Related papers: Combined prefactored compact schemes for first- an…

First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we…

I formulate in a colour-friendly way the FKS method for the computation of QCD cross sections at the next-to-leading order accuracy. This is achieved through the definition of subtraction terms for squared matrix elements, constructed with…

Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…

In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…

Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…

Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…

Two classes of turbo codes over high-order finite fields are introduced. The codes are derived from a particular protograph sub-ensemble of the (dv=2,dc=3) low-density parity-check code ensemble. A first construction is derived as a…

We use the linear scalar SDE as a test problem to show that it is possible to construct almost sure stable first-order weak balanced schemes based on the addition of stabilizing functions to the drift terms. Then, we design balanced schemes…

A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

In [5] the authors suggested a new algorithm for the numerical approximation of a BSDE by merging the cubature method with the first order discretization developed by [3] and [16]. Though the algorithm presented in [5] compared…

In this paper we use the asymptotic expansions of the binomial coefficients and the weights of the L1 approximation to obtain approximations of order $2-\alpha$ and second-order approximations of the Caputo derivative by modifying the…

It has long been a goal to efficiently compute and use second order information on a function ($f$) to assist in numerical approximations. Here it is shown how, using only basic physics and a numerical approximation, such information can be…

We investigate lifted inference on ordered domains with predecessor relations, where the elements of the domain respect a total (cyclic) order, and every element has a distinct (clockwise) predecessor. Previous work has explored this…

It has been shown that many first-order methods satisfy the perturbed Fenchel duality inequality, which yields a unified derivation of convergence. More first-order methods are discussed in this paper, e.g., dual averaging and bundle…

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

We study the numerical anisotropy existent in compact difference schemes as applied to hyperbolic partial differential equations, and propose an approach to reduce this error and to improve the stability restrictions based on a previous…

This paper develops a class of high-order conservative schemes for contaminant transport with equilibrium adsorption, based on the Integral Method with Variational Limit on block-centered grids. By incorporating four parameters, the scheme…

This paper introduces a new computational framework to derive electromagnetic field derivatives with respect to multiple design parameters up to any order with the Finite-Difference Time-Domain (FDTD) technique. Specifically, only one FDTD…

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…