Related papers: ADI iteration for Lyapunov equations: a tangential…
In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…
Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate…
This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale inverse problems. Iterative methods such as Krylov subspace methods are invaluable in the…
The differential Sylvester equation and its symmetric version, the differential Lyapunov equation, appear in different fields of applied mathematics like control theory, system theory, and model order reduction. The few available…
A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie…
Saddle-point problems appear in various settings including machine learning, zero-sum stochastic games, and regression problems. We consider decomposable saddle-point problems and study an extension of the alternating direction method of…
Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…
Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…
Linearization problem of ordinary differential equations by a new set of tangent transformations is considered in the paper. This set of transformations allows one to extend the set of transformations applied for the linearization problem.…
In this paper, efficient alternating direction implicit (ADI) schemes are proposed to solve three-dimensional heat equations with irregular boundaries and interfaces. Starting from the well-known Douglas-Gunn ADI scheme, a modified ADI…
In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…
Extensions to the trapezoidal rule using derivative information are studied for periodic integrands and integrals along the entire real line. Integrands which are analytic within a half plane or within a strip containing the path of…
This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…
Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…
Many problems in Science and Engineering give rise to linear integral equations of the first kind with a smooth kernel. Discretization of the integral operator yields a matrix, whose singular values cluster at the origin. We describe the…
In this paper is provided a new representation of periodic solution to the impulsive Logistic equation considered in [7].
The asymptotic iteration method is used to find exact and approximate solutions of Schroedinger's equation for a number of one-dimensional trigonometric potentials (sine-squared, double-cosine, tangent-squared, and complex cotangent).…
For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…