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Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…

Machine Learning · Statistics 2021-09-07 Reza Godaz , Reza Monsefi , Faezeh Toutounian , Reshad Hosseini

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…

Numerical Analysis · Mathematics 2018-01-08 Patrick Kürschner

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

Numerical Analysis · Mathematics 2024-12-13 Shun Li , Yan Jiang , Yingda Cheng

We consider the problem of efficiently solving Sylvester and Lyapunov equations of medium and large scale, in case of rank-structured data, i.e., when the coefficient matrices and the right-hand side have low-rank off-diagonal blocks. This…

Numerical Analysis · Mathematics 2018-08-23 Stefano Massei , Davide Palitta , Leonardo Robol

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Machine Learning · Statistics 2024-01-04 Jonathan Schmidt , Philipp Hennig , Jörg Nick , Filip Tronarp

We propose a new method for the approximate solution of the Lyapunov equation with rank-$1$ right-hand side, which is based on extended rational Krylov subspace approximation with adaptively computed shifts. The shift selection is obtained…

Numerical Analysis · Mathematics 2015-05-27 D. A. Kolesnikov , I. V. Oseledets

Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of…

Numerical Analysis · Mathematics 2019-05-30 Daniel Kressner , Stefano Massei , Leonardo Robol

We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…

Numerical Analysis · Mathematics 2025-10-13 Benjamin Carrel

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…

Dynamical Systems · Mathematics 2011-06-21 Tomasz Stachowiak , Marek Szydlowski

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…

Numerical Analysis · Mathematics 2024-01-01 Dimitri Breda , Davide Liessi

We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…

Numerical Analysis · Mathematics 2021-11-18 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

Of all the possible projection methods for solving large-scale Lyapunov matrix equations, Galerkin approaches remain much more popular than minimal-residual ones. This is mainly due to the different nature of the projected problems stemming…

Numerical Analysis · Mathematics 2024-03-06 Kathryn Lund , Davide Palitta

We work in the space of $m$-by-$n$ real matrices with the Frobenius inner product. Consider the following Problem: Given an m-by-n real matrix A and a positive integer k, find the m-by-n matrix with rank k that is closest to A. I discuss a…

Optimization and Control · Mathematics 2007-05-23 Kenneth R. Driessel

Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…

Numerical Analysis · Mathematics 2021-05-14 Olivier Bokanowski , Kristian Debrabant