Related papers: Solving quadratic matrix equations arising in rand…
The $P_1$--nonconforming quadrilateral finite element space with periodic boundary condition is investigated. The dimension and basis for the space are characterized with the concept of minimally essential discrete boundary conditions. We…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Quartic eigenvalue problem $(\lambda^4 A + \lambda^3 B + \lambda^2C + \lambda D + E)x = \mathbf{0}$ naturally arises e.g. when solving the Orr-Sommerfeld equation in the analysis of the stability of the {Poiseuille} flow, in theoretical…
Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…
An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for…
In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
Continuous-time quantum walks provide a natural framework to tackle the fundamental problem of finding a node among a set of marked nodes in a graph, known as spatial search. Whether spatial search by continuous-time quantum walk provides a…
This paper addresses the problem of solving nonlinear systems in the context of symmetric quantum signal processing (QSP), a powerful technique for implementing matrix functions on quantum computers. Symmetric QSP focuses on representing…
Successive quadratic approximations (SQA) are numerically efficient for minimizing the sum of a smooth function and a convex function. The iteration complexity of inexact SQA methods has been analyzed recently. In this paper, we present an…
The stories told in this paper are dealing with the solution of finite, infinite, and biinfinite Toeplitz-type systems. A crucial role plays the off-diagonal decay behavior of Toeplitz matrices and their inverses. Classical results of…
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…
It is well known that a family of $n\times n$ commuting matrices can be simultaneously triangularized by a unitary similarity transformation. The diagonal entries of the triangular matrices define the $n$ joint eigenvalues of the family. In…
Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penalty gives rise to sparse approximations of optimal transport…
In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations…
For the nonlinear matrix equations arising in the analysis of M/G/1-type and GI/M/1-type Markov chains, the minimal nonnegative solution $G$ or $R$ can be found by Newton-like methods. Recently a fast Newton's iteration is proposed in…
Matrix models play an important role in studies of quantum gravity, being candidates for a formulation of M-theory, but are notoriously difficult to solve. In this work, we present a fresh approach by introducing a novel exact model…
Lattice paths in the quarter plane have led to a large and varied set of results in recent years. One major project has been the classification of step sets according to the properties of the corresponding generating functions, and this has…
We study continuous-time open quantum walks in one dimension through a matrix representation, focusing on nearest-neighbor transitions for which an associated weight matrix exists. Statistics such as site recurrence are studied in terms of…
The fastest known algorithms for dealing with structured matrices, in the sense of the displacement rank measure, are randomized. For handling classical displacement structures, they achieve the complexity bounds…