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We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
We consider the Dirichlet problem u_t &= \Delta u + f(x, u, \nabla u)+ h(x, t),& \qquad &(x, t) \in \Omega \times (0, \infty), u &= 0, & \qquad &(x, t) \in \partial\Omega \times (0, \infty), on a bounded domain $\Omega \subset…
We discuss computational and qualitative aspects of the fractional Plateau and the prescribed fractional mean curvature problems on bounded domains subject to exterior data being a subgraph. We recast these problems in terms of energy…
We introduce a modification of the Fast Marching Algorithm, which solves the generalized eikonal equation associated to an arbitrary continuous riemannian metric, on a two or three dimensional domain. The algorithm has a logarithmic…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…
In this article we study adaptive finite element methods (AFEM) with inexact solvers for a class of semilinear elliptic interface problems. We are particularly interested in nonlinear problems with discontinuous diffusion coefficients, such…
A review of the authors's results is given. Several methods are discussed for solving nonlinear equations $F(u)=f$, where $F$ is a monotone operator in a Hilbert space, and noisy data are given in place of the exact data. A discrepancy…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
We study the existence and uniqueness of wavefronts to the scalar reaction-diffusion equations $u_{t}(t,x) = \Delta u(t,x) - u(t,x) + g(u(t-h,x)),$ with monotone delayed reaction term $g: \R_+ \to \R_+$ and $h >0$. We are mostly interested…
In this article, we study algorithms for nonnegative matrix factorization (NMF) in various applications involving streaming data. Utilizing the continual nature of the data, we develop a fast two-stage algorithm for highly efficient and…
We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…
In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…
We introduce a class of systems of Hamilton-Jacobi equations characterizing geodesic centroidal tessellations, i.e. tessellations of domains with respect to geodesic distances where generators and centroids coincide. Typical examples are…
We construct travelling wave graphs of the form $z=-ct+\phi(x)$, $\phi: x \in \mathbb{R}^{N-1} \mapsto \phi(x)\in \mathbb{R}$, $N \geq 2$, solutions to the $N$-dimensional forced mean curvature motion $V_n=-c_0+\kappa$ ($c\geq c_0$) with…
The optimization step in many machine learning problems rarely relies on vanilla gradient descent but it is common practice to use momentum-based accelerated methods. Despite these algorithms being widely applied to arbitrary loss…
We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…
The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…