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The singular value decomposition (SVD) is a powerful tool in modern numerical linear algebra, which underpins computational methods such as principal component analysis (PCA), low-rank approximations, and randomized algorithms. Many…

Mathematical Software · Computer Science 2026-04-10 Ahmad Abdelfattah , Massimiliano Fasi

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…

Numerical Analysis · Mathematics 2024-07-03 C. Carstensen , N. T. Tran

In this paper two new families of arbitrary high order accurate spectral DG finite element methods are derived on staggered Cartesian grids for the solution of the inc.NS equations in two and three space dimensions. Pressure and velocity…

Numerical Analysis · Mathematics 2016-12-06 Francesco Fambri , Michael Dumbser

We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…

Numerical Analysis · Mathematics 2020-01-29 Alex H. Barnett , Leslie Greengard , Tom Hagstrom

We consider probabilistic amplitude shaping (PAS) as a means of increasing the spectral efficiency of fiber-optic communication systems. In contrast to previous works in the literature, we consider probabilistic shaping with hard decision…

Information Theory · Computer Science 2018-04-04 Alireza Sheikh , Alexandre Graell i Amat , Gianluigi Liva

Dense image matching is a fundamental low-level problem in Computer Vision, which has received tremendous attention from both discrete and continuous optimization communities. The goal of this paper is to combine the advantages of discrete…

Computer Vision and Pattern Recognition · Computer Science 2016-01-26 Alexander Shekhovtsov , Christian Reinbacher , Gottfried Graber , Thomas Pock

In this paper, we address a way to reduce the total computational cost of meshless approximation by reducing the required stencil size through spatially varying computational node regularity. Rather than covering the entire domain with…

Numerical Analysis · Mathematics 2025-02-19 Miha Rot , Mitja Jančič , Gregor Kosec

In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , P. Turkedjiev , C. Vázquez

This paper presents a scalable multigrid preconditioner targeting large-scale systems arising from discontinuous Petrov-Galerkin (DPG) discretizations of high-frequency wave operators. This work is built on previously developed multigrid…

Numerical Analysis · Mathematics 2023-10-06 Jacob Badger , Stefan Henneking , Socratis Petrides , Leszek Demkowicz

We present a scheme implementing an a posteriori refinement strategy in the context of a high-order meshless method for problems involving point singularities and fluid-solid interfaces. The generalized moving least squares (GMLS)…

Computational Physics · Physics 2019-07-24 Wei Hu , Nathaniel Trask , Xiaozhe Hu , Wenxiao Pan

We present a comparison between hybridized and non-hybridized discontinuous Galerkin methods in the context of target-based hp-adaptation for compressible flow problems. The aim is to provide a critical assessment of the computational…

Computational Engineering, Finance, and Science · Computer Science 2014-11-12 Michael Woopen , Aravind Balan , Georg May , Jochen Schütz

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

We introduce a novel spectral element method based on the ultraspherical spectral method and the hierarchical Poincar\'{e}-Steklov scheme for solving second-order linear partial differential equations on polygonal domains with unstructured…

Numerical Analysis · Mathematics 2021-05-19 Daniel Fortunato , Nicholas Hale , Alex Townsend

The space mapping technique is used to efficiently solve complex optimization problems. It combines the accuracy of fine model simulations with the speed of coarse model optimizations to approximate the solution of the fine model…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

Numerical Analysis · Mathematics 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

We propose a $p$-multilevel preconditioner for Hybrid High-Order discretizations (HHO) of the Stokes equation, numerically assess its performance on two variants of the method, and compare with a classical Discontinuous Galerkin scheme. We…

Numerical Analysis · Mathematics 2020-09-30 Lorenzo Botti , Daniele Antonio Di Pietro

Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…

Optimization and Control · Mathematics 2025-11-25 Jingyi Zhao , Linxin Yang , Haohua Zhang , Tian Ding

The generalized Dryja--Smith--Widlund (GDSW) preconditioner is a two-level overlapping Schwarz domain decomposition (DD) preconditioner that couples a classical one-level overlapping Schwarz preconditioner with an energy-minimizing coarse…

Numerical Analysis · Mathematics 2023-04-12 Ichitaro Yamazaki , Alexander Heinlein , Sivasankaran Rajamanickam
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