Related papers: An implicit algorithm for validated enclosures of …
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
A numerical method using implicit surface representations is proposed to solve the linearized Poisson-Boltzmann equations that arise in mathematical models for the electrostatics of molecules in solvent. The proposed method used an implicit…
This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…
In this work we develop a method for computing mathematically rigorous enclosures of some one dimensional manifolds of heteroclinic orbits for nonlinear maps. Our method exploits a rigorous curve following argument build on high order…
We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
We introduce a numerical framework to verify the finite step convergence of first-order methods for parametric convex quadratic optimization. We formulate the verification problem as a mathematical optimization problem where we maximize a…
We present a generalized form of open boundary conditions, and an associated numerical algorithm, for simulating incompressible flows involving open or outflow boundaries. The generalized form represents a family of open boundary…
In [1], we have presented the theoretical background for finding the Elementary Invariants for a 3D system of first order rational differential equations (1ODEs). We have also provided an algorithm to find such Invariants. Here we introduce…
We propose potential-based analyses for first-order algorithms applied to constrained and composite minimization problems. We first propose ``idealized'' frameworks for algorithms in the strongly and non-strongly convex cases and argue…
A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of…
Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…
Convergence analysis of accelerated first-order methods for convex optimization problems are presented from the point of view of ordinary differential equation solvers. A new dynamical system, called Nesterov accelerated gradient flow, has…
We propose a new method for proving lower bounds on quantum query algorithms. Instead of a classical adversary that runs the algorithm with one input and then modifies the input, we use a quantum adversary that runs the algorithm with a…
We study the problem of estimating the diagonal of an implicitly given matrix $A$. For such a matrix we have access to an oracle that allows us to evaluate the matrix vector product $Av$. For random variable $v$ drawn from an appropriate…
Lloyd's algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as…
This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…
In this paper we construct high order finite volume schemes on networks of hyperbolic conservation laws with coupling conditions involving ODEs. We consider two generalized Riemann solvers at the junction, one of Toro-Castro type and a…
As a follow up to \cite{Causley2013}, we provide a detailed description of the numerical implementation of an O(N), A-stable, second order accurate solution of the wave equation, constructed from semi-discrete boundary value problems. We…
This paper shows that error bounds can be used as effective tools for deriving complexity results for first-order descent methods in convex minimization. In a first stage, this objective led us to revisit the interplay between error bounds…
We present a new limiter method for solving the advection equation using a high-order, finite-volume discretization. The limiter is based on the flux-corrected transport algorithm. We modify the classical algorithm by introducing a new…