Related papers: Smoothed-adaptive perturbed inverse iteration for …
Low-rank tensor methods for the approximate solution of second-order elliptic partial differential equations in high dimensions have recently attracted significant attention. A critical issue is to rigorously bound the error of such…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…
The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…
The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…
We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
In this work, we study the numerical solution of inverse eigenvalue problems from a machine learning perspective. Two different problems are considered: the inverse Strum-Liouville eigenvalue problem for symmetric potentials and the inverse…
In this paper we consider a reduced order method for the approximation of the eigensolutions of the Laplace problem with Dirichlet boundary condition. We use a time continuation technique that consists in the introduction of a fictitious…
In this paper, we present a practical algorithm based on sparsity regularization to effectively solve nonlinear dynamic inverse problems that are encountered in subsurface model calibration. We use an iteratively reweighted algorithm that…
An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…
In numerous practical applications, especially in medical image reconstruction, it is often infeasible to obtain a large ensemble of ground-truth/measurement pairs for supervised learning. Therefore, it is imperative to develop unsupervised…
This paper is concerned with the design and analysis of a fully adaptive eigenvalue solver for linear symmetric operators. After transforming the original problem into an equivalent one formulated on $\ell_2$, the space of square summable…
Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…
We develop a novel wave imaging scheme for reconstructing the shape of an inhomogeneous scatterer and we consider the inverse acoustic obstacle scattering problem as a prototype model for our study. There exists a wealth of reconstruction…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…
In this paper, we propose a method for computing eigenvalues of elliptic problems using Deep Learning techniques. A key feature of our approach is that it is independent of the space dimension and can compute arbitrary eigenvalues without…
In this article, we study eigenvalue problems associated to self-adjoint operators and their approximation obtained by subspace projection, as used in the reduced basis method for instance. We provide error bounds between the exact…