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Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Abramovich, Corti and Vistoli have studied modular compactifications of stacks of curves equipped with abelian level structures arising as substacks of the stack of twisted stable maps into the classifying stack of a finite group, provided…

Algebraic Geometry · Mathematics 2014-11-11 Andrew Niles

First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…

Numerical Analysis · Mathematics 2023-09-08 Jie Ding , Shenggao Zhou

Discontinuity with respect to data perturbations is common in algebraic computation where solutions are often highly sensitive. Such problems can be modeled as solving systems of equations at given data parameters. By appending auxiliary…

Numerical Analysis · Mathematics 2021-02-17 Zhonggang Zeng

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…

Optimization and Control · Mathematics 2019-05-17 Radu Ioan Bot , Axel Böhm

The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…

Numerical Analysis · Mathematics 2021-05-24 Erlend Storvik , Jakub Wiktor Both , Jan Martin Nordbotten , Florin Adrian Radu

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

Numerical Analysis · Mathematics 2024-11-11 Johan Helsing , Shidong Jiang

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…

Computational Finance · Quantitative Finance 2014-04-23 Bertram Düring , Michel Fournié

We propose and analyse an augmented mixed finite element method for the Oseen equations written in terms of velocity, vorticity, and pressure with non-constant viscosity and homogeneous Dirichlet boundary condition for the velocity. The…

Numerical Analysis · Mathematics 2021-11-04 Veronica Anaya , Ruben Caraballo , Bryan Gomez-Vargas , David Mora , Ricardo Ruiz-Baier

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory…

Numerical Analysis · Mathematics 2022-04-21 Jhabriel Varela , Elyes Ahmed , Eirik Keilegavlen , Jan Martin Nordbotten , Florin Adrian Radu

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

We consider adaptive finite element methods for solving a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of…

Numerical Analysis · Mathematics 2015-06-22 A. Johansson , J. H. Chaudry , V. Carey , D. Estep , V. Ginting , M. Larson , S. Tavener

We present a new finite volume scheme for anisotropic heterogeneous diffusion problems on unstructured irregular grids, which simultaneously gives an approximation of the solution and of its gradient. In the case of simplicial meshes, the…

Numerical Analysis · Mathematics 2016-08-16 Jérôme Droniou , Robert Eymard

In this article, we solve the problem of constructing moduli spaces of semistable principal bundles (and singular versions of them) over smooth projective varieties over algebraically closed ground fields of positive characteristic.

Algebraic Geometry · Mathematics 2008-09-17 T. L. G'omez , A. Langer , A. H. W. Schmitt , I. Sols

We revisit a formulation technique for inequality constrained optimization problems that has been known for decades: the substitution of squared variables for nonnegative variables. Using this technique, inequality constraints are converted…

Optimization and Control · Mathematics 2024-11-07 Lijun Ding , Stephen J. Wright

The mixed formulation of the classical Poisson problem introduces the flux as an additional variable, leading to a system of coupled equations. Using fractional calculus identities, in this work we explore a mixed formulation of the…

Numerical Analysis · Mathematics 2025-09-24 Juan Pablo Borthagaray , Nahuel de León

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…

Numerical Analysis · Mathematics 2015-06-17 Magnus Svärd , Jan Nordström

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

Optimization and Control · Mathematics 2016-02-02 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

Global solution curve and exact multiplicity of positive solutions for a class of fourth-order beam equations with clamped boundary conditions are derived. The results extend atheorem of P. Korman (2004) by allowing the presence of a…

Analysis of PDEs · Mathematics 2025-11-04 Manting Lin , Hongjing Pan
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