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The method of characteristics has played a very important role in mathematical physics. Preciously, it was used to solve the initial value problem for partial differential equations of first order. In this paper, we propose a fractional…

Mathematical Physics · Physics 2010-07-13 Guo-cheng Wu

It is shown how piecewise differentiable functions $F: \mathbb R^n \mapsto \mathbb R^m $ that are defined by evaluation programs can be approximated locally by a piecewise linear model based on a pair of sample points $\check x$ and $\hat…

Numerical Analysis · Mathematics 2017-08-14 Andreas Griewank , Tom Streubel , Lutz Lehmann , Manuel Radons , Richard Hasenfelder

We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with…

Optimization and Control · Mathematics 2017-01-12 I. V. Konnov

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of…

Optimization and Control · Mathematics 2015-10-27 Guanghui Lan

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

There exists a well established differential topological theory of singularities of ordinary differential equations. It has mainly studied scalar equations of low order. We propose an extension of the key concepts to arbitrary systems of…

Commutative Algebra · Mathematics 2021-03-12 Markus Lange-Hegermann , Daniel Robertz , Werner M. Seiler , Matthias Seiss

This paper presents a novel method that allows to generalise the use of the Adam-Bashforth to Partial Differential Equations with local and non local operator. The Method derives a two step Adam-Bashforth numerical scheme in Laplace space…

Analysis of PDEs · Mathematics 2017-08-07 Rodrigue Gnitchogna Batogna , Abdon Atangana

Regularity theory for diffusive operators is among the finest treasures of the modern mathematical sciences. It appears in several different fields, such as, differential geometry, topology, numerical analysis, dynamical systems,…

Analysis of PDEs · Mathematics 2015-10-06 Eduardo V. Teixeira

This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…

Optimization and Control · Mathematics 2023-11-29 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

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

Here the polynomial interpolation approach is used to introduce the main results on multivariate normal algebraic systems. Next we bring a construction which shows that any standard algebraic system, with finite set of solutions, can be…

Numerical Analysis · Mathematics 2025-10-20 H. Hakopian

In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…

Optimization and Control · Mathematics 2023-03-17 E. Yazdandoost Hamedani , A. Jalilzadeh , N. S. Aybat

A new parameter choice rule for inverse problems is introduced. This parameter choice rule was developed for total variation regularization in electron tomography and might in general be useful for $L^1$ regularization of inverse problems…

Numerical Analysis · Mathematics 2008-04-28 Hans Rullgård

We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…

Numerical Analysis · Mathematics 2018-10-10 Onur Teymur , Konstantinos Zygalakis , Ben Calderhead

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new…

Numerical Analysis · Mathematics 2009-03-04 N. S. Hoang , A. G. Ramm

In this paper, a new ranking method for generalized trapezoidal intuitionistic fuzzy number (GTRIFN) is introduced to overcome the limitations of existing methods. Also we consider transportation problem in intuitionistic fuzzy environment.…

Optimization and Control · Mathematics 2015-12-08 Shashi Aggarwal , Chavi Gupta

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…

Optimization and Control · Mathematics 2017-10-11 Haihao Lu , Robert M. Freund , Yurii Nesterov

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

In the past years, the phenomenon of fractional regularity has been addressed for a large class of linear and/or quasilinear differential operators, mostly, in terms of certain Besov spaces. As it turned out, for equations governed by the…

Analysis of PDEs · Mathematics 2018-09-05 Anderson L. A. de Araújo , Luís H. de Miranda