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The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…

Numerical Analysis · Mathematics 2014-07-21 Adriano Festa

In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…

Numerical Analysis · Mathematics 2022-07-21 Robert I McLachlan , Christian Offen

In this paper we present GSSN, a globalized SCD semismooth* Newton method for solving nonsmooth nonconvex optimization problems. The global convergence properties of the method are ensured by the proximal gradient method, whereas locally…

Optimization and Control · Mathematics 2025-01-27 H. Gfrerer

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen

This paper is concerned with an algorithm for finding a singularity of the nonsmooth vector fields. Firstly, we discuss the main results of the Newton method presented in [1] for solving the aforementioned problem. Combining this method…

Optimization and Control · Mathematics 2020-06-03 Fabiana R. de Oliveira , Fabrícia R. Oliveira

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

Variational inequalities have gained significant attention in machine learning and optimization research. While stochastic methods for solving these problems typically assume independent data sampling, we investigate an alternative approach…

Optimization and Control · Mathematics 2025-10-22 Daniil Medyakov , Gleb Molodtsov , Grigoriy Evseev , Egor Petrov , Aleksandr Beznosikov

The Asymptotic Iteration Method (AIM) is a technique for solving analytically and approximately the linear second-order differential equation, especially the eigenvalue problems that frequently appear in theoretical and mathematical…

Mathematical Physics · Physics 2020-03-17 Mourad E. H. Ismail , Nasser Saad

Solving an optimization problem whose objective function is the sum of two convex functions has received considerable interests in the context of image processing recently. In particular, we are interested in the scenario when a…

Computer Vision and Pattern Recognition · Computer Science 2014-12-16 Dai-Qiang Chen

Symbolic recovery of differential equations is the ambitious attempt at automating the derivation of governing equations with the use of machine learning techniques. In contrast to classical methods which assume the structure of the…

Machine Learning · Computer Science 2024-10-10 Philipp Scholl , Aras Bacho , Holger Boche , Gitta Kutyniok

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

This paper introduces the Non-linear Partition of Unity Method, a novel technique integrating Radial Basis Function interpolation and Weighted Essentially Non-Oscillatory algorithms. It addresses challenges in high-accuracy approximations,…

Numerical Analysis · Mathematics 2025-01-17 José Manuel Ramón , Juan Ruiz-Alvarez , Dionisio F. Yáñez

In this paper, we propose distributed algorithms that solve a system of Boolean equations over a network, where each node in the network possesses only one Boolean equation from the system. The Boolean equation assigned at any particular…

Optimization and Control · Mathematics 2021-03-04 Hongsheng Qi , Bo Li , Rui-Juan Jing , Lei Wang , Alexandre Proutiere , Guodong Shi

This paper presents a novel approach to solving large-scale minimax problems with nonsmooth regularizers. We propose a stochastic implicit proximal point algorithm with variance reduction techniques where stochastic oracles are selected in…

Optimization and Control · Mathematics 2026-05-25 Kehan Zhu , Jiani Wang , Yu-Hong Dai

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

An equilibrium of a linear elastic body subject to loading and satisfying the friction and contact conditions can be described by a variational inequality of the second kind and the respective discrete model attains the form of a…

Optimization and Control · Mathematics 2021-03-04 Helmut Gfrerer , Jiri V. Outrata , Jan Valdman

We derive a method to efficiently compute the Green function of on arbitrary Hamiltonians defined on semi-infinite and periodic quasi-one-dimensional lattices. Computing the Green function is the backbone of quantum transport, electronic…

Mesoscale and Nanoscale Physics · Physics 2021-05-18 Pablo San-Jose

In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system…

Optimization and Control · Mathematics 2014-09-10 J. Y. Bello Cruz , L. R. Lucambio Perez , G. Bouza Allende
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