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We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control problem with the stochastic heat equation driven by linear…

Optimization and Control · Mathematics 2020-12-09 Andreas Prohl , Yanqing Wang

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

We discuss a quartic eigenvalue problem arising in the context of an optical waveguiding problem involving atomically thick 2D materials. The waveguide configuration we consider consists of a gradient-index (spatially dependent) dielectric…

Computational Physics · Physics 2020-09-24 Jung Heon Song , Matthias Maier , Mitchell Luskin

Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two…

Numerical Analysis · Mathematics 2023-10-26 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

In this paper, we present several new linearizations of a quadratic binary optimization problem (QBOP), primarily using the method of aggregations. Although aggregations were studied in the past in the context of solving system of…

Discrete Mathematics · Computer Science 2024-04-16 Abraham P. Punnen , Navpreet Kaur

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration problem, for which a speed-up is shown by quantum computers…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

In this paper we propose a quantum algorithm to determine the Tikhonov regularization parameter and solve the ill-conditioned linear equations, for example, arising from the finite element discretization of linear or nonlinear inverse…

Quantum Physics · Physics 2018-12-27 Changpeng Shao , Hua Xiang

We discuss an eigenvalue problem which arises in the studies of asymptotic stability of a self-similar attractor in the sigma model. This problem is rather unusual from the viewpoint of the spectral theory of linear operators and requires…

Mathematical Physics · Physics 2010-05-17 Piotr Bizoń

In this paper the discrete eigenvalues of elliptic second order differential operators in $L^2(\mathbb{R}^n)$, $n \in \mathbb{N}$, with singular $\delta$- and $\delta'$-interactions are studied. We show the self-adjointness of these…

Spectral Theory · Mathematics 2019-07-10 Markus Holzmann , Gerhard Unger

We provide a priori error estimates for variational approximations of the ground state eigenvalue and eigenvector of nonlinear elliptic eigenvalue problems of the form $-{div} (A\nabla u) + Vu + f(u^2) u = \lambda u$, $\|u\|_{L^2}=1$. We…

Numerical Analysis · Mathematics 2009-06-05 Eric Cancès , Rachida Chakir , Yvon Maday

From characterizing the speed of a thermal system's response to computing natural modes of vibration, eigenvalue analysis is ubiquitous in engineering. In spite of this, eigenvalue problems have received relatively little treatment compared…

Numerical Analysis · Mathematics 2025-06-06 Conor Rowan , John Evans , Kurt Maute , Alireza Doostan

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

Let $A$ be a full ranked $ n\times n$ matrix, with singular values $\sigma_1 (A) \ge \dots \ge \sigma_n (A) >0$. The condition number $\kappa(A):= \sigma_1(A)/\sigma_n(A)=\|A\|\cdot \|A\|^{-1}$ is a key parameter in the analysis of…

Numerical Analysis · Mathematics 2026-04-07 Phuc Tran , Van Vu

We develop numerical algorithms to approximate positive solutions of elliptic boundary value problems with superlinear subcritical nonlinearity on the boundary of the form $-\Delta u + u = 0$ in $\Omega$ with $\frac{\partial u}{\partial…

Numerical Analysis · Mathematics 2025-09-12 Shalmali Bandyopadhyay , Thomas Lewis , Dustin Nichols

In many scientific applications the solution of non-linear differential equations are obtained through the set-up and solution of a number of successive eigenproblems. These eigenproblems can be regarded as a sequence whenever the solution…

Mathematical Software · Computer Science 2014-07-08 Mario Berljafa , Daniel Wortmann , Edoardo Di Napoli

We first show the existence and nature of convergence to a limiting set of roots for polynomials in a three-term recurrence of the form $p_{n+1}(z) = Q_k(z)p_{n}(z)+ \gamma p_{n-1}(z)$ as $n$ $\rightarrow$ $\infty$, where the coefficient…

Numerical Analysis · Mathematics 2022-05-09 Hariprasad M. , Murugesan Venkatapathi

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve