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In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

Superquantiles have recently gained significant interest as a risk-aware metric for addressing fairness and distribution shifts in statistical learning and decision making problems. This paper introduces a fast, scalable and robust…

Optimization and Control · Mathematics 2026-03-26 Jake Roth , Ying Cui

This manuscript presents a fast direct solution technique for solving two dimensional wave scattering problems from quasi-periodic multilayered structures. When the interface geometries are complex, the dominant term in the computational…

Numerical Analysis · Mathematics 2020-05-25 Yabin Zhang , Adrianna Gillman

We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…

Optimization and Control · Mathematics 2018-11-14 Clément W. Royer , Michael O'Neill , Stephen J. Wright

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

We present a fast spectral Galerkin scheme for the discretization of boundary integral equations arising from two-dimensional Helmholtz transmission problems in multi-layered periodic structures or gratings. Employing suitably parametrized…

Numerical Analysis · Mathematics 2020-11-06 José Pinto , Rubén Aylwin , Carlos Jerez-Hanckes

Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…

Numerical Analysis · Mathematics 2025-10-20 Alexander Lim , Fred Roosta

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

We present an error-neural-modeling-based strategy for approximating two-dimensional curvature in the level-set method. Our main contribution is a redesigned hybrid solver [Larios-C\'ardenas and Gibou, J. Comput. Phys. (May 2022),…

Numerical Analysis · Mathematics 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…

Optimization and Control · Mathematics 2011-04-07 M. Zargham , A. Ribeiro , A. Jadbabaie , A. Ozdaglar

We apply boundary integral equations for the first time to the two-dimensional scattering of time-harmonic waves from a smooth obstacle embedded in a continuously-graded unbounded medium. In the case we solve the square of the wavenumber…

Numerical Analysis · Mathematics 2016-05-04 Alex. H. Barnett , Bradley J. Nelson , J. Matthew Mahoney

A method is introduced for solving Einstein's equations using two distinct coordinate systems. The coordinate basis vectors associated with one system are used to project out components of the metric and other fields, in analogy with the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Mark A. Scheel , Harald P. Pfeiffer , Lee Lindblom , Lawrence E. Kidder , Oliver Rinne , Saul A. Teukolsky

A frequently occurring challenge in experimental and numerical observation is how to resolve features, such as spectral peaks - with center, width, height - and derivatives from measured data with unavoidable noise. Therefore, we develop a…

Data Analysis, Statistics and Probability · Physics 2025-10-03 Bert Mulder , Ad Lagendijk , Willem L. Vos

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

A butterfly-based fast direct integral equation solver for analyzing high-frequency scattering from two-dimensional objects is presented. The solver leverages a randomized butterfly scheme to compress blocks corresponding to near- and…

Numerical Analysis · Mathematics 2017-06-07 Yang Liu , Han Guo , Eric Michielssen

Atomic norm methods have recently been proposed for spectral super-resolution with flexibility in dealing with missing data and miscellaneous noises. A notorious drawback of these convex optimization methods however is their lower…

Signal Processing · Electrical Eng. & Systems 2022-11-29 Zai Yang , Yi-Lin Mo , Gongguo Tang , Zongben Xu

We study the problem of signal source localization using received signal strength measurements. We begin by presenting verifiable geometric conditions for sensor deployment that ensure the model's asymptotic localizability. Then we…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Shenghua Hu , Guangyang Zeng , Wenchao Xue , Haitao Fang , Junfeng Wu , Biqiang Mu

The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…

Computational Physics · Physics 2014-01-08 J. Pétri

We study the problem of super-resolving a superposition of point sources from noisy low-pass data with a cut-off frequency f. Solving a tractable convex program is shown to locate the elements of the support with high precision as long as…

Information Theory · Computer Science 2013-06-03 Carlos Fernandez-Granda
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