Related papers: Lanczos-like algorithm for the time-ordered expone…
For a given set of intervals on the real line, we consider the problem of ordering the intervals with the goal of minimizing an objective function that depends on the exposed interval pieces (that is, the pieces that are not covered by…
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(\mathbf{A}) \mathbf{b}$ when $\mathbf{A}$ is a Hermitian matrix and $\mathbf{b}$ is a given vector. Assuming that $f :…
Higher-order nonlinear time-evolution equations have widespread applications in science and engineering, such as in solid mechanics, materials science, and fluid mechanics. This paper mainly studies a direct time-parallel algorithm for…
In [Bull. Acad. Polon. Sci. S\'{e}r. Sci. Math. 29 (1981), no.~7-8, 367--370], Philos proved the following result: Let $f:[t_{0},\infty)_{\mathbb{R}}\to\mathbb{R}$ be an $n$-times differentiable function such that $f^{(n)}(t)\leq0$…
A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…
The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…
A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating…
A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…
In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…
The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…
We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…
We present a fourth order convergent (2+1) numerical code to solve the Teukolsky equation in the time domain. Our approach is to rewrite the Teukolsky equation as a system of first order differential equations. In this way we get a system…
It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…
We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…
We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…
In theory, the Lanczos algorithm generates an orthogonal basis of the corresponding Krylov subspace. However, in finite precision arithmetic, the orthogonality and linear independence of the computed Lanczos vectors is usually lost quickly.…
The characterization of the solvability of matrix versions of truncated Stieltjes-type moment problems led to the class of $\alpha$-Stieltjes non-negative definite sequences of complex $q \times q$ matrices. In [21], a parametrization of…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
We discuss time dependent quantum systems on bounded domains. Our work may be viewed as a framework for several models, including linear iterations involved in time dependent density functional theory (TDDFT), the Hartree-Fock model, or…
In this paper we present an algorithm to find the discrete Lagrangian for an autonomous recurrence relation of arbitrary even order $2k$ with $k>1$. The method is based on the existence of a set of differential operators called annihilation…