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In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…

Numerical Analysis · Mathematics 2018-01-25 Xiaoxu Zhong , Shijun Liao

We present \texttt{DR-DAQP}, an open-source solver for strongly monotone affine variational inequaliries that combines Douglas-Rachford operator splitting with an active-set acceleration strategy. The key idea is to estimate the active set…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Daniel Arnström , Emilio Benenati , Giuseppe Belgioioso

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

In many existing methods in multiple comparison, one starts with either Fisher's p-values or the local fdr scores. The former one, with a usual definition as the tail probability exceeding the observed test statistic under the null…

Methodology · Statistics 2021-04-13 Zhigen Zhao

Structured Finite Element Methods (FEMs) based on low-rank approximation in the form of the so-called Quantized Tensor Train (QTT) decomposition (QTT-FEM) have been proposed and extensively studied in the case of elliptic equations. In this…

Numerical Analysis · Mathematics 2024-11-19 Sara Fraschini , Vladimir Kazeev , Ilaria Perugia

A new fully discrete linearized $H^1$-conforming Lagrange finite element method is proposed for solving the two-dimensional magneto-hydrodynamics equations based on a magnetic potential formulation. The proposed method yields numerical…

Numerical Analysis · Mathematics 2019-03-12 Buyang Li , Jilu Wang , Liwei Xu

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

The integration of large language models (LLMs) with external tools has significantly expanded the capabilities of AI agents. However, as the diversity of both LLMs and tools increases, selecting the optimal model-tool combination becomes a…

Computation and Language · Computer Science 2026-01-08 Jinyang Wu , Guocheng Zhai , Ruihan Jin , Jiahao Yuan , Yuhao Shen , Shuai Zhang , Zhengqi Wen , Jianhua Tao

Solving partial differential equations (PDEs) on complex domains can present significant computational challenges. The Diffuse Domain Method (DDM) is an alternative that reformulates the partial differential equations on a larger, simpler…

Numerical Analysis · Mathematics 2025-07-24 Luke Benfield , Andreas Dedner

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

Informed sampling-based planning algorithms exploit problem knowledge for better search performance. This knowledge is often expressed as heuristic estimates of solution cost and used to order the search. The practical improvement of this…

Robotics · Computer Science 2020-12-10 Marlin P. Strub , Jonathan D. Gammell

Data stream learning is a very relevant paradigm because of the increasing real-world scenarios generating data at high velocities and in unbounded sequences. Stream learning aims at developing models that can process instances as they…

Machine Learning · Computer Science 2024-10-29 Aurora Esteban , Alberto Cano , Amelia Zafra , Sebastián Ventura

In complex multivariate systems, interactions among variables are defined by dependency structures, often encoded as directed acyclic graphs ($\text{DAGs}$). However, dependency structures can vary across subjects, and ignoring this…

Machine Learning · Statistics 2026-05-20 Honglin Du , Muxuan Liang , Xiang Zhong

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

Here we present an automated method for obtaining wavelength calibrations for one-dimensional spectra, using Dynamic Time Warping (DTW). DTW is a flexible and well-understood algorithm for pattern matching, which has not been widely used in…

Many models of physical systems, such as mechanical and electrical networks, exhibit algebraic constraints that arise from subsystem interconnections and underlying physical laws. Such systems are commonly formulated as…

Systems and Control · Electrical Eng. & Systems 2026-01-26 N. Hagelaars , G. J. E. van Otterdijk , S. Moradi , R. Tóth , N. O. Jaensson , M. Schoukens

In this work, we present the convergence analysis of one-point large deviations rate functions (LDRFs) of the spatial finite difference method (FDM) for stochastic wave equations with small noise, which is essentially about the asymptotical…

Numerical Analysis · Mathematics 2022-09-20 Diancong Jin , Jialin Hong , Derui Sheng

In phylogenetics, a central problem is to infer the evolutionary relationships between a set of species $X$; these relationships are often depicted via a phylogenetic tree -- a tree having its leaves univocally labeled by elements of $X$…

Data Structures and Algorithms · Computer Science 2016-04-12 Julien Baste , Christophe Paul , Ignasi Sau , Celine Scornavacca

To enhance the scalability and performance of the traditional finite-difference time-domain (FDTD) methods, a three-dimensional summation-by-parts simultaneous approximation term (SBP-SAT) FDTD method is developed to solve complex…

Computational Engineering, Finance, and Science · Computer Science 2022-06-02 Yu Cheng , Hanhong Liu , Xinsong Wang , Guangzhi Chen , Xiang-Hua Wang , Xingqi Zhang , Shunchuan Yang , Zhizhang Chen

The automaton constrained tree knapsack problem is a variant of the knapsack problem in which the items are associated with the vertices of the tree, and we can select a subset of items that is accepted by a top-down tree automaton. If the…

Data Structures and Algorithms · Computer Science 2018-09-18 Soh Kumabe , Takanori Maehara , Ryoma Sin'ya