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In this paper, we consider a fixed delay Cox-Ingersoll-Ross process (CIR process) on the regime where it does not hit zero, the aim is to determine a positive preserving implicit Euler Scheme. On a time grid with constant stepsize our…

Probability · Mathematics 2018-07-18 Federico Flore , Giovanna Nappo

The proximal generalized alternating direction method of multipliers (p-GADMM) is substantially efficient for solving convex composite programming problems of high-dimensional to moderate accuracy. The global convergence of this method was…

Optimization and Control · Mathematics 2022-08-19 Han Wang , Yunhai Xiao

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…

Numerical Analysis · Mathematics 2019-02-11 Savio B. Rodrigues

Motivated by the advantages achieved by implicit analogue net for solving online linear equations, a novel implicit neural model is designed based on conventional explicit gradient neural networks in this letter by introducing a…

Neural and Evolutionary Computing · Computer Science 2017-03-20 Ke Chen

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

Large language models (LLMs) have achieved widespread success on a variety of in-context few-shot tasks, but this success is typically evaluated via correctness rather than consistency. We argue that self-consistency is an important…

Computation and Language · Computer Science 2024-02-09 Angelica Chen , Jason Phang , Alicia Parrish , Vishakh Padmakumar , Chen Zhao , Samuel R. Bowman , Kyunghyun Cho

In this work we establish the first linear convergence result for the stochastic heavy ball method. The method performs SGD steps with a fixed stepsize, amended by a heavy ball momentum term. In the analysis, we focus on minimizing the…

Optimization and Control · Mathematics 2017-12-27 Nicolas Loizou , Peter Richtárik

This paper concerns with the developing the most general schemes so-called Fuzzy General Linear Methods (FGLM) for solving fuzzy differential equations. The general linear methods (GLM) for ordinary differential equations are the middle…

Numerical Analysis · Mathematics 2018-12-11 Javad Farzi , Afsaneh Moradi

We study linear closure relations for the moments' method applied to simple kinetic equations. The equations are linear collisional models (velocity jump processes) which are well suited to this type of approximation. In this simplified, 1…

Analysis of PDEs · Mathematics 2012-06-22 Yves Bourgault , Damien Broizat , Pierre-Emmanuel Jabin

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate…

Machine Learning · Computer Science 2026-03-24 Heng Zhu , Harsh Vardhan , Arya Mazumdar

In this article we develop convergence theory for a class of goal-oriented adaptive finite element algorithms for second order nonsymmetric linear elliptic equations. In particular, we establish contraction results for a method of this type…

Numerical Analysis · Mathematics 2013-08-09 Michael Holst , Sara Pollock

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Machine Learning · Computer Science 2023-12-22 Yilang Zhang , Bingcong Li , Shijian Gao , Georgios B. Giannakis

Gradient descent can be surprisingly good at optimizing deep neural networks without overfitting and without explicit regularization. We find that the discrete steps of gradient descent implicitly regularize models by penalizing gradient…

Machine Learning · Computer Science 2022-07-20 David G. T. Barrett , Benoit Dherin

In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and…

Numerical Analysis · Mathematics 2020-05-13 Zhichao Peng , Yingda Cheng , Jing-Mei Qiu , Fengyan Li

Immersed boundary methods simplify mesh generation by embedding the domain of interest into an extended domain that is easy to mesh, introducing the challenge of dealing with cells that intersect the domain boundary. Combined with explicit…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Christian Faßbender , Tim Bürchner , Philipp Kopp , Ernst Rank , Stefan Kollmannsberger

We analyze a semi-implicit finite volume scheme for the Gray--Scott system, a model for pattern formation in chemical and biological media. We prove unconditional well-posedness of the fully discrete problem and establish qualitative…

Numerical Analysis · Mathematics 2025-08-27 Tsiry Avisoa Randrianasolo

Gradient restarting has been shown to improve the numerical performance of accelerated gradient methods. This paper provides a mathematical analysis to understand these advantages. First, we establish global linear convergence guarantees…

Optimization and Control · Mathematics 2025-05-28 Chenglong Bao , Liang Chen , Jiahong Li , Zuowei Shen
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