Related papers: A multivariate spectral hybridization of HS and PR…
Iterative methods for nonlinear monotone equations do not require the differentiability assumption on the residual function. This special property of the methods makes them suitable for solving large-scale nonsmooth monotone equations. In…
In this article, we develop an efficient algorithm based on three special variants of the nonlinear conjugate gradient method, namely, the Polak--Ribiere--Polyak, Hestenes--Stiefel, and Liu--Story schemes for computing Pareto critical…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…
A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…
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…
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…
A new spectral conjugate subgradient method is presented to solve nonsmooth unconstrained optimization problems. The method combines the spectral conjugate gradient method for smooth problems with the spectral subgradient method for…
This work proposes a unified $hp$-adaptivity framework for hybridized discontinuous Galerkin (HDG) method for a large class of partial differential equations (PDEs) of Friedrichs' type. In particular, we present unified $hp$-HDG…
Periodic dynamical systems ubiquitously exist in science and engineering. The harmonic balance (HB) method and its variants have been the most widely-used approaches for such systems, but are either confined to low-order approximations or…
Iterative methods are widely used for solving partial differential equations (PDEs). However, the difficulty in eliminating global low-frequency errors significantly limits their convergence speed. In recent years, neural networks have…
Gradient methods have applications in multiple fields, including signal processing, image processing, and dynamic systems. In this paper, we present a nonlinear gradient method for solving convex supra-quadratic functions by developing the…
We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…
This article proposes a hybrid adaptive numerical method based on the Dual Reciprocity Method (DRM) to solve problems with non-linear boundary conditions and large-scale problems, named Hybrid Adaptive Dual Reciprocity Method (H-DRM). The…
The harmonic balance (HB) method is widely used in the literature for analyzing the periodic solutions of nonlinear mechanical systems. The objective of this paper is to exploit the method for bifurcation analysis, i.e., for the detection…
We propose the interpolatory hybridizable discontinuous Galerkin (Interpolatory HDG) method for a class of scalar parabolic semilinear PDEs. The Interpolatory HDG method uses an interpolation procedure to efficiently and accurately…
Hypercomplex signal processing (HSP) offers powerful tools for analyzing and processing multidimensional signals by explicitly exploiting inter-dimensional correlations through Clifford algebra. In recent years, hypercomplex formulations of…
In this paper, we consider a class of possibly nonconvex, nonsmooth and non-Lipschitz optimization problems arising in many contemporary applications such as machine learning, variable selection and image processing. To solve this class of…
We consider the 2+1 and 3+1 scalar wave equations reduced via a helical Killing field, respectively referred to as the 2-dimensional and 3-dimensional helically reduced wave equation (HRWE). The HRWE serves as the fundamental model for the…
We propose a computer-assisted approach to the analysis of the worst-case convergence of nonlinear conjugate gradient methods (NCGMs). Those methods are known for their generally good empirical performances for large-scale optimization,…