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A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

Optimization and Control · Mathematics 2023-12-05 Vladimir Norkin

For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapolation. More precisely, by taking appropriate mixtures of finite elements…

Probability · Mathematics 2022-10-11 István Gyöngy , Annie Millet

We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…

Numerical Analysis · Mathematics 2017-01-12 Ivan Dimov , Juri Kandilarov , Venelin Todorov , Lubin Vulkov

We present an accelerated greedy strategy for training of projection-based reduced-order models for parametric steady and unsteady partial differential equations. Our approach exploits hierarchical approximate proper orthogonal…

Numerical Analysis · Mathematics 2024-01-17 Eki Agouzal , Tommaso Taddei

We propose a numerical method to solve the Monge-Ampere equation which admits a classical convex solution. The Monge-Ampere equation is reformulated into an equivalent first-order system. We adopt a novel reconstructed discontinuous…

Numerical Analysis · Mathematics 2019-12-13 Ruo Li , Fanyi Yang

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…

Probability · Mathematics 2010-06-09 Istvan Gyongy , Nicolai Krylov

Nonlinear systems arising from time integrators like Backward Euler can sometimes be reformulated as optimization problems, known as incremental potentials. We show through a comprehensive experimental analysis that the widely used…

The method of regularised stokeslets is widely used in microscale biological fluid dynamics due to its ease of implementation, natural treatment of complex moving geometries, and removal of singular functions to integrate. The standard…

Numerical Analysis · Mathematics 2021-03-10 Meurig Gallagher , David Smith

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…

Machine Learning · Computer Science 2023-02-28 Yue Xiang , Dongyao Zhu , Bowen Lei , Dongkuan Xu , Ruqi Zhang

We propose a new method of adaptive piecewise approximation based on Sinc points for ordinary differential equations. The adaptive method is a piecewise collocation method which utilizes Poly-Sinc interpolation to reach a preset level of…

Numerical Analysis · Mathematics 2022-09-29 Omar Khalil , Hany El-Sharkawy , Maha Youssef , Gerd Baumann

We study the Maximum Independent Set of Rectangles (MISR) problem, where we are given a set of axis-parallel rectangles in the plane and the goal is to select a subset of non-overlapping rectangles of maximum cardinality. In a recent…

Computational Geometry · Computer Science 2021-09-28 Waldo Gálvez , Arindam Khan , Mathieu Mari , Tobias Mömke , Madhusudhan Reddy , Andreas Wiese

Solving linear systems is a ubiquitous task in science and engineering. Because directly inverting a large-scale linear system can be computationally expensive, iterative algorithms are often used to numerically find the inverse. To…

Numerical Analysis · Mathematics 2021-07-20 Zheyuan Zhu , Andrew B. Klein , Guifang Li , Shuo Pang

We present an explicit formula for the orthogonal projection onto the subspace of analytic polynomials of degree at most $n$ in the local Dirichlet space $D_\mu$ , where the positive measure $\mu$ consists of a finite number of Dirac…

Complex Variables · Mathematics 2026-01-06 Emmanuel Fricain , Javad Mashreghi

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

We consider the eigenvalue problem $K x = \lambda x$. Our analysis focuses on the convergence rates of eigenvalue and spectral subspace approximations for compact linear integral operator $K$ with Green's kernels. By employing orthogonal…

Numerical Analysis · Mathematics 2026-02-19 Shashank K. Shukla , Gobinda Rakshit , Akshay S. Rane

Mixed-precision arithmetic offers significant computational advantages for large-scale matrix computation tasks, yet preserving accuracy and stability in eigenvalue problems and the singular value decomposition (SVD) remains challenging.…

Numerical Analysis · Mathematics 2025-05-05 Tianshi Xu , Zechen Zhang , Jie Chen , Yousef Saad , Yuanzhe Xi

Improved local numerical solution for the ADER-DG numerical method with a local DG predictor for solving the initial value problem for a first-order ODE system is proposed. The improved local numerical solution demonstrates convergence…

Numerical Analysis · Mathematics 2026-05-26 I. S. Popov

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

We give a recursive formula for an expansion of a solution of a general non-autonomous polynomial differential equation. The formula is given on the algebraic level with a use of shuffle product. This approach minimizes the number of…

Classical Analysis and ODEs · Mathematics 2014-03-31 Gabriel Pietrzkowski
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