Related papers: A generalized Newton iteration for computing the s…
Incremental Potential Contact (IPC) guarantees intersection-free simulation but suffers from high computational costs due to the expensive Hessian assembly and linear solves required by Newton's method. While Preconditioned Nonlinear…
We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration…
When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…
We consider the problem of reconstructing the shape of an impenetrable sound-soft obstacle from scattering measurements. The input data is assumed to be the far-field pattern generated when a plane wave impinges on an unknown obstacle from…
The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…
This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…
Network reconstruction is the task of inferring the unseen interactions between elements of a system, based only on their behavior or dynamics. This inverse problem is in general ill-posed, and admits many solutions for the same…
A new O(N) algorithm based on a recursion method, in which the computational effort is proportional to the number of atoms N, is presented for calculating the inverse of an overlap matrix which is needed in electronic structure calculations…
It is now straightforward to carry out S-matrix to potential inversion over a very wide range of energies and for a wide range of projectile-target combinations. Inversion is possible in many cases involving spin. IP inversion also permits…
In this paper we present an efficient iterative method of order six for the inclusion of the inverse of a given regular matrix. To provide the upper error bound of the outer matrix for the inverse matrix, we combine point and interval…
Properties of classical molecular systems can be calculated with integral equation theories based on the Ornstein-Zernike (OZ) equation and a complementing closure relation. One such closure relation is the hyper netted chain (HNC)…
Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…
We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…
This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…
We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…
We introduce a direct Boltzmann inversion method to infer the interaction potential in particle systems using as input particle configurations generated at an arbitrary state point of the system. Unlike iterative Boltzmann inversion, the…
At the heart of Newton based optimization methods is a sequence of symmetric linear systems. Each consecutive system in this sequence is similar to the next, so solving them separately is a waste of computational effort. Here we describe…
We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…