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The iterative rational Krylov algorithm (\textsf{IRKA}) is a popular approach for producing locally optimal reduced-order $\mathcal{H}_2$-approximations to linear time-invariant (LTI) dynamical systems. Overall, \textsf{IRKA} has seen…

Numerical Analysis · Mathematics 2019-11-15 C. Beattie , Z. Drmac , S. Gugercin

This paper is concerned with the numerical integration in time of nonlinear Schr\"odinger equations using different methods preserving the energy or a discrete analog of it. The Crank-Nicolson method is a well known method of order 2 but is…

Numerical Analysis · Mathematics 2018-12-13 Christophe Besse , Stephane Descombes , Guillaume Dujardin , Ingrid Lacroix-Violet

Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame…

Machine Learning · Computer Science 2019-01-09 Charanjeet , Anuj Sharma

The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…

Numerical Analysis · Mathematics 2013-09-24 Anuradha Singh , J. P. Jaiswa

In this paper, we use Proximal Cubic regularized Newton Methods (PCNM) to optimize the sum of a smooth convex function and a non-smooth convex function, where we use inexact gradient and Hessian, and an inexact subsolver for the cubic…

Optimization and Control · Mathematics 2019-02-27 Chaobing Song , Ji Liu , Yong Jiang

The preconditioned Crank-Nicolson (pCN) method is a Markov Chain Monte Carlo (MCMC) scheme, specifically designed to perform Bayesian inferences in function spaces. Unlike many standard MCMC algorithms, the pCN method can preserve the…

Computation · Statistics 2016-07-07 Qingping Zhou , Zixi Hu , Zhewei Yao , Jinglai Li

Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…

Optimization and Control · Mathematics 2022-02-01 Dinesh Singh , Hardik Tankaria , Makoto Yamada

This paper presents a class of Crank-Nicolson (CN) type schemes enhanced by radial basis function (RBF) interpolation for the time integration of linear parabolic partial differential equations (PDEs). The resulting RBF-CN schemes preserve…

Numerical Analysis · Mathematics 2025-09-09 Subhankar Nandi , Satyajit Pramanik

This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

Optimization and Control · Mathematics 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Yet, without strong convexity, their convergence guarantees…

Optimization and Control · Mathematics 2024-07-01 Xufeng Cai , Jelena Diakonikolas

Time-frequency analysis is an important and challenging task in many applications. Fourier and wavelet analysis are two classic methods that have achieved remarkable success in many fields. However, they also exhibit limitations when…

Machine Learning · Computer Science 2024-10-25 Feng Zhou , Antonio Cicone , Haomin Zhou

We consider the Cauchy problem for the 1D generalized Schr\"odinger equation on the whole axis. To solve it, any order finite element in space and the Crank-Nicolson in time method with the discrete transparent boundary conditions (TBCs)…

Numerical Analysis · Mathematics 2026-01-05 A. Zlotnik , I. Zlotnik

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerical Analysis · Mathematics 2020-04-09 Ankush Aggarwal , Sanjay Pant

We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…

Computational Physics · Physics 2019-07-05 V. P. Lipp , B. Rethfeld , M. E. Garcia , D. S. Ivanov

This paper addresses the optimization problem of minimizing non-convex continuous functions, which is relevant in the context of high-dimensional machine learning applications characterized by over-parametrization. We analyze a randomized…

Machine Learning · Computer Science 2025-02-28 Jim Zhao , Aurelien Lucchi , Nikita Doikov

In this work, we generalized and unified two recent completely different works of~\cite{shi2015large} and~\cite{cartis2012adaptive} respectively into one by proposing the cyclic incremental Newton-type gradient descent with cubic…

Optimization and Control · Mathematics 2020-02-18 Ziqiang Shi

We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with initial data in the form of a modulated highly oscillatory exponential. In this regime of a small scaling parameter $\varepsilon$, the solution exhibits…

Numerical Analysis · Mathematics 2026-02-04 Yanyan Shi , Christian Lubich

A well-known issue of Batch Normalization is its significantly reduced effectiveness in the case of small mini-batch sizes. When a mini-batch contains few examples, the statistics upon which the normalization is defined cannot be reliably…

Machine Learning · Computer Science 2021-03-26 Zhuliang Yao , Yue Cao , Shuxin Zheng , Gao Huang , Stephen Lin
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