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We propose a new algorithm to approach weakly the solution of a McKean-Vlasov SDE. Based on the cubature method of Lyons and Victoir 2004, the algorithm is deterministic differing from the the usual methods based on interacting particles.…

Probability · Mathematics 2019-04-22 Paul-Eric Chaudru de Raynal , Camilo Garcia Trillos

We introduce an efficient algorithm for computing fractional integrals and derivatives and apply it for solving problems of the calculus of variations of fractional order. The proposed approximations are particularly useful for solving…

Numerical Analysis · Mathematics 2017-07-19 Salman Jahanshahi , Esmail Babolian , Delfim F. M. Torres , Alireza Vahidi

Diffuse optical tomography (DOT) has been investigated as an alternative imaging modality for breast cancer detection thanks to its excellent contrast to hemoglobin oxidization level. However, due to the complicated non-linear photon…

Computer Vision and Pattern Recognition · Computer Science 2019-09-10 Jaejun Yoo , Sohail Sabir , Duchang Heo , Kee Hyun Kim , Abdul Wahab , Yoonseok Choi , Seul-I Lee , Eun Young Chae , Hak Hee Kim , Young Min Bae , Young-wook Choi , Seungryong Cho , Jong Chul Ye

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

Optimization and Control · Mathematics 2015-04-30 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen , Anders Rantzer

Considered here is an efficient technique to compute approximate profiles of solitary wave solutions of fractional Korteweg-de Vries equations. The numerical method is based on a fixed-point iterative algorithm along with extrapolation…

Numerical Analysis · Mathematics 2017-04-28 A. Duran

In current work, non-familiar shifted Lucas polynomials are introduced. We have constructed a computational wavelet technique for solution of initial/boundary value second order differential equations. For this numerical scheme, we have…

Numerical Analysis · Mathematics 2020-03-03 Rakesh Kumar , Reena Koundal , K. Srivastava

We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solving a general quadratic optimization subproblem with…

Optimization and Control · Mathematics 2022-06-24 Guanpu Chen , Peng Yi , Yiguang Hong , Jie Chen

This work introduces Differential Wavelet Amplifier (DWA), a drop-in module for wavelet-based image Super-Resolution (SR). DWA invigorates an approach recently receiving less attention, namely Discrete Wavelet Transformation (DWT). DWT…

Image and Video Processing · Electrical Eng. & Systems 2024-03-08 Brian B. Moser , Stanislav Frolov , Federico Raue , Sebastian Palacio , Andreas Dengel

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…

Optimization and Control · Mathematics 2026-05-15 Giacomo Borghi , José A. Carrillo

Speech dereverberation aims to alleviate the negative impact of late reverberant reflections. The weighted prediction error (WPE) method is a well-established technique known for its superior performance in dereverberation. However, in…

Audio and Speech Processing · Electrical Eng. & Systems 2023-12-07 Ziye Yang , Mengfei Zhang , Jie Chen

The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general…

Numerical Analysis · Mathematics 2015-03-30 Yujian Jiao , Li-Lian Wang , Can Huang

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

This work proposes a wavelet-based physics-informed quantum neural network framework to efficiently address multiscale partial differential equations that involve sharp gradients, stiffness, rapid local variations, and highly oscillatory…

Machine Learning · Computer Science 2025-12-10 Deepak Gupta , Himanshu Pandey , Ratikanta Behera

We extend a localized model order reduction method for the distributed finite element solution of elliptic boundary value problems in the cloud. We give a computationally efficient technique to compute the required inner product matrices…

Numerical Analysis · Mathematics 2025-04-01 Tom Gustafsson , Antti Hannukainen , Vili Kohonen

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang
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