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In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

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…

Optimization and Control · Mathematics 2017-01-09 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

Computational Engineering, Finance, and Science · Computer Science 2020-11-02 F. Greco , M. Arroyo

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…

Numerical Analysis · Mathematics 2020-09-29 Vu Thai Luan

Virtual element methods (VEMs) without extrinsic stabilization in arbitrary degree of polynomial are developed for second order elliptic problems, including a nonconforming VEM and a conforming VEM in arbitrary dimension. The key is to…

Numerical Analysis · Mathematics 2023-09-25 Chunyu Chen , Xuehai Huang , Huayi Wei

In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…

Numerical Analysis · Mathematics 2018-09-18 Bin Wang , Xinyuan Wu

We apply the framework of block-encodings, introduced by Low and Chuang (under the name standard-form), to the study of quantum machine learning algorithms and derive general results that are applicable to a variety of input models,…

Quantum Physics · Physics 2020-02-21 Shantanav Chakraborty , András Gilyén , Stacey Jeffery

In boundary element methods (BEM) in $\mathbb{R}^3$, matrix elements and right hand sides are typically computed via analytical or numerical quadrature of the layer potential multiplied by some function over line, triangle and tetrahedral…

Numerical Analysis · Mathematics 2023-04-06 Nail A. Gumerov , Shoken Kaneko , Ramani Duraiswami

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang

This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…

Information Theory · Computer Science 2018-10-17 Andrea Pizzo , Alessio Zappone , Luca Sanguinetti

Outstanding advances in solid-state laser technology, employing the optical parametric chirped-pulse-amplification (OPCPA) technique, have led physicists to focus laser pulses to highly-relativistic intensities which led to novel schemes…

Plasma Physics · Physics 2026-01-28 Szilárd Majorosi , Nasr Hafz , Zsolt Lécz

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in statistical models, where the likelihood is intractable but can be estimated unbiasedly. %Examples include random effect models, state-space models and data…

Methodology · Statistics 2017-09-12 M. -N. Tran , R. Kohn , M. Quiroz , M. Villani

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

We investigate the resolution of parabolic PDEs via Extreme Learning Machine (ELMs) Neural Networks, which have a single hidden layer and can be trained at a modest computational cost as compared with Deep Learning Neural Networks. Our…

Numerical Analysis · Mathematics 2022-06-02 Francesco Calabrò , Salvatore Cuomo , Daniela di Serafino , Giuseppe Izzo , Eleonora Messina

In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…

Computational Physics · Physics 2019-11-05 Pedro da Silva Peixoto , Martin Schreiber

In the absence of prior knowledge, ordinal embedding methods obtain new representation for items in a low-dimensional Euclidean space via a set of quadruple-wise comparisons. These ordinal comparisons often come from human annotators, and…

Machine Learning · Computer Science 2018-12-06 Ke Ma , Qianqian Xu , Zhiyong Yang , Xiaochun Cao
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