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Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…
In this article we show how to compute a matrix representation and the implicit equation by means of the method developed in [Botbol: arXiv:1007.3437], using the computer algebra system Macaulay2 \cite{M2}. As it is probably the most…
We study a variant of Newton's algorithm applied to under-determined systems of non-smooth equations. The notion of regularity employed in our work is based on Newton differentiability, which generalizes semi-smoothness. The classic notion…
In this work, we analyze the convergence of Polyak's heavy ball method in both continuous and discrete time for non-convex $C^4$-objective functions satisfying the Polyak-Lojasiewicz inequality. Under this weak assumption, we recover the…
Iterative methods for nonlinear monotone equations do not require the differentiability assumption on the residual function. This special property of the methods makes them suitable for solving large-scale nonsmooth monotone equations. In…
This article introduces a new nonparametric method for estimating a univariate regression function of bounded variation. The method exploits the Jordan decomposition which states that a function of bounded variation can be decomposed as the…
Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…
Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…
A system of semi-discrete coupled nonlinear Schr\"{o}dinger equations is studied. To show the complete integrability of the model with multiple components, we extend the discrete version of the inverse scattering method for the…
Spingarn's method of partial inverses has found many applications in nonlinear analysis and in optimization. We show that it can be employed to solve composite monotone inclusions in duality, thus opening a new range of applications for the…
We revisit FedExProx - a recently proposed distributed optimization method designed to enhance convergence properties of parallel proximal algorithms via extrapolation. In the process, we uncover a surprising flaw: its known theoretical…
We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…
Radial basis functions are typically used when discretization sche-mes require inhomogeneous node distributions. While spawning from a desire to interpolate functions on a random set of nodes, they have found successful applications in…
Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…
In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the…
Most first-order optimizers treat matrix-valued parameters as vectors, ignoring the intrinsic geometry of hidden-layer weights in neural networks. Muon addresses this mismatch by updating along the polar factor of a momentum matrix, but its…
Backpropagation (BP) is a core component of the contemporary deep learning incarnation of neural networks. Briefly, BP is an algorithm that exploits the computational architecture of neural networks to efficiently evaluate the gradient of a…
Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…
We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…
The Fast Reciprocal Square Root Algorithm is a well-established approximation technique consisting of two stages: first, a coarse approximation is obtained by manipulating the bit pattern of the floating point argument using integer…