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We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…

Analysis of PDEs · Mathematics 2016-11-08 Christoph Reisinger , Rasmus Wissmann

Probabilistic smoothing is a standard tool for global optimization, but existing methods rely on Gaussian kernels and specific transforms, often resulting in strong hyperparameter sensitivity and limited robustness. We propose a general…

Machine Learning · Computer Science 2026-05-27 Kukyoung Jang , Taehyun Cho , Junrui Zhang , Ping Xu , Kyungjae Lee

Projected Gradient Ascent (PGA) is the most commonly used optimization scheme in machine learning and operations research areas. Nevertheless, numerous studies and examples have shown that the PGA methods may fail to achieve the tight…

Machine Learning · Computer Science 2024-07-25 Qixin Zhang , Zongqi Wan , Zengde Deng , Zaiyi Chen , Xiaoming Sun , Jialin Zhang , Yu Yang

A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…

Computational Finance · Quantitative Finance 2014-12-23 Masaaki Fujii

Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…

Classical Analysis and ODEs · Mathematics 2021-03-02 T. M. Dunster

Determining a model for the time scaling of the dynamic aperture of a circular accelerator is a topic of strong interest and intense research efforts in accelerator physics. The motivation arises in the possibility of finding a method to…

Accelerator Physics · Physics 2019-09-23 A. Bazzani , M. Giovannozzi , E. H. Maclean , C. E. Montanari , F. F. Van der Veken , W. Van Goethem

Polynomial convergence bounds are considered for left, right, and split preconditioned GMRES. They include the cases of Weighted and Deflated GMRES for a linear system Ax = b. In particular, the case of positive definite A is considered.…

Numerical Analysis · Mathematics 2025-10-03 Nicole Spillane , Daniel B Szyld

Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…

Machine Learning · Computer Science 2025-09-16 Pedro Savarese

Use of resonant light forces opens up a unique approach to high-volume sorting of microspherical resonators with much higher uniformity of resonances compared to that in coupled-cavity structures obtained by the best semiconductor…

The growth dynamics of rigid biopolymers, consisting of $N$ parallel protofilaments, is investigated theoretically using simple approximate models. In our approach, the structure of a polymer's growing end and lateral interactions between…

Statistical Mechanics · Physics 2009-11-10 Evgeny B. Stukalin , Anatoly B. Kolomeisky

We examine directed spanners through flow-based linear programming relaxations. We design an $\~O(n^{2/3})$-approximation algorithm for the directed $k$-spanner problem that works for all $k\geq 1$, which is the first sublinear…

Data Structures and Algorithms · Computer Science 2010-11-23 Michael Dinitz , Robert Krauthgamer

Recently, there has been an increasing interest in using tools from dynamical systems to analyze the behavior of simple optimization algorithms such as gradient descent and accelerated variants. This paper strengthens such connections by…

Optimization and Control · Mathematics 2018-08-02 Guilherme França , Daniel P. Robinson , René Vidal

Static analysis by abstract interpretation aims at automatically proving properties of computer programs. To do this, an over-approximation of program semantics, defined as the least fixpoint of a system of semantic equations, must be…

Programming Languages · Computer Science 2013-05-02 Olivier Bouissou , Yassamine Seladji , Alexandre Chapoutot

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

In this article, we propose a new dimensionality-independent and gradient-free sampler, called Geometric Optics Approximation Sampling, which is based on the reflector antenna system. The core idea is to construct a reflecting surface that…

Numerical Analysis · Mathematics 2024-11-18 Zejun Sun , Guang-Hui Zheng

We consider apictorial edge-matching puzzles, in which the goal is to arrange a collection of puzzle pieces with colored edges so that the colors match along the edges of adjacent pieces. We devise an algebraic representation for this…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Shahar Z. Kovalsky , Daniel Glasner , Ronen Basri

This paper studies equality-constrained composite minimization problems. This class of problems, capturing regularization terms and inequality constraints, naturally arises in a wide range of engineering and machine learning applications.…

Optimization and Control · Mathematics 2026-04-13 Veronica Centorrino , Francesca Rossi , Francesco Bullo , Giovanni Russo

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…

Data Structures and Algorithms · Computer Science 2018-12-17 Tung Mai , Vijay V. Vazirani

We investigate depoissonization, the problem of recovering asymptotics of sequence coefficients from their exponential generating function. Classical approaches rely on complex-analytic growth conditions, but here we develop real-variable…

Combinatorics · Mathematics 2025-11-19 Vytas Zacharovas