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In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and…

Optimization and Control · Mathematics 2022-07-13 Wei Zhang , Tiejun Li , Christof Schütte

Cosmological perturbation theory is a powerful tool to predict the statistics of large-scale structure in the weakly non-linear regime, but even at 1-loop order it results in computationally expensive mode-coupling integrals. Here we…

Cosmology and Nongalactic Astrophysics · Physics 2017-02-17 Xiao Fang , Jonathan A. Blazek , Joseph E. McEwen , Christopher M. Hirata

Extracting approximate eigenpairs from a prescribed subspace is of fundamental importance in eigenvalue computation. While projecting the target eigenvector onto the subspace yields satisfactory accuracy, extracting an approximate eigenpair…

Numerical Analysis · Mathematics 2026-05-26 Nian Shao

Computing saddle points with a prescribed Morse index on potential energy surfaces is crucial for characterizing transition states for nosie-induced rare transition events in physics and chemistry. Many numerical algorithms for this type of…

Optimization and Control · Mathematics 2025-01-28 Shuting Gu , Hao Zhang , Xiaoqun Zhang , Xiang Zhou

A key advantage of isogeometric discretizations is their accurate and well-behaved eigenfrequencies and eigenmodes. For degree two and higher, however, optical branches of spurious outlier frequencies and modes may appear due to boundaries…

Numerical Analysis · Mathematics 2022-02-16 Thi-Hoa Nguyen , René R. Hiemstra , Stein K. F. Stoter , Dominik Schillinger

Identifying intersections among a set of d-dimensional rectangular regions (d-rectangles) is a common problem in many simulation and modeling applications. Since algorithms for computing intersections over a large number of regions can be…

Data Structures and Algorithms · Computer Science 2016-05-18 Moreno Marzolla , Gabriele D'Angelo , Marco Mandrioli

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Optimization and Control · Mathematics 2020-02-06 Aliyu Muhammed Awwal , Poom Kumam , Hassan Mohammad

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

In this paper, we first describe a matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. We then prove its global convergence. Finally, we apply this approximation procedure to multivariate…

Optimization and Control · Mathematics 2008-09-30 Federico Ramponi , Augusto Ferrante , Michele Pavon

Finite unit norm tight frames provide Parseval-like decompositions of vectors in terms of redundant components of equal weight. They are known to be exceptionally robust against additive noise and erasures, and as such, have great potential…

Functional Analysis · Mathematics 2010-09-29 Peter G. Casazza , Matthew Fickus , Dustin G. Mixon

In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , Jacek Gondzio

Simulating differential equations on classical computers becomes an intractable problem if the grid size is extremely large. Quantum computers are believed to achieve a possibly exponential speedup in the matrix operation. In this paper, we…

Quantum Physics · Physics 2025-03-18 Xinchi Huang , Hirofumi Nishi , Taichi Kosugi , Yoshifumi Kawada , Yu-ichiro Matsushita

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

Numerical Analysis · Mathematics 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

Computational Physics · Physics 2009-11-10 W. R. Gibbs

We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…

Numerical Analysis · Mathematics 2010-11-22 Luka Grubišić , Ninoslav Truhar , Krešimir Veselić

We present a high-performance solver for dense skew-symmetric matrix eigenvalue problems. Our work is motivated by applications in computational quantum physics, where one solution approach to solve the so-called Bethe-Salpeter equation…

Numerical Analysis · Mathematics 2020-06-05 Carolin Penke , Andreas Marek , Christian Vorwerk , Claudia Draxl , Peter Benner

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…

Numerical Analysis · Mathematics 2020-08-26 Jianguo Huang , Haoqin Wang , Haizhao Yang