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In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Our goal is to present an elementary approach to the analysis and programming of sparse grid finite element methods. This family of schemes can compute accurate solutions to partial differential equations, but using far fewer degrees of…

Numerical Analysis · Mathematics 2015-11-24 Stephen Russell , Niall Madden

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

A robust, fast and accurate method for solving the Colebrook-like equations is presented. The algorithm is efficient for the whole range of parameters involved in the Colebrook equation. The computations are not more demanding than…

Classical Physics · Physics 2008-11-03 Didier Clamond

Short integer linear programs are programs with a relatively small number of constraints. We show how recent improvements on the running-times of solvers for such programs can be used to obtain fast pseudo-polynomial time algorithms for…

Data Structures and Algorithms · Computer Science 2026-02-09 Danny Hermelin , Dvir Shabtay

A common strategy in the numerical solution of partial differential equations is to define a uniform discretization of a tensor-product multi-dimensional logical domain, which is mapped to a physical domain through a given coordinate…

Computational Physics · Physics 2019-09-13 Edoardo Zoni , Yaman Güçlü

In this paper we describe an algorithm for implicitizing rational hypersurfaces in case there exists at most a finite number of base points. It is based on a technique exposed in math.AG/0210096, where implicit equations are obtained as…

Algebraic Geometry · Mathematics 2007-05-23 Laurent Buse , Marc Chardin

We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…

Optimization and Control · Mathematics 2017-08-16 Dmitriy Drusvyatskiy , Courtney Paquette

In this paper, we present an immersed weak Galerkin method for solving second-order elliptic interface problems. The proposed method does not require the meshes to be aligned with the interface. Consequently, uniform Cartesian meshes can be…

Numerical Analysis · Mathematics 2019-10-18 Lin Mu , Xu Zhang

An algorithm based on the Ehrlich-Aberth root-finding method is presented for the computation of the eigenvalues of a T-palindromic matrix polynomial. A structured linearization of the polynomial represented in the Dickson basis is…

Numerical Analysis · Mathematics 2011-11-15 Luca Gemignani , Vanni Noferini

The problem of simplifying tensor expressions is addressed in two parts. The first part presents an algorithm designed to put tensor expressions into a canonical form, taking into account the symmetries with respect to index permutations…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Renato Portugal

We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…

Data Structures and Algorithms · Computer Science 2024-02-14 David Gamarnik , Devin Smedira

The a posteriori error estimator using the least-squares functional can be used for adaptive mesh refinement and error control even if the numerical approximations are not obtained from the corresponding least-squares method. This suggests…

Numerical Analysis · Mathematics 2024-07-19 Ziyan Li , Shun Zhang

A rapidly convergent series, based on Taylor expansion of the imaginary part of the complex error function, is presented for highly accurate approximation of the Voigt/complex error function with small imaginary argument (Y less than 0.1).…

Mathematical Software · Computer Science 2021-12-06 Yihong Wang

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…

Optimization and Control · Mathematics 2022-09-16 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat

In this paper, we explain a new Iterative Method-Fixed Point and develop its convergence theory for finding approximate solutions of nonlinear equations in the setting of Banach spaces. First, we discuss the convergence analysis of our…

General Mathematics · Mathematics 2022-05-10 Nikos Mantzakouras , Eteri Biragova

This manuscript presents an efficient boundary integral equation technique for solving two-dimensional Helmholtz problems defined in the half-plane bounded by an infinite, periodic curve with Neumann boundary conditions and an aperiodic…

Numerical Analysis · Mathematics 2025-11-07 Riley Fisher , Fruzsina Agocs , Adrianna Gillman

We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…

Numerical Analysis · Mathematics 2020-06-25 Sebastian Riedel , Yue Wu

We employ the enclosure method to reconstruct unknown inclusions within an object that is governed by a semilinear elliptic equation with power-type nonlinearity. Motivated by [16], we tried to solve the problem without using special…

Analysis of PDEs · Mathematics 2023-12-19 Rulin Kuan