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We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…

Optimization and Control · Mathematics 2017-08-16 Dmitriy Drusvyatskiy , Courtney Paquette

In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates…

Probability · Mathematics 2019-06-04 Kai Liu

We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…

Computational Physics · Physics 2019-10-02 Bikash Kanungo , Vikram Gavini

To handle vast amounts of data, it is natural and popular to compress vectors and matrices. When we compress a vector from size $N$ down to size $n \ll N$, it certainly makes it easier to store and transmit efficiently, but does it also…

Computational Complexity · Computer Science 2020-10-28 Amir Abboud , Arturs Backurs , Karl Bringmann , Marvin Künnemann

We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…

Numerical Analysis · Mathematics 2021-12-23 Yongseok Jang , Simon Shaw

This paper introduces a dynamic, error-bounded hierarchical matrix (H-matrix) compression method tailored for Physics-Informed Neural Networks (PINNs). The proposed approach reduces the computational complexity and memory demands of…

Machine Learning · Computer Science 2024-09-26 John Mango , Ronald Katende

In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…

Numerical Analysis · Mathematics 2022-06-22 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

Engineering simulations are usually based on complex, grid-based, or mesh-free methods for solving partial differential equations. The results of these methods cover large fields of physical quantities at very many discrete spatial…

Fluid Dynamics · Physics 2025-08-08 Eduardo Di Costanzo , Niklas Kühl , Jean-Christophe Marongiu , Thomas Rung

Given a convex function $f$ on $\mathbb{R}^n$ with an integer minimizer, we show how to find an exact minimizer of $f$ using $O(n^2 \log n)$ calls to a separation oracle and $O(n^4 \log n)$ time. The previous best polynomial time algorithm…

Data Structures and Algorithms · Computer Science 2023-11-15 Haotian Jiang , Yin Tat Lee , Zhao Song , Lichen Zhang

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

Linear complexity iterative and log-linear complexity direct solvers are developed for the volume integral equation (VIE) based general large-scale electrodynamic analysis. The dense VIE system matrix is first represented by a new…

Numerical Analysis · Mathematics 2018-01-22 Saad Omar , Dan Jiao

We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…

Optimization and Control · Mathematics 2023-07-14 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

We present a butterfly-compressed representation of the Hadamard-Babich (HB) ansatz for the Green's function of the high-frequency Helmholtz equation in smooth inhomogeneous media. For a computational domain discretized with $N_v$…

Computational Physics · Physics 2022-10-07 Yang Liu , Jian Song , Robert Burridge , Jianliang Qian

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

Numerical Analysis · Mathematics 2024-04-16 Huicong Zhong , Xiaobing Feng

We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

Numerical Analysis · Mathematics 2023-05-03 Wenlin Qiu

In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…

Optimization and Control · Mathematics 2021-01-12 Hedy Attouch , Radu Ioan Bot , Ernö Robert Csetnek

Wavelet decompositions of integral operators have proven their efficiency in reducing computing times for many problems, ranging from the simulation of waves or fluids to the resolution of inverse problems in imaging. Unfortunately,…

Image and Video Processing · Electrical Eng. & Systems 2020-08-03 Paul Escande , Pierre Weiss

Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…

Numerical Analysis · Mathematics 2020-01-10 Liang-Jian Deng , Roland Glowinski , Xue-Cheng Tai