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This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Considered here is an efficient technique to compute approximate profiles of solitary wave solutions of fractional Korteweg-de Vries equations. The numerical method is based on a fixed-point iterative algorithm along with extrapolation…

Numerical Analysis · Mathematics 2017-04-28 A. Duran

We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.

Adaptation and Self-Organizing Systems · Physics 2012-10-10 Carson C. Chow , Michael A. Buice

In this paper, we propose a feasible conjugate gradient (FCG) method for calculating ${\mathcal B}$-eigenpairs of a symmetric tensor ${\mathcal A}$. The method is an extension of the well-known conjugate gradient method for unconstrained…

Optimization and Control · Mathematics 2023-11-15 Jiefeng Xu , Can Li , Dong-Hui Li

We present SPEC-RE, a new algorithm to sort complex eigenvalues, generated as the solutions to algebraic equations, whose coefficients are analytic functions of one or many, possibly complex parameters. The fact that the eigenvalues are…

Fluid Dynamics · Physics 2020-06-26 Usha Srinivasan , Rangachari Kidambi

This paper presents a new approach for the computation of eigenvalues of the generalized spheroidal wave equations. The novelty of the present method is in the use of the analytical derivatives of the eigenvalues to minimize losses in…

Atomic Physics · Physics 2026-04-13 Mykhaylo V. Khoma

The main of this work is to use the unit lower triangular matrices for solving inverse eigenvalue problem of nonnegative matrices and present the easier method to solve this problem.

Numerical Analysis · Mathematics 2018-05-22 Alimohammad Nazari , Atiyeh Nezami

The purpose of this paper is to study the problem of computing unitary eigenvalues (U-eigenvalues) of non-symmetric complex tensors. By means of symmetric embedding of complex tensors, the relationship between U-eigenpairs of a…

Quantum Physics · Physics 2019-07-02 Mengshi Zhang , Guyan Ni , Guofeng Zhang

The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…

Numerical Analysis · Mathematics 2016-11-23 Ruihao Huang , Allan A. Struthers , Jiguang Sun , Ruming Zhang

Here we revisit the quantum phase estimation (QPE) algorithm, and devise an iterative method to improve the precision of QPE with propagators over a variety of time spans. For a given propagator and a certain eigenstate as input, QPE with…

Quantum Physics · Physics 2024-04-09 Junxu Li

In this paper two ways to compute singular values are presented which use Cholesky decomposition as their basic operation.

Mathematical Software · Computer Science 2015-03-20 Aravindh Krishnamoorthy , Kenan Kocagoez

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

Finding a computationally efficient algorithm for the inverse continuous wavelet transform is a fundamental topic in applications. In this paper, we show the convergence of the inverse wavelet transform.

Functional Analysis · Mathematics 2010-09-01 Wenchang Sun

We propose an efficient algorithm for computing a common eigenvector of a finite set of square matrices. As an immediate consequence we obtain an algorithm for determining whether the matrices admit a simultaneous triangulation, and, if so,…

Rings and Algebras · Mathematics 2023-09-27 Emanuel Malvetti

This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…

Numerical Analysis · Mathematics 2017-01-12 Yuquan Sun , Fanghui Gong , Igor V. Ovchinnikov , Kang L. Wang

In this paper, we propose a numerical method of computing a Hadamard finite-part integral with a non-integral power singularity at an endpoint, that is, a finite part of a divergent integral as a limiting procedure. In the proposed method,…

Numerical Analysis · Mathematics 2019-09-26 Hidenori Ogata

We review the so-called Nikiforov-Uvarov method along with some basic results about classical orthogonal polynomials and hypergeometric functions related to the hypergeometric differential equation. The method is employed to address certain…

Classical Analysis and ODEs · Mathematics 2024-11-05 Guillermo Gordillo-Núñez

In magnetized plasmas of fusion devices the strong magnetic field leads to highly anisotropic physics where solution scales along field lines are much larger than perpendicular to it. Hence, regarding both accuracy and efficiency, a…

Numerical Analysis · Mathematics 2020-01-29 Benedict Dingfelder , Florian J. Hindenlang

In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…

Numerical Analysis · Mathematics 2020-12-15 Fleurianne Bertrand , Daniele Boffi , Henrik Schneider
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