Cosmology · Physics 2026-04-13 Philip Semrén , Michael Bradley , João M. S. Oliveira , M. Piedade Machado Ramos

In this paper, we extend the geometric descent method recently proposed by Bubeck, Lee and Singh to tackle nonsmooth and strongly convex composite problems. We prove that our proposed algorithm, dubbed geometric proximal gradient method…

Optimization and Control · Mathematics 2017-05-31 Shixiang Chen , Shiqian Ma , Wei Liu

A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…

Numerical Analysis · Mathematics 2013-03-18 Qiaoluan H. Li , Junping Wang

We present a notion of symmetry for 1+1-dimensional integrable systems which is consistent with their group theoretic description and reproduces in special cases the known Baecklund transformation for the generalized Korteweg-deVries…

High Energy Physics - Theory · Physics 2009-10-22 G. Haak

Applying symmetry reduction to a class of $\mathrm{SL}(2,\mathbb R)$-invariant third-order ODEs, we obtain Abel equations whose general solution can be parametrised by hypergeometric functions. Particular case of this construction provides…

Classical Analysis and ODEs · Mathematics 2022-12-29 Stanislav Opanasenko , Evgeny Ferapontov

In this work we consider the problem of finding optimal regularization parameters for general-form Tikhonov regularization using training data. We formulate the general-form Tikhonov solution as a spectral filtered solution using the…

Numerical Analysis · Mathematics 2014-07-09 Julianne Chung , Malena I. Español , Tuan Nguyen

A comprehensive symmetry analysis of the N=1 supersymmetric sine-Gordon equation is performed. Two different forms of the supersymmetric system are considered. We begin by studying a system of partial differential equations corresponding to…

Mathematical Physics · Physics 2009-09-15 A. M. Grundland , A. J. Hariton , L. Snobl

The symmetry group method is applied to a generalized Korteweg-de Vries equation and several classes of group invarint solution for it are obtained by means of this technique. Polynomial, trigonometric and elliptic function solutions can be…

Mathematical Physics · Physics 2007-05-23 Paul Bracken

A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…

Methodology · Statistics 2024-11-13 Alex Stringer

The (2+1)-dimensional generalized Nizhnik-Novikov-Veselov equations (GNNVEs) are investigated in order to search the influence of initial solution to exact solutions. The GNNVEs are converted into the combined equations of differently two…

Mathematical Physics · Physics 2015-06-26 Xiao-Feng Yang , Zi-Chen Deng , Qing-Jun Li , Yi Wei

We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila