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Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
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…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
This paper presents a novel, high-performance, graphical processing unit-based algorithm for efficiently solving two-dimensional linear programs in batches. The domain of two-dimensional linear programs is particularly useful due to the…
Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…
In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…
Spatial Branch and Bound (B&B) algorithms are widely used for solving nonconvex problems to global optimality, yet they remain computationally expensive. Though some works have been carried out to speed up B&B via CPU parallelization, GPU…
Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…
The Kernel Polynomial Method (KPM) is one of the fast diagonalization methods used for simulations of quantum systems in research fields of condensed matter physics and chemistry. The algorithm has a difficulty to be parallelized on a…
Countless applications cast their computational core in terms of dense linear algebra operations. These operations can usually be implemented by combining the routines offered by standard linear algebra libraries such as BLAS and LAPACK,…
Gaussian Processes have become an indispensable part of the spatial statistician's toolbox but are unsuitable for analyzing large dataset because of the significant time and memory needed to fit the associated model exactly. Vecchia…
The LHC experiments are designed to detect large amount of physics events produced with a very high rate. Considering the future upgrades, the data acquisition rate will become even higher and new computing paradigms must be adopted for…
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…
Simulation speed depends on code structures, hence it is crucial how to build a fast algorithm. We solve the Allen-Cahn equation by an explicit finite difference method, so it requires grid calculations implemented by many for-loops in the…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
In this paper we develop an $hp$-adaptive procedure for the numerical solution of general, semilinear elliptic boundary value problems in 1d, with possible singular perturbations. Our approach combines both a prediction-type adaptive Newton…
We consider convolution integral equations on a finite interval with a real-valued kernel of even parity, a problem equivalent to finding a Wiener-Hopf factorisation of a notoriously difficult class of $2\times 2$ matrices. The kernel…
Nonlinear acceleration methods are powerful techniques to speed up fixed-point iterations. However, many acceleration methods require storing a large number of previous iterates and this can become impractical if computational resources are…
We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…