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Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

This paper introduces a set of numerical methods for Riemannian shape analysis of 3D surfaces within the setting of invariant (elastic) second-order Sobolev metrics. More specifically, we address the computation of geodesics and geodesic…

Computer Vision and Pattern Recognition · Computer Science 2025-01-07 Emmanuel Hartman , Yashil Sukurdeep , Eric Klassen , Nicolas Charon , Martin Bauer

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

We demonstrate a systematic method for solving the Hamilton-Jacobi equation for general relativity with the inclusion of matter fields. The generating functional is expanded in a series of spatial gradients. Each term is manifestly…

General Relativity and Quantum Cosmology · Physics 2010-11-01 J. Parry D. S. Salopek , J. M. Stewart

In recent research, the parallel performances of sweeping-type algorithms for high-frequency time-harmonic wave problems have been improved by departing from standard layer-type domain decomposition and introducing a new sweeping strategy…

Numerical Analysis · Mathematics 2023-04-03 Ruiyang Dai

We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, parabolic partial differential equation. A major challenge in…

Numerical Analysis · Mathematics 2016-05-04 Tania Bakhos , Arvind K. Saibaba , Peter K. Kitanidis

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

This paper is concerned with the numerical approximation of initial-boundary-value problems of a three-parameter family of Bona-Smith systems, derived as a model for the propagation of surface waves under a physical Boussinesq regime. The…

Numerical Analysis · Mathematics 2023-12-12 Angel Durán

We introduce an algebraic multiscale method for two--dimensional problems. The method uses the generalized multiscale finite element method based on the quadrilateral nonconforming finite element spaces. Differently from the…

Numerical Analysis · Mathematics 2022-01-27 Kanghun Cho , Imbunm Kim , Raehyun Kim , Dongwoo Sheen

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…

Computational Finance · Quantitative Finance 2019-02-13 Kathrin Glau , Daniel Kressner , Francesco Statti

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin

The solution of parameter-dependent linear systems, by classical methods, leads to an arithmetic effort that grows exponentially in the number of parameters. This renders the multigrid method, which has a well understood convergence theory,…

Numerical Analysis · Mathematics 2020-08-04 Lars Grasedyck , Maren Klever , Christian Löbbert , Tim A. Werthmann

First, an abstract scheme of constructing biorthogonal rational systems related to some interpolation problems is proposed. We also present a modification of the famous step-by-step process of solving the Nevanlinna-Pick problems for…

Classical Analysis and ODEs · Mathematics 2008-06-28 Maxim S. Derevyagin , Alexei S. Zhedanov

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

Computational Physics · Physics 2015-06-11 Lee Lindblom , Bela Szilagyi

We consider the identification of spatially distributed parameters under $H^1$ regularization. Solving the associated minimization problem by Gauss-Newton iteration results in linearized problems to be solved in each step that can be cast…

Numerical Analysis · Mathematics 2023-08-23 Jan Blechta , Oliver G. Ernst

We obtain new lower bounds for the first non-zero eigenvalue of the scalar sub-Laplacian for 3-Sasaki metrics, improving Lichnerowicz-Obata type estimates by Ivanov et al. The limiting eigenspace is fully decribed in terms of the…

Differential Geometry · Mathematics 2023-06-27 Paul-Andi Nagy , Uwe Semmelmann

We adapt a symmetric interior penalty discontinuous Galerkin method using a patch reconstructed approximation space to solve elliptic eigenvalue problems, including both second and fourth order problems in 2D and 3D. It is a direct…

Numerical Analysis · Mathematics 2019-11-26 Ruo Li , Zhiyuan Sun , Fanyi Yang

Consider the optimal subspace expansion problem for the matrix eigenvalue problem $Ax=\lambda x$: Which vector $w$ in the current subspace $\mathcal{V}$, after multiplied by $A$, provides an optimal subspace expansion for approximating a…

Numerical Analysis · Mathematics 2023-09-19 Zhongxiao Jia
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