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We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…

Optimization and Control · Mathematics 2022-04-26 Hong T. M. Chu , Ling Liang , Kim-Chuan Toh , Lei Yang

We develop several deep learning algorithms for approximating families of parametric PDE solutions. The proposed algorithms approximate solutions together with their gradients, which in the context of mathematical finance means that the…

Computational Finance · Quantitative Finance 2022-01-19 Marc Sabate Vidales , David Siska , Lukasz Szpruch

One of the oldest and most studied subject in scientific computing is algorithms for solving partial differential equations (PDEs). A long list of numerical methods have been proposed and successfully used for various applications. In…

Numerical Analysis · Mathematics 2022-07-28 Jingrun Chen , Xurong Chi , Weinan E , Zhouwang Yang

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…

Numerical Analysis · Mathematics 2015-03-13 Andrew V. Terekhov

We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…

Exactly Solvable and Integrable Systems · Physics 2017-05-03 Yuki Wakimoto

We define a notion of isotropy for discrete set distributions. If $\mu$ is a distribution over subsets $S$ of a ground set $[n]$, we say that $\mu$ is in isotropic position if $P[e \in S]$ is the same for all $e\in [n]$. We design a new…

Data Structures and Algorithms · Computer Science 2020-04-21 Nima Anari , Michał Dereziński

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this article, we introduce an original hybrid quantum-classical algorithm based on a variational quantum algorithm for solving systems of differential equations. The algorithm relies on a spectral decomposition of the trial functions…

Minimisation of discrete energies defined over factors is an important problem in computer vision, and a vast number of MAP inference algorithms have been proposed. Different inference algorithms perform better on factor graph models (GMs)…

Computer Vision and Pattern Recognition · Computer Science 2016-08-10 Paul Henderson , Vittorio Ferrari

In scientific computing, it is time-consuming to calculate an inverse operator ${\mathscr A}^{-1}$ of a differential equation ${\mathscr A}\varphi = f$, especially when ${\mathscr A}$ is a highly nonlinear operator. In this paper, based on…

Numerical Analysis · Mathematics 2017-09-05 Shijun Liao , Yinlong Zhao

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Map-to-map matching is a critical task for aligning spatial data across heterogeneous sources, yet it remains challenging due to the lack of ground truth correspondences, sparse node features, and scalability demands. In this paper, we…

Machine Learning · Computer Science 2026-01-21 Chaolong Ying , Yinan Zhang , Lei Zhang , Jiazhuang Wang , Shujun Jia , Tianshu Yu

In this paper, we describe efficient MapReduce simulations of parallel algorithms specified in the BSP and PRAM models. We also provide some applications of these simulation results to problems in parallel computational geometry for the…

Data Structures and Algorithms · Computer Science 2015-03-14 Michael T. Goodrich

In contexts where relevant problems can easily attain configuration spaces of enormous sizes, solving Linear Differential Equations (LDEs) can become a hard achievement for classical computers; on the other hand, the rise of quantum…

Quantum Physics · Physics 2023-01-31 João H. Romeiro , Frederico Brito

In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…

Optimization and Control · Mathematics 2013-09-10 Cong D. Dang , Guanghui Lan

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

An algorithm for the computation of global discrete conformal parametrizations with prescribed global holonomy signatures for triangle meshes was recently described in [Campen and Zorin 2017]. In this paper we provide a detailed analysis of…

Graphics · Computer Science 2017-05-09 Marcel Campen , Denis Zorin