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The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

This paper is concerned with Lagrange interpolation by total degree polynomials in moderate dimensions. In particular, we are interested in characterising the optimal choice of points for the interpolation problem, where we define the…

Numerical Analysis · Mathematics 2014-07-15 Max Gunzburger , Aretha L Teckentrup

To combine a feedforward neural network (FNN) and Lie group (symmetry) theory of differential equations (DEs), an alternative artificial NN approach is proposed to solve the initial value problems (IVPs) of ordinary DEs (ODEs). Introducing…

Numerical Analysis · Mathematics 2022-05-04 Ying Wen , Temuer Chaolu , Xiangsheng Wang

Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…

Optimization and Control · Mathematics 2023-08-01 Tatjana Chavdarova , Michael I. Jordan , Manolis Zampetakis

This paper develops a framework connecting discrete adjoint gradient-error analysis with an optimization method that uses directional error tolerances, and applies it to airfoil shape optimization governed by a conservative full-potential…

Optimization and Control · Mathematics 2026-05-19 Humberto Gimenes Macedo , Luís Felipe Bueno

This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…

Optimization and Control · Mathematics 2020-06-30 Mootta Prangprakhon , Nimit Nimana

This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…

Optimization and Control · Mathematics 2026-02-12 Jens Lang , Bernhard A. Schmitt

In this paper we devise a systematic procedure to obtain nonlocal symmetries of a class of scalar nonlinear ordinary differential equations (ODEs) of arbitrary order related to linear ODEs through nonlocal relations. The procedure makes use…

Exactly Solvable and Integrable Systems · Physics 2015-05-30 R. Gladwin Pradeep , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

Maps from a source manifold $ {\mathcal M}$ to a target manifold ${\mathcal N}$ appear in liquid crystals, colour image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems…

Numerical Analysis · Mathematics 2017-10-27 Nathan D. King , Steven J. Ruuth

This article presents nonlinear conjugate gradient methods for finding local weakly minimal points of set-valued optimization problems under a lower set less ordering relation. The set-valued objective function of the optimization problem…

Optimization and Control · Mathematics 2024-12-31 Debdas Ghosh , Ravi Raushan , Zai-Yun Peng , Jen-Chih Yao

We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective function subject to the solution set of an inner stochastic…

Optimization and Control · Mathematics 2025-11-25 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…

Numerical Analysis · Mathematics 2023-02-13 Weifeng Qiu , Jin Ren , Ke Shi , Yuesheng Xu

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

Complex-variable matrix optimization problems (CMOPs) in Frobenius norm emerge in many areas of applied mathematics and engineering applications. In this letter, we focus on solving CMOPs by iterative methods. For unconstrained CMOPs, we…

Numerical Analysis · Mathematics 2023-04-06 Sai Wang , Yi Gong

Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

We propose a simple interpolation-based method for the efficient approximation of gradients in neural ODE models. We compare it with the reverse dynamic method (known in the literature as "adjoint method") to train neural ODEs on…

Neural and Evolutionary Computing · Computer Science 2020-11-03 Talgat Daulbaev , Alexandr Katrutsa , Larisa Markeeva , Julia Gusak , Andrzej Cichocki , Ivan Oseledets

Neural Ordinary Differential Equations (Neural ODEs) represent continuous-time dynamics with neural networks, offering advancements for modeling and control tasks. However, training Neural ODEs requires solving differential equations at…

Machine Learning · Computer Science 2025-02-24 Mariia Shapovalova , Calvin Tsay