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We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

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 paper presents a way to define, classify and accelerate the order of convergence of an uncountable family of fractional fixed point methods, which may be useful to continue expanding the applications of fractional operators. The…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , R. Montufar-Chaveznava

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…

Numerical Analysis · Computer Science 2020-03-24 Haishan Ye , Luo Luo , Zhihua Zhang

Hypergraph matching has recently become a popular approach for solving correspondence problems in computer vision as it allows to integrate higher-order geometric information. Hypergraph matching can be formulated as a third-order…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Quynh Nguyen , Francesco Tudisco , Antoine Gautier , Matthias Hein

In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods. We show that Newton's method corresponds to a recursion over…

Signal Processing · Electrical Eng. & Systems 2023-06-16 Fatemeh Yaghoobi , Hany Abdulsamad , Simo Särkkä

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Optimization and Control · Mathematics 2024-10-08 Albert S. Berahas , Miaolan Xie , Baoyu Zhou

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

We present and analyse a numerical framework for the approximation of nonlinear degenerate elliptic equations of the Stefan or porous medium types. This framework is based on piecewise constant approximations for the functions, which we…

Numerical Analysis · Mathematics 2019-12-20 Jerome Droniou , Robert Eymard

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

Through introducing a new iterative formula for divided differnce using Neville's and Aitken's algorithms,we study new iterative methods for interpolation,numerical differentiation and numerical integration formulas with arbitrary order of…

Numerical Analysis · Mathematics 2009-09-29 Ramesh Kumar Muthumalai

This work wishes to support various mathematical issues concerning the iterative methods with the help of new programming languages. We consider a way to show how problems in math have an answer by using different academic resources and…

Mathematical Software · Computer Science 2009-05-29 Claudiu Chirilov

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

We propose a projection based multi-moment matching method for model order reduction of quadratic-bilinear systems. The goal is to construct a reduced system that ensures higher-order moment matching for the multivariate transfer functions…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Mian Muhammad Arsalan Asif , Mian Ilyas Ahmad , Peter Benner , Lihong Feng , Tatjana Stykel

It is demonstrated is this letter that linear multistep methods for integrating ordinary differential equations can be used to develop a family of fast forward scattering algorithms with higher orders of convergence. Excluding the cost of…

Computational Physics · Physics 2018-03-28 Vishal Vaibhav

When studying the multilinear PageRank problem, a system of polynomial equations needs to be solved. In this paper, we develop convergence theory for a modified Newton method in a particular parameter regime. The sequence of vectors…

Numerical Analysis · Mathematics 2017-01-23 Pei-Chang Guo

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning