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We show that Nesterov acceleration is an optimal-order iterative regularization method for linear ill-posed problems provided that a parameter is chosen accordingly to the smoothness of the solution. This result is proven both for an a…

Numerical Analysis · Mathematics 2021-07-07 Stefan Kindermann

This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…

Optimization and Control · Mathematics 2024-07-23 Yao Yao , Qihang Lin , Tianbao Yang

Motivated by recent results on the dual formulation of optimal stopping problems, we investigate in this short paper how the knowledge of an approximating dual martingale can improve the efficiency of primal methods. In particular, we show…

Computational Finance · Quantitative Finance 2026-02-11 Aurélien Alfonsi , Ahmed Kebaier , Jérôme Lelong

We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…

Numerical Analysis · Mathematics 2010-04-02 Dustin Cartwright

For nonlinear wave equations with a potential term we prove pointwise space-time decay estimates and develop a perturbation theory for small initial data. We show that the perturbation series has a positive convergence radius by a method…

Mathematical Physics · Physics 2011-03-23 Nikodem Szpak

We propose an iterative finite element method for solving non-linear hydromagnetic and steady Euler's equations. Some three-dimensional computational tests are given to confirm the convergence and the high efficiency of the method.

Numerical Analysis · Mathematics 2009-12-01 Cédric Boulbe , Tahar Zamène Boulmezaoud , T. Amari

In this study we consider perturbative series solution with respect to a parameter {\epsilon} > 0. In this methodology the solution is considered as an infinite sum of a series of functional terms which usually converges fast to the exact…

General Mathematics · Mathematics 2023-04-24 Markos Z. Tsoukalas , Panagiotis G. Asteris

Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations…

Optimization and Control · Mathematics 2023-11-06 Fabian Chlumsky-Harttmann , Marie Schmidt , Anita Schöbel

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Pengcheng Xie , Li Zhang

We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…

Quantum Physics · Physics 2019-12-25 Francesco Campaioli , William Sloan , Kavan Modi , Felix Alexander Pollock

In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2020-12-22 Dang Quang A , Dang Quang Long

This paper introduces the Non-linear Partition of Unity Method, a novel technique integrating Radial Basis Function interpolation and Weighted Essentially Non-Oscillatory algorithms. It addresses challenges in high-accuracy approximations,…

Numerical Analysis · Mathematics 2025-01-17 José Manuel Ramón , Juan Ruiz-Alvarez , Dionisio F. Yáñez

We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…

Numerical Analysis · Mathematics 2024-05-08 A. S. Leonov

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

A method is presented for calculating solutions to differential equations analytically for a variety of problems in physics. An iteration procedure based on the recently proposed BLUES (Beyond Linear Use of Equation Superposition) function…

Pattern Formation and Solitons · Physics 2020-12-09 Jonas Berx , Joseph O. Indekeu

An algebraic non-perturbative approach is proposed for the analytical treatment of Schr\"{o}dinger equations with a potential that can be expressed in terms of an exactly solvable piece with an additional potential. Avoiding disadvantages…

Quantum Physics · Physics 2009-11-10 B. Gonul , N. Celik , E. Olgar

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

In this paper, we propose a catalog of iterative methods for solving the Split Feasibility Problem in the non-convex setting. We study four different optimization formulations of the problem, where each model has advantageous in different…

Optimization and Control · Mathematics 2020-10-12 Aviv Gibali , Shoham Sabach , Sergey Voldman
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