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In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…

Numerical Analysis · Mathematics 2017-05-30 M. Hached , K. Jbilou

Many important values for cooperative games are known to arise from least square optimization problems. The present investigation develops an optimization framework to explain and clarify this phenomenon in a general setting. The main…

Optimization and Control · Mathematics 2016-01-13 Ulrich Faigle , Michel Grabisch

To tackle the curse of dimensionality and multicollinearity problems of polynomial chaos expansion for analyzing global sensitivity and reliability of models with high stochastic dimensions, this paper proposes a novel non-intrusive…

Numerical Analysis · Mathematics 2024-12-20 Ling-Ze Bu , Wei Zhao , Wei Wang

We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…

Numerical Analysis · Mathematics 2009-11-11 Norbert Roehrl

Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…

Numerical Analysis · Mathematics 2013-11-25 Anastasia Cornelio , Federica Porta , Marco Prato , Luca Zanni

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…

Numerical Analysis · Mathematics 2022-08-24 Gregor Gantner , Rob Stevenson

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

In many nonlinear field theories, relevant solutions may be found by reducing the order of the original Euler-Lagrange equations, e.g., to first order equations (Bogomolnyi equations, self-duality equations, etc.). Here we generalise,…

High Energy Physics - Theory · Physics 2017-02-01 C. Adam , F. Santamaria

In this short note we are presenting a method of finding particular solutions of nonhomegeneous linear equations. This approach is different from methods of undetermined coefficients or variation of parameters presented in virtually every…

General Mathematics · Mathematics 2025-10-01 Ashot Djrbashian , Milena Safaryan

The present paper continues our investigation of an implementation of a least-squares collocation method for higher-index differential-algebraic equations. In earlier papers, we were able to substantiate the choice of basis functions and…

Numerical Analysis · Mathematics 2022-02-14 Michael Hanke

The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

The problem of polynomial regression in which the usual monomial basis is replaced by the Bernstein basis is considered. The coefficient matrix A of the overdetermined system to be solved in the least squares sense is then a rectangular…

Numerical Analysis · Mathematics 2008-06-18 Ana Marco , Jose-Javier Martinez

Variational Physics-Informed Neural Networks often suffer from poor convergence when using stochastic gradient-descent-based optimizers. By introducing a Least Squares solver for the weights of the last layer of the neural network, we…

Numerical Analysis · Mathematics 2025-03-20 Carlos Uriarte , Manuela Bastidas , David Pardo , Jamie M. Taylor , Sergio Rojas

We present a new approach to the problem of $G^{k,l}$-constrained ($k,l \leq 3$) multi-degree reduction of B\'{e}zier curves with respect to the least squares norm. First, to minimize the least squares error, we consider two methods of…

Graphics · Computer Science 2017-02-10 Przemysław Gospodarczyk , Stanisław Lewanowicz , Paweł Woźny

In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…

Numerical Analysis · Mathematics 2017-04-05 Begoña Cano , Marí a Jesús Moreta

A Lax-Oleinik type explicit formula for 1D scalar balance laws has been recently obtained for the pure initial value problem by Adimurthi et al. in [1]. In this article, by introducing a suitable boundary functional, we establish a…

Analysis of PDEs · Mathematics 2023-12-06 Manas R. Sahoo , Abhrojyoti Sen , Manish Singh

In this paper, we present two choices of structured spectral gradient methods for solving nonlinear least-squares problems. In the proposed methods, the scalar multiple of identity approximation of the Hessian inverse is obtained by…

Optimization and Control · Mathematics 2018-07-31 Hassan Mohammad , Mohammed Yusuf Waziri

A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to…

Numerical Analysis · Mathematics 2016-09-15 Soner Aydinlik , Ahmet Kiris