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The stochastic inverse eigenvalue problem aims to reconstruct a stochastic matrix from its spectrum. While there exists a large literature on the existence of solutions for special settings, there are only few numerical solution methods…

Numerical Analysis · Mathematics 2020-04-17 Gabriele Steidl , Maximilian Winkler

We consider a class of hierarchical multi-agent optimization problems over networks where agents seek to compute an approximate solution to a single-stage stochastic mathematical program with equilibrium constraints (MPEC). MPECs subsume…

Optimization and Control · Mathematics 2024-03-14 Mohammadjavad Ebrahimi , Uday V. Shanbhag , Farzad Yousefian

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

A novel approach which combines isogeometric collocation and an equilibrium-based stress recovery technique is applied to analyze laminated composite plates. Isogeometric collocation is an appealing strong form alternative to standard…

Numerical Analysis · Mathematics 2024-12-20 Alessia Patton , John-Eric Dufour , Pablo Antolin , Alessandro Reali

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

In this manuscript, we present relaxation optimized methods for transfer of bilinear spin correlations along Ising spin chains. These relaxation optimized methods can be used as a building block for transfer of polarization between distant…

Quantum Physics · Physics 2014-01-17 Dionisis Stefanatos , Steffen J. Glaser , Navin Khaneja

We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…

Numerical Analysis · Mathematics 2018-03-29 Philip L. Lederer , Christoph Lehrenfeld , Joachim Schöberl

A new relaxation approach is proposed which allows for the description of stress- and strain-softening at finite strains. The model is based on the construction of a convex hull replacing the originally non-convex incremental stress…

Computational Engineering, Finance, and Science · Computer Science 2023-02-08 Maximilian Köhler , Daniel Balzani

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…

Numerical Analysis · Mathematics 2020-11-25 Robert Saye

High-breakdown-point estimators of multivariate location and shape matrices, such as the MM-estimator with smooth hard rejection and the Rocke S-estimator, are generally designed to have high efficiency at the Gaussian distribution.…

Statistics Theory · Mathematics 2023-05-16 Justin A. Fishbone , Lamine Mili

This paper introduces an auto-stabilized weak Galerkin (WG) finite element method for solving Stokes equations without relying on traditional stabilizers. The proposed WG method accommodates both convex and non-convex polytopal elements in…

Numerical Analysis · Mathematics 2025-01-07 Chunmei Wang , Shangyou Zhang

The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…

Numerical Analysis · Mathematics 2021-05-24 Erlend Storvik , Jakub Wiktor Both , Jan Martin Nordbotten , Florin Adrian Radu

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

Given a renormalization scheme, we show how to formulate a tractable convex relaxation of the set of feasible local density matrices of a many-body quantum system. The relaxation is obtained by introducing a hierarchy of constraints between…

Quantum Physics · Physics 2024-04-11 Ilya Kull , Norbert Schuch , Ben Dive , Miguel Navascués

We propose a unified iterative framework for the solution of frictionless mechanical contact problems, which relies exclusively on the solution of standard stiffness systems. The framework is built upon a two-step fixed-point algorithm:…

Numerical Analysis · Mathematics 2026-03-13 Daria Koliesnikova , Isabelle Ramière

Based on the Scale-Splitting (SCSP) iteration method presented by Hezari et al. in (A new iterative method for solving a class of complex symmetric system linear of equations, Numerical Algorithms 73 (2016) 927-955), we present a new…

Numerical Analysis · Mathematics 2017-10-09 Davod Khojasteh Salkuyeh

We propose a robust, adaptive coarse-grid correction scheme for matrix-free geometric multigrid targeting PDEs with strongly varying coefficients. The method combines uniform geometric coarsening of the underlying grid with heterogeneous…

Performance · Computer Science 2025-11-18 Fabian Böhm , Nils Kohl , Harald Köstler , Ulrich Rüde

In the past decade, many Bayesian shrinkage models have been developed for linear regression problems where the number of covariates, $p$, is large. Computing the intractable posterior are often done with three-block Gibbs samplers (3BG),…

Computation · Statistics 2019-10-25 Rui Jin , Aixin Tan

A fast and robust Jacobian-free time-integration method - called Minimum-error Adaptation of a Chemical-Kinetic ODE Solver (MACKS) - for solving stiff ODEs pertaining to chemical-kinetics is proposed herein. The MACKS formulation is based…

Fluid Dynamics · Physics 2019-10-15 Youhi Morii , Eiji Shima
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