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We investigate the Helmholtz equation with suitable boundary conditions and uncertainties in the wavenumber. Thus the wavenumber is modeled as a random variable or a random field. We discretize the Helmholtz equation using finite…

Numerical Analysis · Mathematics 2022-09-30 Roland Pulch , Olivier Sète

Randomized methods are becoming increasingly popular in numerical linear algebra. However, few attempts have been made to use them in developing preconditioners. Our interest lies in solving large-scale sparse symmetric positive definite…

Numerical Analysis · Mathematics 2021-11-16 Hussam Al Daas , Tyrone Rees , Jennifer Scott

In this paper we propose to use model reduction techniques for speeding up the diagonalization-based parallel-in-time (ParaDIAG) preconditioner, for iteratively solving all-at-once systems from evolutionary PDEs. In particular, we use the…

Numerical Analysis · Mathematics 2020-12-17 Jun Liu , Zhu Wang

The explicit solution of the initial-values problem is exhibited of a subclass of the autonomous system of 2 coupled first-order ODE s with second-degree polynomial right-hand sides, hence featuring 12 a prior arbitrary (time-independent)…

Dynamical Systems · Mathematics 2021-08-19 Francesco Calogero , Farrin Payandeh

We study the problem of generating monomials of a polynomial in the context of enumeration complexity. In this setting, the complexity measure is the delay between two solutions and the total time. We present two new algorithms for…

Computational Complexity · Computer Science 2011-02-01 Yann Strozecki

We give a new algorithm for performing the distinct-degree factorization of a polynomial P(x) over GF(2), using a multi-level blocking strategy. The coarsest level of blocking replaces GCD computations by multiplications, as suggested by…

Data Structures and Algorithms · Computer Science 2010-04-20 Richard Brent , Paul Zimmermann

We study the average condition number for polynomial eigenvalues of collections of matrices drawn from various random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with Gaussian entries…

Numerical Analysis · Mathematics 2018-02-22 Carlos Beltran , Khazhgali Kozhasov

We describe how the low-rank structure in an SDP can be exploited to reduce the per-iteration cost of a convex primal-dual interior-point method down to $O(n^{3})$ time and $O(n^{2})$ memory, even at very high accuracies. A traditional…

Optimization and Control · Mathematics 2024-12-04 Hong-Ming Chiu , Richard Y. Zhang

A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…

Numerical Analysis · Mathematics 2021-06-23 Nicole Spillane

We study structured optimization problems with polynomial objective function and polynomial equality constraints. The structure comes from a multi-grading on the polynomial ring in several variables. For fixed multi-degrees we determine the…

Optimization and Control · Mathematics 2022-09-23 Kemal Rose

Computation of (approximate) polynomials common factors is an important problem in several fields of science, like control theory and signal processing. While the problem has been widely studied for scalar polynomials, the scientific…

Numerical Analysis · Mathematics 2021-06-02 A. Fazzi , N. Guglielmi , I. Markovsky

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…

Numerical Analysis · Mathematics 2025-04-16 Yue Wu , Yan Xu

The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…

Optimization and Control · Mathematics 2024-02-08 Nikita Doikov , Sebastian U. Stich , Martin Jaggi

The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-04 Joshua Dennis Booth , Hongyang Sun , Trevor Garnett

The randomized Arnoldi process has been used in large-scale scientific computing because it produces a well-conditioned basis for the Krylov subspace more quickly than the standard Arnoldi process. However, the resulting Hessenberg matrix…

Numerical Analysis · Mathematics 2026-01-16 Laura Grigori , Daniel Kressner , Nian Shao , Igor Simunec

In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…

Numerical Analysis · Computer Science 2017-09-08 Przemysław Gospodarczyk , Paweł Woźny

Computing the determinant of a matrix with the univariate and multivariate polynomial entries arises frequently in the scientific computing and engineering fields. In this paper, an effective algorithm is presented for computing the…

Symbolic Computation · Computer Science 2015-04-14 Xiaolin Qin , Zhi Sun , Tuo Leng , Yong Feng

We discuss a fast approximate solution to the associated classical -- classical orthogonal polynomial connection problem. We first show that associated classical orthogonal polynomials are solutions to a fourth-order quadratic eigenvalue…

Numerical Analysis · Mathematics 2021-02-17 Brock Klippenstein , Richard Mikael Slevinsky

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

Machine Learning · Computer Science 2021-03-08 Rohan Anil , Vineet Gupta , Tomer Koren , Kevin Regan , Yoram Singer

McDonald, Pestana and Wathen (SIAM J. Sci. Comput. 40(2), pp. A2012-A1033, 2018) present a method for preconditioning of time-dependent PDEs via approximation by a nearby time-periodic problem, that is, they employ circulant-related…

Numerical Analysis · Mathematics 2018-10-02 Anthony Goddard , Andrew Wathen