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We derive new estimates for distances between optimal matchings of eigenvalues of non-normal matrices in terms of the norm of their difference. We introduce and estimate a hyperbolic metric analogue of the classical spectral-variation…

Numerical Analysis · Mathematics 2015-12-22 Oleg Szehr , Alexander Müller-Hermes

We propose a combinatorial method for computing explicit solutions to multi-parametric quadratic programs, which can be used to compute explicit control laws for linear model predictive control. In contrast to classical methods, which are…

Optimization and Control · Mathematics 2024-04-09 Daniel Arnström , Daniel Axehill

This article presents a higher-order spectral element method for the two-dimensional Stokes interface problem involving a piecewise constant viscosity coefficient. The proposed numerical formulation is based on least-squares formulation.…

Numerical Analysis · Mathematics 2025-08-14 Kishore Kumar Naraparaju , Shivangi Joshi , Subhashree Mohapatra

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical…

Optimization and Control · Mathematics 2023-03-08 Christian Beck , Arnulf Jentzen , Konrad Kleinberg , Thomas Kruse

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…

Optimization and Control · Mathematics 2022-11-16 Pablo Krupa , Daniel Limon , Alberto Bemporad , Teodoro Alamo

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

The recently introduced full-history recursive multilevel Picard (MLP) approximation methods have turned out to be quite successful in the numerical approximation of solutions of high-dimensional nonlinear PDEs. In particular, there are…

Numerical Analysis · Mathematics 2020-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

In this paper, we introduce a new family of orthogonal systems, termed as the M\"{u}ntz ball polynomials (MBPs), which are orthogonal with respect to the weight function: $\|x\|^{2\theta+2\mu-2} (1-\|x\|^{2\theta})^{\alpha}$ with the…

Numerical Analysis · Mathematics 2023-03-10 Xiu Yang , Li-Lian Wang , Huiyuan Li , Changtao Sheng

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

Numerical Analysis · Mathematics 2018-10-15 Samy Wu Fung , Lars Ruthotto

We present a new algorithm for finding isolated zeros of a system of real-valued functions in a bounded interval in $\mathbb{R}^n$. It uses the Chebyshev proxy method combined with a mixture of subdivision, reduction methods, and…

In this paper we propose a novel class of methods for high order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the…

Numerical Analysis · Mathematics 2022-12-23 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

We investigate the existence and multiplicity of solutions for higher order discrete boundary value problems via critical point theory.

Classical Analysis and ODEs · Mathematics 2011-11-23 Mikołaj Pepłoński

This paper studies an efficient numerical method for solving modified Poisson-Boltzmann (MPB) equations with the self Green's function as a state equation to describe electrostatic correlations in ionic systems. Previously, the most…

Computational Physics · Physics 2022-05-11 Yihui Tu , Qiyuan Pang , Haizhao Yang , Zhenli Xu

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

This study proposes a trainable sampling-based solver for combinatorial optimization problems (COPs) using a deep-learning technique called deep unfolding. The proposed solver is based on the Ohzeki method that combines Markov-chain…

Disordered Systems and Neural Networks · Physics 2024-05-03 Ryo Hagiwara , Satoshi Takabe

The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate…

Numerical Analysis · Mathematics 2023-06-06 Mojalefa P. Nchupang , Arnaud G. Malan , Fredrik Laurén , Jan Nordström

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin