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We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…

Numerical Analysis · Mathematics 2025-12-23 Prosper Torsu

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

Randomized neural networks (RNN) are a variation of neural networks in which the hidden-layer parameters are fixed to randomly assigned values and the output-layer parameters are obtained by solving a linear system by least squares. This…

Numerical Analysis · Mathematics 2022-06-14 Jingbo Sun , Suchuan Dong , Fei Wang

The solution, $x$, of the linear system of equations $A x\approx b$ arising from the discretization of an ill-posed integral equation with a square integrable kernel $H(s,t)$ is considered. The Tikhonov regularized solution $ x(\lambda)$ is…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Michael Horst , Yang Wang , Douglas Cochran , Jakob Hansen

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler

We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…

Numerical Analysis · Mathematics 2021-10-26 Salar Seyednazari , Mehdi Tatari , Davoud Mirzaei

Searching for numerical methods that combine facility and efficiency, while remaining accurate and versatile, is critical. Often, irregular geometries challenge traditional methods that rely on structured or body-fitted meshes. Meshless…

Numerical Analysis · Mathematics 2024-06-21 Anna Kucherova , Gbocho M. Terasaki , Selma Strango , Maxime Theillard

An adaptive modified weak Galerkin method (AmWG) for an elliptic problem is studied in this paper, in addition to its convergence and optimality. The modified weak Galerkin bilinear form is simplified without the need of the skeletal…

Numerical Analysis · Mathematics 2023-05-11 Yingying Xie , Shuhao Cao , Long Chen , Liuqiang Zhong

In this paper, we study the problem of finding the least square solutions of over-determined linear algebraic equations over networks in a distributed manner. Each node has access to one of the linear equations and holds a dynamic state. We…

Optimization and Control · Mathematics 2019-09-10 Tao Yang , Jemin George , Jiahu Qin , Xinlei Yi , Junfeng Wu

In this work, we propose a novel discrete-time distributed algorithm for finding least-squares solutions of linear algebraic equations with a scheduling protocol to further enhance its scalability. Each agent in the network is assumed to…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Shenyu Liu

This paper introduces the application of the weak Galerkin (WG) finite element method to solve the Steklov eigenvalue problem, focusing on obtaining lower bounds of the eigenvalues. The noncomforming finite element space of the weak…

Numerical Analysis · Mathematics 2024-05-13 Shusheng Li , Hehu Xie , Qilong Zhai

The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…

Numerical Analysis · Mathematics 2020-12-01 N. Zvonarev , N. Golyandina

We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence,…

Numerical Analysis · Mathematics 2014-09-09 Kassem Mustapha , Basheer Abdallah , Khaled Furati

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

Optimizing with group sparsity is significant in enhancing model interpretability in machining learning applications, e.g., feature selection, compressed sensing and model compression. However, for large-scale stochastic training problems,…

Optimization and Control · Mathematics 2021-02-16 Tianyi Chen , Guanyi Wang , Tianyu Ding , Bo Ji , Sheng Yi , Zhihui Zhu

This paper is concerned with developing accurate and efficient discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in the case of one spatial dimension. The primary…

Numerical Analysis · Mathematics 2012-12-05 Xiaobing Feng , Thomas Lewis

Leveraging nonlinear parametrizations for model reduction can overcome the Kolmogorov barrier that affects transport-dominated problems. In this work, we build on the reduced dynamics given by Neural Galerkin schemes and propose to…

Numerical Analysis · Mathematics 2024-12-24 Philipp Weder , Paul Schwerdtner , Benjamin Peherstorfer

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

Numerical Analysis · Mathematics 2024-12-18 Brendan Keith , Thomas M. Surowiec

Sparse-grid methods have recently gained interest in reducing the computational cost of solving high-dimensional kinetic equations. In this paper, we construct adaptive and hybrid sparse-grid methods for the Vlasov-Poisson-Lenard-Bernstein…

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