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In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…

Optimization and Control · Mathematics 2021-01-12 Hedy Attouch , Radu Ioan Bot , Ernö Robert Csetnek

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

In this work, we study the computational complexity of reducing the squared gradient magnitude for smooth minimax optimization problems. First, we present algorithms with accelerated $\mathcal{O}(1/k^2)$ last-iterate rates, faster than the…

Optimization and Control · Mathematics 2021-06-11 TaeHo Yoon , Ernest K. Ryu

Recently, several approaches to solving linear systems on a quantum computer have been formulated in terms of the quantum adiabatic theorem for a continuously varying Hamiltonian. Such approaches enabled near-linear scaling in the condition…

Quantum Physics · Physics 2021-11-17 Pedro C. S. Costa , Dong An , Yuval R. Sanders , Yuan Su , Ryan Babbush , Dominic W. Berry

This paper is devoted to studying the Cauchy problem for the three-dimensional isentropic compressible Navier-Stokes equations with density-dependent viscosities given by $\mu=\rho^\alpha,\lambda=\rho^\alpha(\alpha>0)$. We establish the…

Analysis of PDEs · Mathematics 2025-07-23 Jie Fan , Xiangdi Huang , Anchun Ni

We consider the following Cauchy problem for weakly coupled systems of semi-linear damped elastic waves with a power source non-linearity in three-dimensions: \begin{equation*} U_{tt}-a^2\Delta U-\big(b^2-a^2\big)\nabla\text{div }…

Analysis of PDEs · Mathematics 2019-01-30 Wenhui Chen , Michael Reissig

In this paper, we study the following Cauchy problem for linear visco-elastic damped wave models with a general time-dependent coefficient $g=g(t)$: \begin{equation} \label{EqAbstract} \tag{$\star$} \begin{cases} u_{tt}- \Delta u +…

Analysis of PDEs · Mathematics 2024-11-06 Halit Sevki Aslan , Michael Reissig

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…

Optimization and Control · Mathematics 2018-02-26 Mahyar Fazlyab , Alejandro Ribeiro , Manfred Morari , Victor M. Preciado

A two dimensional eigenvalue problem (2DEVP) of a Hermitian matrix pair $(A, C)$ is introduced in this paper. The 2DEVP can be viewed as a linear algebraic formulation of the well-known eigenvalue optimization problem of the parameter…

Numerical Analysis · Mathematics 2022-09-19 Yangfeng Su , Tianyi Lu , Zhaojun Bai

The problem of acquiring elastic properties of a composite material from the data of the vibrational testing is considered. The specimen is considered to abide by the linear elasticity laws and subject to viscoelastic damping. The BVP for…

Numerical Analysis · Mathematics 2024-01-22 Vitalii Aksenov , Aleksey Vasyukov , Katerina Beklemysheva

We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…

Computation · Statistics 2019-12-30 Jing Yu , Mihai Anitescu

We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…

Data Structures and Algorithms · Computer Science 2025-04-30 Adrian Vladu

The Cauchy problem of the compressible Oldroyd-B model without damping mechanism in R^n$ with $n\ge2$ is considered. The lack of dissipation in density and stress tensor in the model is compensated by exploiting an intrinsic structure and…

Analysis of PDEs · Mathematics 2020-03-03 Xiaoping Zhai , Zhi-Min Chen

We propose an algorithm for encoding of linear kinetic plasma problems in quantum circuits. The focus is made on modeling electrostatic linear waves in one-dimensional Maxwellian electron plasma. The waves are described by the linearized…

Plasma Physics · Physics 2024-09-23 Ivan Novikau , Ilya Y. Dodin , Edward A. Startsev

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

Numerical Analysis · Computer Science 2014-11-06 Prateek Jain , Praneeth Netrapalli

This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. Current state-of-the-art first-order algorithms find an…

Optimization and Control · Mathematics 2021-07-27 Tianyi Lin , Chi Jin , Michael. I. Jordan

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow
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