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This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…
This paper introduces a reduced-order modeling approach based on finite volume methods for hyperbolic systems, combining Proper Orthogonal Decomposition (POD) with the Discrete Empirical Interpolation Method (DEIM) and Proper Interval…
The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…
The paper addresses the problem of optimizing a class of composite functions on Riemannian manifolds and a new first order optimization algorithm (FOA) with a fast convergence rate is proposed. Through the theoretical analysis for FOA, it…
We examine what is an efficient and scalable nonlinear solver, with low work and memory complexity, for many classes of discretized partial differential equations (PDEs) - matrix-free Full multigrid (FMG) with a Full Approximation Storage…
Motivated by the training of Generative Adversarial Networks (GANs), we study methods for solving minimax problems with additional nonsmooth regularizers. We do so by employing \emph{monotone operator} theory, in particular the…
The construction of the general solution sequence of row-finite linear systems is accomplished by implementing -ad infinitum- the Gauss-Jordan algorithm under a rightmost pivot elimination strategy. The algorithm generates a basis (finite…
We propose an efficient hyper-reduced order model (HROM) designed for segregated finite-volume solvers in geometrically parametrized problems. The method follows a discretize-then-project strategy: the full-order operators are first…
The Kirchhoff plate model plays a vital role in modeling, computing and analyzing the mechanical behaviors of thin plate structures. This study propose a novel fourth-order multi-scale (FOMS) computational method for high-accuracy and…
We present a new accelerated gradient-based method for solving smooth unconstrained optimization problems. The goal is to embed a heavy-ball type of momentum into the Fast Gradient Method (FGM). For this purpose, we devise a generalization…
We propose a new quantum state reconstruction method that combines ideas from compressed sensing, non-convex optimization, and acceleration methods. The algorithm, called Momentum-Inspired Factored Gradient Descent (\texttt{MiFGD}), extends…
Representation learning models for graphs are a successful family of techniques that project nodes into feature spaces that can be exploited by other machine learning algorithms. Since many real-world networks are inherently dynamic, with…
Multigrid algorithms are among the fastest iterative methods known today for solving large linear and some non-linear systems of equations. Greatly optimized for serial operation, they still have a great potential for parallelism not fully…
New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…
This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…
This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…
The numerical treatment of fluid-particle systems is a very challenging problem because of the complex coupling phenomena occurring between the two phases. Although accurate mathematical modelling is available to address this kind of…
First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…
We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…