Related papers: Novel Numerical Algorithm with Fourth-Order Accura…
We describe a new algorithm that computes the n-th Bernoulli number in n^(4/3 + o(1)) bit operations. This improves on previous algorithms that had complexity n^(2 + o(1)).
We develop the Inverse Scattering Transform (IST) method for the Degasperis-Procesi equation. The spectral problem is an $\mathfrak{sl}(3)$ Zakharov-Shabat problem with constant boundary conditions and finite reduction group. The basic…
Saddle point problems have been attracting people's attention in recent years. To solve large and sparse saddle point problems, Uzawa type algorithms were proposed. The main contribution of this paper is to present a new Uzawa-exact type…
We propose a new class of method for solving nonlinear systems of equations, which, among other things,has four nice features: (i) it is inspired by the mathematical property of damped oscillators, (ii) it can be regarded as a simple…
This paper presents a novel shooting method for solving two-point boundary value problems for second order ordinary differential equations. The method works as follows: first, a guess for the initial condition is made and an integration of…
This paper is concerned with the inverse problem of retrieving the initial value of a time-fractional fourth order parabolic equation from source and final time observation. The considered problem is an {\it ill-posed problem.} We obtain…
The Nikiforov-Uvarov method is a simple, yet elegant and powerful method for solving second-order differential equations of generalized hypergeometric type. In the past, it has been used to solve many problems in quantum mechanics and…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…
The direct and inverse scattering problems are analyzed for a first-order discrete system associated with the semi-discrete version of the derivative NLS system. The Jost solutions, the scattering coefficients, the bound-state dependency…
This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…
An efficient direct solver for solving the Lippmann-Schwinger integral equation modeling acoustic scattering in the plane is presented. For a problem with $N$ degrees of freedom, the solver constructs an approximate inverse in…
In this paper, we develop an iterative scheme to enable the explicit calculation of an arbitrary post-Newtonian order for a relativistic body that reduces to the Maclaurin spheroid in the appropriate limit. This scheme allows for an…
We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…
In this paper, two numerical approaches based on the Newton iteration method with spectral algorithms are introduced to solve the Thomas-Fermi equation. That Thomas-Fermi equation is a nonlinear singular ordinary differential equation (ODE)…
In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…