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Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…

Numerical Analysis · Mathematics 2024-04-30 Fei Xu , Manting Xie , Meiling Yue

In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…

Optimization and Control · Mathematics 2017-08-01 Yunho Kim

In this paper the author introduces a new domain decomposition method for the solution of discretised integral equation eigenvalue problems. The new domain decomposition method is motivated by the so-called automated multi-level…

Numerical Analysis · Mathematics 2017-12-29 Peter Gerds

Differential equations on metric graphs can describe many phenomena in the physical world but also the spread of information on social media. To efficiently compute the solution is a hard task in numerical analysis. Solving a design…

Optimization and Control · Mathematics 2019-07-19 Martin Stoll , Max Winkler

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

We present a framework to solve non-linear eigenvalue problems suitable for a Finite Element discretization. The implementation is based on the open-source finite element software GetDP and the open-source library SLEPc. As template…

Computational Physics · Physics 2020-12-24 Guillaume Demésy , André Nicolet , Boris Gralak , Christophe Geuzaine , Carmen Campos , Jose E. Roman

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng

We study finite element approximations of second-order elliptic problems with measure-valued right-hand sides supported on lower-dimensional sets. The exact solution generally lacks $H^1$-regularity due to the source singularity, which…

Numerical Analysis · Mathematics 2026-03-10 Huadong Gao , Yuhui Huang

We describe and analyze a hybrid finite element/neural network method for predicting solutions of partial differential equations. The methodology is designed for obtaining fine scale fluctuations from neural networks in a local manner. The…

Numerical Analysis · Mathematics 2026-02-24 Uladzislau Kapustsin , Utku Kaya , Johannes Pfefferer , Thomas Richter

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

Numerical Analysis · Mathematics 2023-09-29 Susanne C. Brenner , Jose C. Garay , Li-yeng Sung

The quad-curl problem arises in the study of the electromagnetic interior transmission problem and magnetohydrodynamics (MHD). In this paper, we study the quad-curl eigenvalue problem and propose a mixed method using edge elements for the…

Numerical Analysis · Mathematics 2013-10-25 Jiguang Sun

This work studies three multigrid variants for matrix-free finite-element computations on locally refined meshes: geometric local smoothing, geometric global coarsening, and polynomial global coarsening. We have integrated the algorithms…

Numerical Analysis · Mathematics 2022-04-12 Peter Munch , Timo Heister , Laura Prieto Saavedra , Martin Kronbichler

We consider the finite element method on locally damaged meshes allowing for some distorted cells which are isolated from one another. In the case of the Poisson equation and piecewise linear Lagrange finite elements, we show that the usual…

Numerical Analysis · Mathematics 2018-08-21 Michel Duprez , Vanessa Lleras , Alexei Lozinski

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

This study proposes a class of augmented subspace schemes for the weak Galerkin (WG) finite element method used to solve eigenvalue problems. The augmented subspace is built with the conforming linear finite element space defined on the…

Numerical Analysis · Mathematics 2024-01-09 Yue Feng , Zhijin Guan , Hehu Xie , Chenguang Zhou

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov