English
Related papers

Related papers: Denting the FRTB IMA computational challenge via O…

200 papers

Tensor decomposition is a fundamental method used in various areas to deal with high-dimensional data. \emph{Tensor power method} (TPM) is one of the widely-used techniques in the decomposition of tensors. This paper presents a novel tensor…

Machine Learning · Computer Science 2023-06-02 Yichuan Deng , Zhao Song , Junze Yin

Communication-avoiding Krylov methods require solving small dense Gram systems at each outer iteration. We present a low-synchronization approach based on Forward Gauss--Seidel (FGS), which exploits the structure of Gram matrices arising…

Numerical Analysis · Mathematics 2025-12-11 Stephen Thomas , Pasqua D'Ambra

An efficient and reliable stress computation algorithm is presented, which is based on implicit integration of the local evolution equations of multiplicative finite-strain plasticity/viscoplasticity. The algorithm is illustrated by an…

Numerical Analysis · Mathematics 2016-05-25 A. V. Shutov

We describe a novel iterative strategy for Kohn-Sham density functional theory calculations aimed at large systems (> 1000 electrons), applicable to metals and insulators alike. In lieu of explicit diagonalization of the Kohn-Sham…

Computational Physics · Physics 2018-02-22 Amartya S. Banerjee , Lin Lin , Phanish Suryanarayana , Chao Yang , John E. Pask

The purpose of this note is to extend in a simple and unified way some results on orthogonal polynomials with respect to the weight function $$\frac{|T_m(x)|^p}{\sqrt{1-x^2}}\;,\quad-1<x<1\;,$$ where $T_m$ is the Chebyshev polynomial of the…

Classical Analysis and ODEs · Mathematics 2019-09-30 K. Castillo , M. N. de Jesus , J. Petronilho

This paper provides a detailed expository and computational account of the elementary methods developed by P. L. Chebyshev and J. J. Sylvester to establish explicit bounds on the prime counting function. The core of the method involves…

Number Theory · Mathematics 2025-12-03 Tsogtgerel Gantumur

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

We obtain new complexity bounds for computing a triangular integral basis of a number field or a function field. We reach for function fields a softly linear cost with respect to the size of the output when the residual characteristic is…

Number Theory · Mathematics 2024-05-24 Adrien Poteaux , Martin Weimann

Federated Learning (FL) enables collaborative model training across decentralized clients without sharing private data. However, FL suffers from biased global models due to non-IID and long-tail data distributions. We propose…

Machine Learning · Computer Science 2026-01-08 Jingrui Zhang , Yimeng Xu , Shujie Li , Feng Liang , Haihan Duan , Yanjie Dong , Victor C. M. Leung , Xiping Hu

In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions…

Numerical Analysis · Mathematics 2024-04-26 Daniel Potts , Pascal Schröter

The rigorous solution to the grating diffraction problem is a cornerstone step in many scientific fields and industrial applications ranging from the study of the fundamental properties of metasurfaces to the simulation of photolithography…

Computational Physics · Physics 2025-02-05 Evgeniy Levdik , Alexey A. Shcherbakov

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

Optimization and Control · Mathematics 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…

Numerical Analysis · Mathematics 2023-04-06 Frank de Hoog , Markus Hegland

We introduce an algorithmic framework based on tensor networks for computing fluid flows around immersed objects in curvilinear coordinates. We show that the tensor network simulations can be carried out solely using highly compressed…

Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating…

Numerical Analysis · Mathematics 2024-04-24 Xun Tang , Leah Collis , Lexing Ying

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

The problem of computing optimal orthogonal approximation to a given matrix has attracted growing interest in machine learning. Notable applications include the recent Muon optimizer or Riemannian optimization on the Stiefel manifold. Among…

Numerical Analysis · Mathematics 2026-02-25 Ekaterina Grishina , Matvey Smirnov , Maxim Rakhuba

Gradient compression can effectively alleviate communication bottlenecks in Federated Learning (FL). Contemporary state-of-the-art sparse compressors, such as Top-$k$, exhibit high computational complexity, up to $\mathcal{O}(d\log_2{k})$,…

Machine Learning · Computer Science 2025-05-20 Rongwei Lu , Yutong Jiang , Jinrui Zhang , Chunyang Li , Yifei Zhu , Bin Chen , Zhi Wang

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos