Related papers: Numerical instability of resultant methods for mul…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
The mixed discriminant of n Laurent polynomials in n variables is the irreducible polynomial in the coefficients which vanishes whenever two of the roots coincide. The Cayley trick expresses the mixed discriminant as an A-discriminant. We…
We generalize Sylvester single sums to multisets (sets with repeated elements), and show that these sums compute subresultants of two univariate polyomials as a function of their roots independently of their multiplicity structure. This is…
In this research paper, structured bi-matrix variate, matrix quadratic equations are considered. Some lemmas related to determining the eigenvalues of unknown matrices are proved. Also, a method of determining the diagonalizabe unknown…
We consider the problem of sensitivity of threshold risk, defined as the probability of a function of a random variable falling below a specified threshold level $\delta >0.$ We demonstrate that for polynomial and rational functions of that…
We present two results, the first on the distribution of the roots of a polynomial over the ring of integers modulo $n$ and the second on the distribution of the roots of the Sylvester resultant of two multivariate polynomials. The second…
In a Hilbert space setting, we study the stability properties of the regularized continuous Newton method with two potentials, which aims at solving inclusions governed by structured monotone operators. The Levenberg-Marquardt…
Motivated by a rigidity-theoretic perspective on the Localization Problem in 2D, we develop an algorithm for computing circuit polynomials in the algebraic rigidity matroid associated to the Cayley-Menger ideal for $n$ points in 2D. We…
Recursive maps of high order of convergence $m$ (say $m=2^{10}$ or $m=2^{20}$) induce certain monotone step functions from which one can filter relevant information needed to globally separate and compute the real roots of a function on a…
We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupted with outliers. We are able to show that our methods,…
The multidimensional Uncertain Volatility Model leads to robust option pricing problems under joint volatility and correlation uncertainty. Their numerical resolution quickly becomes challenging because the associated stochastic control…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…
We present a combination of two algorithms that accurately calculate multiple roots of general polynomials. Algorithm I transforms the singular root-finding into a regular nonlinear least squares problem on a pejorative manifold, and…
We study the linear stability of a class of monotone shear flows. When the associated Rayleigh operator possesses a neutral embedded eigenvalue, we show that solutions of the linearized system may exhibit arbitrarily large growth in both…
We use Newton's method to find all roots of several polynomials in one complex variable of degree up to and exceeding one million and show that the method, applied to appropriately chosen starting points, can be turned into an algorithm…
The R\'emond resultant attached to a multiprojective variety and a sequence of multihomogeneous polynomials is a polynomial form in the coefficients of the polynomials, which vanishes if and only if the polynomials have a common zero on the…
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…
The nonlinearity of a Boolean function is a key property in deciding its suitability for cryptographic purposes, e.g. as a combining function in stream ciphers, and so the nonlinearity computation is an important problem for applications.…
The randomized Kaczmarz method and its accelerated variants are a powerful class of iterative methods for solving large-scale linear systems, offering guaranteed convergence with low per-iteration cost. However, their numerical stability…