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This is the first in a series of papers which deal with the development of novel methods for solving a system of linear algebraic equations with a time complexity lower than existing algorithms. The NxN system of linear equations, Ax = b,…

Optimization and Control · Mathematics 2022-06-16 Vilas Patwardhan

Differential-algebraic equations (DAEs) have been used in modeling various dynamical systems in science and engineering. Several preprocessing methods for DAEs, such as consistent initialization and index reduction, use structural…

Symbolic Computation · Computer Science 2024-03-18 Taihei Oki , Yujin Song

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Econometrics · Economics 2025-04-15 Angelo Milfont , Alvaro Veiga

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…

Optimization and Control · Mathematics 2025-06-13 Yaguang Yang

In this paper, we study jumps of nonlinear DAEs caused by inconsistent initial values. First, we propose a simple normal form called the index-1 nonlinear Weierstrass form (INWF) for nonlinear DAEs. Then we generalize the notion of…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Yahao Chen , Stephan Trenn

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian…

Numerical Analysis · Mathematics 2026-05-27 Patrick E. Farrell , Michael Neilan , Charles Parker , L. Ridgway Scott

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

Numerical Analysis · Mathematics 2022-10-21 Ángel J. Omella , David Pardo

This article investigates the effect of explicitly adding auxiliary algebraic trajectory information to neural networks for dynamical systems. We draw inspiration from the field of differential-algebraic equations and differential equations…

Machine Learning · Computer Science 2024-03-13 Tue Boesen , Eldad Haber , Uri Michael Ascher

The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary-precision floating-point approach based on automatic error analysis is chosen and a general algorithm is presented. The…

Numerical Analysis · Computer Science 2015-03-13 Christoph Spandl

Efficient structural reanalysis for high-rank modification plays an important role in engineering computations which require repeated evaluations of structural responses, such as structural optimization and probabilistic analysis. To…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Suiyin Chen , Huan Huang

Aitken extrapolation normally applied to convergent fixed point iteration is extended to extrapolate the solution of a divergent iteration. In addition, higher order Aitken extrapolation is introduced that enables successive decomposition…

Numerical Analysis · Mathematics 2013-10-17 Ababu Teklemariam Tiruneh

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Solving partial differential equations (PDEs) by learning the solution operators has emerged as an attractive alternative to traditional numerical methods. However, implementing such architectures presents two main challenges: flexibility…

Machine Learning · Computer Science 2023-12-19 Seungjun Lee , Taeil Oh

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined…

Machine Learning · Computer Science 2024-11-01 Klea Ziu , Slavomír Hanzely , Loka Li , Kun Zhang , Martin Takáč , Dmitry Kamzolov

Structural analysis is a method for verifying equation-oriented models in the design of industrial systems. Existing structural analysis methods need flattening of the hierarchical models into an equation system for analysis. However, the…

Other Computer Science · Computer Science 2021-10-28 Chao Wang , Li Wan , Tifan Xiong , Yuanlong Xie , Shuting Wang , Jianwan Ding , Liping Chen