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Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…

Statistics Theory · Mathematics 2009-01-22 Noureddine El Karoui

We introduce non conforming virtual elements to approximate the eigenvalues and eigenfunctions of the two dimensional acoustic vibration problem. We focus our attention on the pressure formulation of the acoustic vibration problem in order…

Numerical Analysis · Mathematics 2023-12-21 Danilo Amigo , Felipe Lepe , Gonzalo Rivera

We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size proportionally to the determinants of principal submatrices…

Optimization and Control · Mathematics 2020-04-30 Anton Rodomanov , Dmitry Kropotov

In this article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…

Numerical Analysis · Mathematics 2020-09-11 Roland Glowinski , Shingyu Leung , Hao Liu , Jianliang Qian

The elastic Neumann--Poincar\'e operator is a boundary integral operator associated with the Lam\'e system of linear elasticity. It is known that if the boundary of a planar domain is smooth enough, it has eigenvalues converging to two…

Spectral Theory · Mathematics 2019-03-19 Kazunori Ando , Hyeonbae Kang , Yoshihisa Miyanishi

Eigenvalue problems for semidefinite operators with infinite dimensional kernels appear for instance in electromagnetics. Variational discretizations with edge elements have long been analyzed in terms of a discrete compactness property. As…

Numerical Analysis · Mathematics 2013-06-24 Snorre Harald Christiansen , Ragnar Winther

We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…

Analysis of PDEs · Mathematics 2023-09-04 Indranil Chowdhury , Espen R. Jakobsen

This paper develops a characterisation of when solutions of forced second order linear differential equations converge to the zero solution of the asymptotically stable and unforced second order equation, or when the solution is bounded,…

Classical Analysis and ODEs · Mathematics 2026-03-27 John A. D. Appleby , Subham Pal

We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…

Data Structures and Algorithms · Computer Science 2019-04-09 Tsz Chiu Kwok , Lap Chi Lau , Akshay Ramachandran

A new coercivity estimate on the spectral gap of the linearized Boltzmann collision operator for multiple species is proved. The assumptions on the collision kernels include hard and Maxwellian potentials under Grad's angular cut-off…

Analysis of PDEs · Mathematics 2015-11-13 Esther Sarah Daus , Ansgar Jüngel , Clément Mouhot , Nicola Zamponi

In this paper, we study the strong convergence of two Mann-type inertial extragradient algorithms, which are devised with a new step size, for solving a variational inequality problem with a monotone and Lipschitz continuous operator in…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Songxiao Li

The article examines a linear-quadratic Neumann control problem that is governed by a non-coercive elliptic equation. Due to the non-self-adjoint nature of the linear control-to-state operator, it is necessary to independently study both…

Optimization and Control · Mathematics 2025-06-25 Thomas Apel , Mariano Mateos , Arnd Rösch

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

The article is devoted to some adaptive methods for variational inequalities with relatively smooth and relatively strongly monotone operators. Starting from the recently proposed proximal variant of the extragradient method for this class…

Optimization and Control · Mathematics 2023-08-02 S. S. Ablaev , F. S. Stonyakin , M. S. Alkousa , D. A. Pasechnyuk

This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…

Numerical Analysis · Mathematics 2020-08-11 Eric Cancès , Geneviève Dusson , Yvon Maday , Benjamin Stamm , Martin Vohralík

The aim of this paper is to analyze a mixed formulation for the two dimensional Stokes eigenvalue problem where the unknowns are the stress and the velocity, whereas the pressure can be recovered with a simple postprocess of the stress. The…

Numerical Analysis · Mathematics 2022-03-03 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

We investigate the modeling and the numerical solution of machine learning problems with prediction functions which are linear combinations of elements of a possibly infinite-dimensional dictionary. We propose a novel flexible composite…

Statistics Theory · Mathematics 2015-12-03 Patrick L. Combettes , Saverio Salzo , Silvia Villa

We consider three mathematically equivalent variants of the conjugate gradient (CG) algorithm and how they perform in finite precision arithmetic. It was shown in [{\em Behavior of slightly perturbed Lanczos and conjugate-gradient…

Numerical Analysis · Computer Science 2021-07-19 Anne Greenbaum , Hexuan Liu , Tyler Chen

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special…

Numerical Analysis · Mathematics 2007-05-23 Abdenasser Benahmed