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Douglas-Rachford Splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated…

Numerical Analysis · Mathematics 2020-04-13 A. Fannjiang , Z. Zhang

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Suat Gumussoy , Wim Michiels

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments,…

Optimization and Control · Mathematics 2025-01-07 Aleksandr Talitckii , Matthew M. Peet

For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their…

Optimization and Control · Mathematics 2023-05-02 Ching-pei Lee

The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…

Numerical Analysis · Mathematics 2023-07-21 Jinfeng Zhou , Xian-Ming Gu , Yong-Liang Zhao , Hu Li

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

This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence…

Optimization and Control · Mathematics 2016-09-06 Shin-ya Matsushita

We present some extensions to the limited memory steepest descent method based on spectral properties and cyclic iterations. Our aim is to show that it is possible to combine sweep and delayed strategies for improving the performance of…

Numerical Analysis · Mathematics 2019-12-10 Qinmeng Zou , Frederic Magoules

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

This paper presents the Hager-Zhang (HZ)-type Riemannian conjugate gradient method that uses the exponential retraction. We also present global convergence analyses of our proposed method under two kinds of assumptions. Moreover, we…

Optimization and Control · Mathematics 2022-07-06 Hiroyuki Sakai , Hiroyuki Sato , Hideaki Iiduka

We introduce a new family of numerical algorithms for approximating solutions of general high-dimensional semilinear parabolic partial differential equations at single space-time points. The algorithm is obtained through a delicate…

Numerical Analysis · Mathematics 2021-11-09 Weinan E , Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

We consider a novel way of discretizing wave scattering problems using the general formalism of convolution quadrature, but instead of reducing the timestep size ($h$-method), we achieve accuracy by increasing the order of the method…

Numerical Analysis · Mathematics 2024-10-25 Alexander Rieder

We introduce a fixed point iteration process built on optimization of a linear function over a compact domain. We prove the process always converges to a fixed point and explore the set of fixed points in various convex sets. In particular,…

Optimization and Control · Mathematics 2021-03-18 Pedro Felzenszwalb , Caroline Klivans , Alice Paul

This paper is an attempt to solve an important class of hypersingular integral equations of the second kind. To this end, we apply a new weighted and modified perturbation method which includes some special cases of the Adomian…

Classical Analysis and ODEs · Mathematics 2017-06-08 Mostafa Akrami , Taher Lotfi , Farajollah Mohammadi Yaghoobi

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

In this research article, we discuss two topics. Firstly, we introduce SCC-Map and $\phi$-contraction type $T$-coupling. By using these two definitions, we generalize $\phi$-contraction type coupling given by H. Aydi et al. [3] to…

Functional Analysis · Mathematics 2017-10-30 Tawseef Rashid , Q. H. Khan

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

By applying the minimal residual technique to the Hermitian and skew-Hermitian (HSS) iteration scheme, we introduce a non-stationary iteration method named minimal residual Hermitian and skew-Hermitian (MRHSS) iteration method to solve the…

Numerical Analysis · Mathematics 2020-12-02 Zeinab Bahramizadeh , Mojtaba Nazari , Mohammad Khorsand Zak , Zahra Yarahmadi

We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…

Numerical Analysis · Mathematics 2010-06-10 Fred Wubs , Jonas Thies
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