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Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…

Numerical Analysis · Mathematics 2024-03-18 Mohit Tekriwal , Joshua Miller , Jean-Baptiste Jeannin

Achieving efficient and accurate simulation of the radiative transfer has long been a research challenge. Here we introduce the general synthetic iterative scheme as an easy-to-implement approach to address this issue. First, a macroscopic…

Computational Physics · Physics 2025-07-08 Kaiyuan Wang , Yanbing Zhang , Qi Li , Lei Wu

We consider finite iterated generalized harmonic sums weighted by the binomial $\binom{2k}{k}$ in numerators and denominators. A large class of these functions emerges in the calculation of massive Feynman diagrams with local operator…

High Energy Physics - Theory · Physics 2015-06-22 J. Ablinger , J. Blümlein , C. G. Raab , C. Schneider

It is well known that as a famous type of iterative methods in numerical linear algebra, Gauss-Seidel iterative methods are convergent for linear systems with strictly or irreducibly diagonally dominant matrices, invertible $H-$matrices…

Numerical Analysis · Mathematics 2014-10-14 Cheng-yi Zhang , Dan Ye , Cong-lei Zhong , Shuanghua Luo

We propose a method to obtain iterative schemes guarantee unique solutions for systems of partial differential equations that are not symmetric with respect to the time by generalizing He variational iteration method and using Banach fixed…

General Mathematics · Mathematics 2019-01-01 Abdulhameed Qahtan Abbood Altai

The Jensen inequality has been recognized as a powerful tool to deal with the stability of time-delay systems. Recently, a new inequality that encompasses the Jensen inequality was proposed for the stability analysis of systems with finite…

Systems and Control · Computer Science 2016-02-18 Kun Liu , Emilia Fridman , Karl Henrik Johansson , Yuanqing Xia

We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…

General Mathematics · Mathematics 2022-03-15 Dmitriy F. Kuznetsov

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

Numerical Analysis · Computer Science 2019-03-06 Svenja Schoeder , Katharina Kormann , Wolfgang Wall , Martin Kronbichler

In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new…

Optimization and Control · Mathematics 2022-01-14 Yurii Nesterov

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

The paper considers the convergence of the complex block Jacobi diagonalization methods under the large set of the generalized serial pivot strategies. The global convergence of the block methods for Hermitian, normal and $J$-Hermitian…

Numerical Analysis · Mathematics 2024-11-08 Erna Begovic , Vjeran Hari

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…

Numerical Analysis · Mathematics 2024-04-11 Paolo Novati , Fulvio Tagliaferro , Marino Zennaro

Although several impurity solvers in the dynamical mean field theory (DMFT) have been proposed, especially in multi-band systems, there are practical difficulties arising from a trade-off between numerical costs and reliability. In this…

Strongly Correlated Electrons · Physics 2021-08-04 Ryota Mizuno , Masayuki Ochi , Kazuhiko Kuroki

This paper studies the convex isotonic regression with generalized order restrictions induced by a directed tree. The proposed model covers various intriguing optimization problems with shape or order restrictions, including the generalized…

Optimization and Control · Mathematics 2023-04-04 Xuyu Chen , Xudong Li , Yangfeng Su

This paper studies a family of convolution quadratures, a numerical technique for efficient evaluation of convolution integrals. We employ the block generalized Adams method to discretize the underlying initial value problem, departing from…

Numerical Analysis · Mathematics 2024-07-11 Ling Liu , Junjie Ma

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Machine Learning · Statistics 2021-11-02 Diego Granziol , Xingchen Wan , Samuel Albanie , Stephen Roberts

In this paper, we prove some general convergence theorems for the Picard iteration in cone metric spaces over a solid vector space. As an application, we provide a detailed convergence analysis of the Weierstrass iterative method for…

Numerical Analysis · Mathematics 2015-03-19 Petko D. Proinov

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

An iterative procedure is developed with the aim of constructing homogeneity rules for the distribution P(rho,delta) of the particle density rho at resolution scale delta. A single iteration step consists of a change in the normalization…

High Energy Physics - Phenomenology · Physics 2009-10-30 S. Hegyi