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In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…

Numerical Analysis · Mathematics 2025-12-08 Juan Zhang , Junyue Luo

The quantum smoothing theory [Tsang, Phys. Rev. Lett. 102, 250403 (2009); Phys. Rev. A, in press (e-print arXiv:0906.4133)] is extended to account for discrete jumps in the classical random process to be estimated, discrete variables in the…

Quantum Physics · Physics 2010-01-26 Mankei Tsang

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…

Numerical Analysis · Mathematics 2026-03-19 André de Figueiredo Stabile , Aurélien Grolet , Alessandra Vizzaccaro , Cyril Touzé

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the…

Numerical Analysis · Mathematics 2017-08-07 Paola Boito , Yuli Eidelman , Luca Gemignani

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

In this paper a local Fourier analysis for multigrid methods on tetrahedral grids is presented. Different smoothers for the discretization of the Laplace operator by linear finite elements on such grids are analyzed. A four-color smoother…

Numerical Analysis · Computer Science 2014-10-28 B. Gmeiner , T. Gradl , F. Gaspar , U. Rüde

The Jacobi-Davidson method is one of the most popular approaches for iteratively computing a few eigenvalues and their associated eigenvectors of a large matrix. The key of this method is to expand the search subspace via solving the…

Numerical Analysis · Mathematics 2015-11-04 Gang Wu , Hong-kui Pang

In distributed optimization, the communication of model updates can be a performance bottleneck. Consequently, gradient compression has been proposed as a means of increasing optimization throughput. In general, due to information loss,…

Optimization and Control · Mathematics 2025-07-17 Thomas Flynn , Patrick Johnstone , Shinjae Yoo

High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matrix time series, or the Tucker-decomposition based…

Methodology · Statistics 2025-06-03 Debika Ghosh , Samrat Roy , Nilanjana Chakraborty

The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…

Numerical Analysis · Mathematics 2014-07-21 Adriano Festa

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of…

Machine Learning · Computer Science 2015-06-22 Furong Huang , Animashree Anandkumar

Solving a set of simultaneous linear equations is probably the most important topic in numerical methods. For solving linear equations, iterative methods are preferred over the direct methods especially when the coefficient matrix is…

Neural and Evolutionary Computing · Computer Science 2013-04-09 R. M. Jalal Uddin Jamali , M. M. A. Hashem , M. Mahfuz Hasan , Md. Bazlar Rahman

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

Many problems give rise to polynomial systems. These systems often have several parameters and we are interested to study how the solutions vary when we change the values for the parameters. Using predictor-corrector methods we track the…

Numerical Analysis · Mathematics 2008-10-01 Kathy Piret , Jan Verschelde

We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Cui-Dan Chen , Hong-Bo Guan

In this work, we present a novel nonlocal nonlinear coarse grid approximation using a machine learning algorithm. We consider unsaturated and two-phase flow problems in heterogeneous and fractured porous media, where mathematical models are…

Numerical Analysis · Mathematics 2020-04-22 Maria Vasilyeva , Wing T. Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione

Iterative Fast Fourier Transform methods are useful for calculating the fields in composite materials and their macroscopic response. By iterating back and forth until convergence, the differential constraints are satisfied in Fourier…

Numerical Analysis · Mathematics 2018-01-25 Hervé Moulinec , Pierre Suquet , Graeme W. Milton