Related papers: Alternating Direction Implicit (ADI) schemes for a…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation with low-rank constant term and approximate solution, giving…
In this report, we present and compare the results of an improved fractional and integer order partial differential equation (PDE)-based binarization scheme. The improved model incorporates a diffusion term in addition to the edge and…
In this paper, we present a fast and effective method for solving the Poisson-modified total variation model proposed in [9]. The existence and uniqueness of the model are again proved using different method. A semi-implicit difference…
We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…
We propose AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs based on the alternating directions method of multipliers. Like dual decomposition algorithms, AD3 uses worker nodes to iteratively solve…
We propose a spectral solver for the Poisson equation on a square domain, achieving optimal complexity through the ultraspherical spectral method and the alternating direction implicit (ADI) method. Compared with the state-of-the-art…
This paper presents an improved and modified partial differential equation (PDE)-based de-hazing algorithm. The proposed method combines logarithmic image processing models in a PDE formulation refined with linear filter-based operators in…
A mathematical model in terms of partial differential equations (PDE) for the calculation of double freeform surfaces for irradiance and phase control with predefined input and output wavefronts is presented. It extends the results of…
In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…
Differentiable rendering has received increasing interest for image-based inverse problems. It can benefit traditional optimization-based solutions to inverse problems, but also allows for self-supervision of learning-based approaches for…
In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…
Diffuse optical tomography (DOT) is an imaging modality which uses near-infrared light. Although iterative numerical schemes are commonly used for its inverse problem, correct solutions are not obtained unless good initial guesses are…
An iteration-free method of domain decomposition is considered for approximate solving a boundary value problem for a second-order parabolic equation. A standard approach to constructing domain decomposition schemes is based on a partition…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
TRiSK-type numerical schemes are widely used in both atmospheric and oceanic dynamical cores, due to their discrete analogues of important properties such as energy conservation and steady geostrophic modes. In this work, we show that these…
We consider a variational method to solve the optical flow problem with varying illumination. We apply an adaptive control of the regularization parameter which allows us to preserve the edges and fine features of the computed flow. To…
We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…
This paper deals with the efficient numerical solution of the two-dimensional partial integro-differential complementarity problem (PIDCP) that holds for the value of American-style options under the two-asset Merton jump-diffusion model.…
This paper proposes a parallel numerical algorithm to simulate the flow and the transport in a discrete fracture network taking into account the mass exchanges with the surrounding matrix. The discretization of the Darcy fluxes is based on…