Related papers: Numerical methods for large-scale Lyapunov equatio…
A time-stepping scheme with adaptivity in both the step size and the integration order is presented in the context of non-equilibrium dynamics described via Kadanoff-Baym equations. The accuracy and effectiveness of the algorithm are…
In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…
A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…
In the present paper a numerical method is developed to approximate the solution of two-dimensional NLS equation in the presence of a singular potential. The method leads to Lyapunov-Syslvester algebraic operators that are shown to be…
Linear algebraic primitives are at the core of many modern algorithms in engineering, science, and machine learning. Hence, accelerating these primitives with novel computing hardware would have tremendous economic impact. Quantum computing…
In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this…
Purely numerical methods do not always provide an accurate way to find all the global solutions to nonlinear ODE on infinite intervals. For example, finite-difference methods fail to capture the asymptotic behavior of solutions, which might…
A scalable algorithm for solving compact banded linear systems on distributed memory architectures is presented. The proposed method factorizes the original system into two levels of memory hierarchies, and solves it using parallel cyclic…
We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…
Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…
In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…
We construct numerically solitary wave solutions of the Rosenau equation using the Petviashvili iteration method. We first summarize the theoretical results available in the literature for the existence of solitary wave solutions. We then…
We present a straightforward and reliable continuous method for computing the full or a partial Lyapunov spectrum associated with a dynamical system specified by a set of differential equations. We do this by introducing a stability…
In this paper a nonlinear coupled Schrodinger system in the presence of mixed cubic and superlinear power laws is considered. A non standard numerical method is developed to approximate the solutions in higher dimensional case. The idea…
A unified approach, for solving a wide class of single and many-body quantum problems, commonly encountered in literature is developed based on a recently proposed method for finding solutions of linear differential equations. Apart from…
We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…
We present a new data-driven method to provide probabilistic stability guarantees for black-box switched linear systems. By sampling a finite number of observations of trajectories, we construct approximate Lyapunov functions and deduce the…
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large…