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Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

Optimization and Control · Mathematics 2019-02-06 Yi Xu , Zhuoning Yuan , Sen Yang , Rong Jin , Tianbao Yang

In this paper, by using Strang's second-order splitting method, the numerical procedure for the three-dimensional (3D) space fractional Allen-Cahn equation can be divided into three steps. The first and third steps involve an ordinary…

Numerical Analysis · Mathematics 2018-04-20 Dongdong He , Kejia Pan , Hongling Hu

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

We address the problem of solving strongly convex and smooth minimization problems using stochastic gradient descent (SGD) algorithm with a constant step size. Previous works suggested to combine the Polyak-Ruppert averaging procedure with…

Optimization and Control · Mathematics 2025-08-08 Marina Sheshukova , Denis Belomestny , Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov

Complex-variable matrix optimization problems (CMOPs) in Frobenius norm emerge in many areas of applied mathematics and engineering applications. In this letter, we focus on solving CMOPs by iterative methods. For unconstrained CMOPs, we…

Numerical Analysis · Mathematics 2023-04-06 Sai Wang , Yi Gong

Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…

Numerical Analysis · Mathematics 2022-02-08 Shantanu Shahane , Surya Pratap Vanka

A Cartesian grid method combined with a simplified gas kinetic scheme is presented for subsonic and supersonic viscous flow simulation on complex geometries. Under the Cartesian mesh, the computational grid points are classified into four…

Fluid Dynamics · Physics 2015-02-17 Songze Chen , Kun Xu , Zhihui Li

A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simplicial mesh and an overlay uniform grid for the underlying…

Numerical Analysis · Mathematics 2024-04-08 Weizhang Huang , Jinye Shen

This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato

This paper provides the first provable $\mathcal{O}(N \log N)$ algorithms for the linear system arising from the direct finite element discretization of the fourth-order equation with different boundary conditions on unstructured grids of…

Numerical Analysis · Mathematics 2012-03-06 Shuo Zhang , Jinchao Xu

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

We present a fast and accurate algorithm to solve Poisson problems in complex geometries, using regular Cartesian grids. We consider a variety of configurations, including Poisson problems with interfaces across which the solution is…

Computational Physics · Physics 2017-11-07 Alexandre Noll Marques , Jean-Christophe Nave , Rodolfo Ruben Rosales

We analyze a hybrid method that enriches coarse grid finite element solutions with fine scale fluctuations obtained from a neural network. The idea stems from the Deep Neural Network Multigrid Solver (DNN-MG), (Margenberg et al., J Comput…

Numerical Analysis · Mathematics 2023-10-18 Uladzislau Kapustsin , Utku Kaya , Thomas Richter

We review two common numerical schemes for Coulomb potential evaluation that differ only in their radial part of the solutions in the spherical harmonic expansion (SHE). One is based on finite-difference method (FDM) while the other is…

Chemical Physics · Physics 2022-05-25 Po-Hao Chang , Zachary Buschmann , Rajendra R. Zope

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…

Numerical Analysis · Mathematics 2020-11-25 Robert Saye

We introduce a novel Unsmoothed Aggregation (UA) Algebraic Multigrid (AMG) method combined with Preconditioned Conjugate Gradient (PCG) to overcome the limitations of Extended Position-Based Dynamics (XPBD) in high-resolution and…

Graphics · Computer Science 2025-05-20 Chunlei Li , Peng Yu , Tiantian Liu , Siyuan Yu , Yuting Xiao , Shuai Li , Aimin Hao , Yang Gao , Qinping Zhao

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

The collocation method uses the Rhie-Chow scheme to find the cell interface velocity by pressure-weighted interpolation. The accuracy of this interpolation method in unsteady flows has not been fully clarified. This study constructs a…

Fluid Dynamics · Physics 2023-10-13 Hideki Yanaoka

We present a new multigrid scheme for solving the Poisson equation with Dirichlet boundary conditions on a Cartesian grid with irregular domain boundaries. This scheme was developed in the context of the Adaptive Mesh Refinement (AMR)…

Computational Physics · Physics 2011-05-16 Thomas Guillet , Romain Teyssier

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

Optimization and Control · Mathematics 2024-01-05 Qingsong Wang , Zehui Liu , Chunfeng Cui , Deren Han