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A new method to compute the incoherent scattering function of harmonic lattices is introduced. It is based in a saddle point approximation for each term of the phonon expansion, and is simple enough to be used in practice. The method gives…
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these…
The rotation averaging problem is a fundamental task in computer vision applications. It is generally very difficult to solve due to the nonconvex rotation constraints. While a sufficient optimality condition is available in the literature,…
We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm that is remarkably fast: in the worst cases,…
We study the problem of maintaining a differentially private decaying sum under continual observation. We give a unifying framework and an efficient algorithm for this problem for \emph{any sufficiently smooth} function. Our algorithm is…
An efficient numerical method for computing angle-resolved light scattering off periodic arrays is presented. The method combines finite-element discretization with a Schur complement solver. A significant speed-up of the computations in…
A computationally efficient method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. The method formally discretizes the incompressible Navier-Stokes equations on an unbounded staggered…
This paper is concerned with inverse crack scattering problems for time-harmonic acoustic waves. We prove that a piecewise linear crack with the sound-soft boundary condition in two dimensions can be uniquely determined by the far-field…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…
We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…
Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…
We present a spectrally-accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. Applications include computing the effective permeability of…
Numerical methods for the Euler equations with a singular source are discussed in this paper. The stationary discontinuity induced by the singular source and its coupling with the convection of fluid presents challenges to numerical…
Graph summarization via node grouping is a popular method to build concise graph representations by grouping nodes from the original graph into supernodes and encoding edges into superedges such that the loss of adjacency information is…
We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…
We present a fast direct solver for the volume scattering problem of the Helmholtz equation. The algorithm is faster than existing methods. Moreover, discretization for our method is much simpler and more accurate than that for finite…
We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…
Recently, the butterfly approximation scheme and hierarchical approximations have been proposed for the efficient computation of integral transforms with oscillatory and with asymptotically smooth kernels. Combining both approaches, we…
This paper is concerned with a Galerkin boundary element method solving the two dimensional exterior elastic wave scattering problem. The original problem is first reduced to the so-called Burton-Miller (\cite{BM71}) boundary integral…