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A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

Numerical Analysis · Mathematics 2018-05-08 John T. Katsikadelis

In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More…

Optimization and Control · Mathematics 2022-05-26 Feng Guo , Liguo Jiao

In this paper we use a Variational Quantum Algorithm to solve Initial Value Problems with the Implicit Crank-Nicolson and the Method of Lines (MoL) evolution schemes. The unknown functions use a spectral decomposition with the Fourier…

Quantum Physics · Physics 2024-10-17 Francisco Guzman-Cajica , Francisco S. Guzman

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos

Robust estimation is essential in computer vision, robotics, and navigation, aiming to minimize the impact of outlier measurements for improved accuracy. We present a fast algorithm for Geman-McClure robust estimation, FracGM, leveraging…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Bang-Shien Chen , Yu-Kai Lin , Jian-Yu Chen , Chih-Wei Huang , Jann-Long Chern , Ching-Cherng Sun

In this work we present Haar wavelet collocation method and solve the following class of system of Lane-Emden equation defined as \begin{eqnarray*} -(t^{k_1} y'(t))'=t^{-\omega_1} f_1(t,y(t),z(t)),\\ -(t^{k_2} z'(t))'=t^{-\omega_2}…

Numerical Analysis · Mathematics 2019-12-04 Amit K. Verma , Narendra Kumar , Diksha Tiwari

In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux…

Numerical Analysis · Mathematics 2023-05-11 Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the stochastic extra-momentum solution scheme. The first one is a…

Optimization and Control · Mathematics 2021-07-20 Kevin Huang , Shuzhong Zhang

A first-order ordinary differential equation, solved with respect to derivative, is considered. It's right-hand side is defined and continuous on the set, consisting of a connected open subset of a two-dimensional Euclidean space and a part…

Classical Analysis and ODEs · Mathematics 2024-02-27 Vladimir V. Basov

We describe a new form of diagonalization for linear two point constant coefficient differential operators with arbitrary linear boundary conditions. Although the diagonalization is in a weaker sense than that usually employed to solve…

Spectral Theory · Mathematics 2021-10-22 Sultan Aitzhan , Sambhav Bhandari , David Andrew Smith

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

We study energy-conserving Hamiltonian Boundary Value Methods (HBVMs) for Hamiltonian systems, which arise in applications where long-term preservation of energy and symplecticity is essential. HBVMs are multi-stage schemes whose stage…

Numerical Analysis · Mathematics 2026-05-18 Fabio Durastante , Mariarosa Mazza

A high order wavelet integral collocation method (WICM) is developed for general nonlinear boundary value problems in physics. This method is established based on Coiflet approximation of multiple integrals of interval bounded functions…

Numerical Analysis · Mathematics 2017-04-26 Lei Zhang , Jizeng Wang , Xiaojing Liu , Youhe Zhou

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…

Numerical Analysis · Mathematics 2022-03-09 M. H. A. Piro , J. S. Bell , M. Poschmann , A. Prudil , P. Chan

The forward-backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward-backward envelope (FBE).…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval…

Information Theory · Computer Science 2016-09-21 Cheng Qian , Nicholas D. Sidiropoulos , Kejun Huang , Lei Huang , H. C. So

In this paper, an efficient algorithm is presented by the extrapolation technique to improve the accuracy of finite difference schemes for solving the fractional boundary value problems with non-smooth solution. Two popular finite…

Numerical Analysis · Mathematics 2016-07-26 Zhao-Peng Hao , Wan-Rong Cao
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