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We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…

Numerical Analysis · Mathematics 2021-07-28 J. J. Alvarez-Sanchez , M. Gadella , L. P. Lara

An efficient direct solver for volume integral equations with O(N) complexity for a broad range of problems is presented. The solver relies on hierarchical compression of the discretized integral operator, and exploits that off-diagonal…

Numerical Analysis · Mathematics 2013-05-16 Eduardo Corona , Per-Gunnar Martinsson , Denis Zorin

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

To improve the computational efficiencies of the real-space orbital-free density functional theory, this work develops a new single-grid solver by directly providing the closed-form solution to the inner iteration and using an improved…

Computational Physics · Physics 2023-05-16 Ling-Ze Bu , Wei Wang

We introduce a modification of the Fast Marching Algorithm, which solves the generalized eikonal equation associated to an arbitrary continuous riemannian metric, on a two or three dimensional domain. The algorithm has a logarithmic…

Numerical Analysis · Mathematics 2014-11-13 Jean-Marie Mirebeau

We solve Poisson's equation using new multigrid algorithms that converge rapidly. The novel feature of the 2D and 3D algorithms are the use of extra diagonal grids in the multigrid hierarchy for a much richer and effective communication…

Numerical Analysis · Mathematics 2025-10-20 A. J. Roberts

We present a fast convolution-based technique for computing an approximate, signed Euclidean distance function $S$ on a set of 2D and 3D grid locations. Instead of solving the non-linear, static Hamilton-Jacobi equation ($\|\nabla S\|=1$),…

Computer Vision and Pattern Recognition · Computer Science 2015-02-10 Karthik S. Gurumoorthy , Anand Rangarajan

Since the original algorithm by John Vidale in 1988 to numerically solve the isotropic eikonal equation, there has been tremendous progress on the topic addressing an array of challenges including improvement of the solution accuracy,…

Computational Physics · Physics 2021-05-18 Umair bin Waheed , Tariq Alkhalifah , Ehsan Haghighat , Chao Song

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

Lenstra's integer factorization algorithm is asymptotically one of the fastest known algorithms, and is ideally suited for parallel computation. We suggest a way in which the algorithm can be speeded up by the addition of a second phase.…

Number Theory · Mathematics 2010-04-21 Richard P. Brent

Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap "approximate solvers." Unfortunately, naive deep learning approaches…

Machine Learning · Computer Science 2021-04-27 Priya L. Donti , David Rolnick , J. Zico Kolter

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

Numerical Analysis · Mathematics 2013-05-23 J. E. Bunder , A. J. Roberts

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

We propose to accelerate a high order discontinuous Galerkin solver using neural networks. We include a corrective forcing to a low polynomial order simulation to enhance its accuracy. The forcing is obtained by training a deep fully…

Fluid Dynamics · Physics 2024-01-10 Fernando Manrique de Lara , Esteban Ferrer

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

The dense matrix resulting from an integral equation (IE) based solution of Maxwell's equations can be compactly represented by an ${\cal H}^2$-matrix. Given a general dense ${\cal H}^2$-matrix, prevailing fast direct solutions involve…

Numerical Analysis · Mathematics 2018-01-22 Miaomiao Ma , Dan Jiao

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

We propose in this paper a Proper Generalized Decomposition (PGD) solver for reduced-order modeling of linear elastodynamic problems. It primarily focuses on enhancing the computational efficiency of a previously introduced PGD solver based…

Computational Engineering, Finance, and Science · Computer Science 2024-05-15 Clément Vella , Pierre Gosselet , Serge Prudhomme