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This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…

Optimization and Control · Mathematics 2022-03-11 Muhammad Adil , Ramtin Madani , Sasan Tavakkol , Ali Davoudi

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…

Optimization and Control · Mathematics 2019-08-27 Boris Polyak , Andrey Tremba

In this paper, we propose a third-order Newton's method which in each iteration solves a semidefinite program as a subproblem. Our approach is based on moving to the local minimum of the third-order Taylor expansion at each iteration,…

Optimization and Control · Mathematics 2023-06-08 Olha Silina , Jeffrey Zhang

The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of…

Numerical Analysis · Mathematics 2025-02-14 Tianyu Jin , Georg Maierhofer , Katharina Schratz , Yang Xiang

Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

A simple yet effective numerical method using orthogonal hybrid functions consisting of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal triangular functions is proposed to solve numerically fractional…

Numerical Analysis · Mathematics 2018-02-01 Seshu Kumar Damarla , Madhusree Kundu

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-24 Evgeny Novikov , Anton Tuzov

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

We present here a new method for evaluating determinants -- the reduction method. Firstly, in the section 2, we apply it to third-order determinants and after, in the section 3, we generalize it to higher-order determinants. In the section…

Combinatorics · Mathematics 2011-09-06 Ricardo S. Vieira

The Iterative Filtering method is a technique developed recently for the decomposition and analysis of non-stationary and non-linear signals. In this work we propose two alternative formulations of the original algorithm which allows to…

Numerical Analysis · Mathematics 2018-11-09 Antonio Cicone

A novel approach is introduced for deriving exact solutions to nonlinear systems of ordinary differential equations. This method consists of four parts. In the initial part, the examined nonlinear differential equation system is transformed…

Exactly Solvable and Integrable Systems · Physics 2025-08-25 Prakash Kumar Das

We present a new algorithm for recovering paths from their third-order signature tensors, an inverse problem in rough analysis. Our algorithm provides the exact solution to this learning problem and improves upon current approaches by an…

Rings and Algebras · Mathematics 2025-12-17 Leonard Schmitz

We propose a systemic method of applying the auxiliary systems of original equations to find the high order nonlocal symmetries of nonlinear evolution equation. In order to validate the effectiveness of the method, some examples are…

Exactly Solvable and Integrable Systems · Physics 2012-12-27 Xiangpeng Xin , Yong Chen

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

Numerical Analysis · Mathematics 2025-11-25 Liu Yaokun , Li Jinze , Yu Kaiping

Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…

Numerical Analysis · Mathematics 2020-10-07 Seyeon Lee , Junseo Lee , Hyunju Kim , Bongsoo Jang

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

Numerical Analysis · Mathematics 2012-10-30 Ababu Teklemariam Tiruneh

This article introduces new acceleration methods for fixed-point iterations. Extrapolations are computed using two or three mappings alternately and a new type of step length is proposed with good properties for nonlinear applications. The…

Optimization and Control · Mathematics 2021-08-17 Nicolas Lepage-Saucier

Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how…

Numerical Analysis · Mathematics 2023-01-31 Sohei Arisaka , Qianxiao Li

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz