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For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers…
A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…
For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the…
This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
L-BFGS is the state-of-the-art optimization method for many large scale inverse problems. It has a small memory footprint and achieves superlinear convergence. The method approximates Hessian based on an initial approximation and an update…
This paper is concerned with the inverse problem of reconstructing a small object from far field measurements. The inverse problem is severally ill-posed because of the diffraction limit and low signal to noise ratio. We propose a novel…
A direct reconstruction algorithm based on Calder\'on's linearization method for the reconstruction of isotropic conductivities is proposed for anisotropic conductivities in two-dimensions. To overcome the non-uniqueness of the anisotropic…
Motivated by the settings where sensing the entire tensor is infeasible, this paper proposes a novel tensor compressed sensing model, where measurements are only obtained from sensing each lateral slice via mutually independent matrices.…
We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…
Recent advances in 3D vision have demonstrated the strengths of photometric bundle adjustment. By directly minimizing reprojected pixel errors, instead of geometric reprojection errors, such methods can achieve sub-pixel alignment accuracy…
Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…
In this paper we are concerned with convergence of solutions of the Poisson equation with Neumann boundary conditions in a two-dimensional thin domain exhibiting highly oscillatory behavior in part of its boundary. We deal with the resonant…
We show that the inference problem of constraining the dipole amplitude with inclusive deep inelastic scattering data can be written into a discrete linear inverse problem, in an analogous manner as can be done for computed tomography. To…
In this paper we prove that there exists an asymptotical diagonalization algorithm for a class of sparse Hermitian (or real symmetric) matrices if and only if the matrices become Hessenberg matrices after some permutation of rows and…
We consider the inverse scattering problem to reconstruct a local perturbation of a given inhomogeneous periodic layer in $\mathbb{R}^d$, $d=2,3$, using near field measurements of the scattered wave on an open set of the boundary above the…
This paper is concerned with the ubiquitous inverse problem of recovering an unknown function u from finitely many measurements possibly affected by noise. In recent years, inversion methods based on linear approximation spaces were…
We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…