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Second-order optimization methods offer superior convergence rates but are often bottlenecked by the wall-clock cost of Hessian computation and factorization. In the moderate-dimensional regime where the full Hessian fits in memory,…

Optimization and Control · Mathematics 2026-05-18 El Mahdi Chayti , Martin Jaggi

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

We propose an approach to determine the continual progression of algorithmic efficiency, as an alternative to standard calculations of time complexity, likely, but not exclusively, when dealing with data structures with unknown maximum…

Computational Complexity · Computer Science 2020-12-04 Ananth Goyal

We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$…

Numerical Analysis · Mathematics 2022-11-18 Yue Feng , Katharina Schratz

In this paper, we develop a fast and accurate pseudospectral method to approximate numerically the half Laplacian $(-\Delta)^{1/2}$ of a function on $\mathbb{R}$, which is equivalent to the Hilbert transform of the derivative of the…

Numerical Analysis · Mathematics 2024-01-17 Carlota M. Cuesta , Francisco de la Hoz , Ivan Girona

We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation and general hyperbolic equations. The problem is to evaluate numerically…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Laurent Demanet , Lexing Ying

In this paper, we develop a linearized fractional Crank-Nicolson-Galerkin FEM for Kirchhoff type quasilinear time-fractional integro-differential equation $\left(\mathcal{D}^{\alpha}\right)$. In general, the solutions to the time-fractional…

Numerical Analysis · Mathematics 2022-08-24 Lalit Kumar

In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$ for $\alpha \in (0, 2)$. The main advantage of our method is to easily increase numerical…

Numerical Analysis · Mathematics 2021-03-08 Yixuan Wu , Yanzhi Zhang

Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…

Optimization and Control · Mathematics 2024-06-05 Ashwani Aggarwal

We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…

Probability · Mathematics 2013-05-09 Luisa Beghin

We investigate the limits of one of the fundamental ideas in data structures: fractional cascading. This is an important data structure technique to speed up repeated searches for the same key in multiple lists and it has numerous…

Data Structures and Algorithms · Computer Science 2020-11-05 Peyman Afshani

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…

Numerical Analysis · Mathematics 2015-07-29 Leilei Wei

We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…

Numerical Analysis · Mathematics 2013-11-06 Jason A. Roberts , Dmitry V. Savostyanov , Eugene E. Tyrtyshnikov

In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…

Numerical Analysis · Mathematics 2021-12-16 Libo Feng , Fawang Liu , Vo V. Anh , Shanlin Qin

We propose a fast collocation method based on Krylov subspace iterative solver on general nonuniform grids for the fractional Laplacian problem, in which the fractional operator is presented in a singular integral formulation. The method is…

Numerical Analysis · Mathematics 2025-11-13 Meijie Kong , Hongfei Fu

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

The graph Fourier transform (GFT) is in general dense and requires O(n^2) time to compute and O(n^2) memory space to store. In this paper, we pursue our previous work on the approximate fast graph Fourier transform (FGFT). The FGFT is…

Numerical Analysis · Computer Science 2017-11-07 Luc LeMagoarou , Nicolas Tremblay , Rémi Gribonval

Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…

Optimization and Control · Mathematics 2018-01-04 Cesare Molinari , Jingwei Liang , Jalal Fadili

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver