Related papers: Computation of the Complex Error Function using Mo…
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…
We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…
The variable change w=exp(u) is applied to establish novel integral representations of the incomplete gamma-function, hypergeometric F-function,confluent hypergeometric /Phi-function and beta-function, and to analyze these functionsas as…
We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…
This paper introduces a new approach for the computation of electromagnetic field derivatives, up to any order, with respect to the material and geometric parameters of a given geometry, in a single Finite-Difference Time-Domain (FDTD)…
A extension of the Euler-Maclaurin (E-M) formula to near-singular functions is presented. This extension is derived based on earlier generalized E-M formulas for singular functions. The new E-M formulas consists of two components: a…
This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…
A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
In this work, we present a numerical solver for optimal control problems constrained by linear and semi-linear second-order elliptic PDEs. The approach is based on recasting the problem and includes an extension of Uzawa's algorithm to…
The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…
In this paper we consider a Metzner-Kapturowski-like decoding algorithm for high-order interleaved sum-rank-metric codes, offering a novel perspective on the decoding process through the concept of an error code. The error code, defined as…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…
This paper proposes new accurate approximations for average error probability (AEP) of a communication system employing either $M$-phase-shift keying (PSK) or differential quaternary PSK with Gray coding (GC-DQPSK) modulation schemes over…
In this paper, we study functional type weak approximation of weak solutions of stochastic functional differential equations by means of the Euler--Maruyama scheme. Under mild assumptions on the coefficients, we provide a quantitative error…
We state and analyze a generalization of the "truncation trick" suggested by Gourdon and Sebah to improve the performance of power series evaluation by binary splitting. It follows from our analysis that the values of D-finite functions…
This paper directly builds upon previous work where we introduced new reduced basis a posteriori error bounds for parametrized saddle point problems based on Brezzi's theory. We here sharpen these estimates for the special case of a…
Fractional operators (derivatives/integrals) are defined via the integration of the functions. When the function is produced by a spanning set of fractional power functions, traditional quadrature rules often need to be revised, failing to…
In this paper, we improve the algorithms of Lauder-Wan \cite{LW} and Harvey \cite{Ha} to compute the zeta function of a system of $m$ polynomial equations in $n$ variables over the finite field $\FF_q$ of $q$ elements, for $m$ large. The…