Related papers: Convergence analysis of inexact two-grid methods: …
Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…
High-dimensional transport equations frequently occur in science and engineering. Computing their numerical solution, however, is challenging due to its high dimensionality. In this work we develop an algorithm to efficiently solve the…
Twin-width is a recently formulated graph and matrix invariant that intuitively quantifies how far a graph is from having the structural simplicity of a co-graph. Since its introduction in 2020, twin-width has received increasing attention…
In this article, a nonlinear fractional Cable equation is solved by a two-grid algorithm combined with finite element (FE) method. A temporal second-order fully discrete two-grid FE scheme, in which the spatial direction is approximated by…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
This work studies discontinuous Galerkin (DG) approximations of the boundary value problem for homogeneous transversely isotropic linear elastic bodies. Low-order approximations on triangles are adopted, with the use of three interior…
In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…
An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…
We present multigrid methods for solving elliptic partial differential equations on arbitrary domains using the nodal ghost finite element method, an unfitted boundary approach where the domain is implicitly defined by a level-set function.…
Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…
We propose a new inexact column-and-constraint generation (i-C&CG) method to solve two-stage robust optimization problems. The method allows solutions to the master problems to be inexact, which is desirable when solving large-scale and/or…
We consider a standard elliptic partial differential equation and propose a geometric multigrid algorithm based on Dirichlet-to-Neumann (DtN) maps for hybridized high-order finite element methods. The proposed unified approach is applicable…
In this work, we propose a generalized multiscale inversion algorithm for heterogeneous problems that aims at solving an inverse problem on a computational coarse grid. Previous inversion techniques for multiscale problems seek a…
Coarse grid projection (CGP) multigrid techniques are applicable to sets of equations that include at least one decoupled linear elliptic equation. In CGP, the linear elliptic equation is solved on a coarsened grid compared to the other…
We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…
We provide an alternative Fourier analysis for multigrid applied to the Poisson problem in 1D, based on explicit derivation of spectra of the iteration matrix. The new Fourier analysis has advantages over the existing one. It is easy to…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
Complementarity problems and variational inequalities arise in a wide variety of areas, including machine learning, planning, game theory, and physical simulation. In all of these areas, to handle large-scale problem instances, we need fast…
This paper introduces a unified model for thermo-poroelasticity and multiple-network poroelasticity, reformulated into a total-pressure-based system. We first establish the well-posedness of the problem via a Galerkin-based argument and…