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We consider a decision-making problem to find absolute ratings of alternatives that are compared in pairs under multiple criteria, subject to constraints in the form of two-sided bounds on ratios between the ratings. Given matrices of…

Optimization and Control · Mathematics 2024-03-22 Nikolai Krivulin

In this paper a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-08-01 Lubos Brim , Jana Fabrikova , Sven Drazan , David Safranek

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

Computation · Statistics 2013-04-01 Ajay Jasra , Nikolas Kantas , Elena Ehrlich

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…

Numerical Analysis · Mathematics 2021-07-26 Hong-Xiu Zhong , Xian-Ming Gu

A preconditioning theory is presented which establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational…

Numerical Analysis · Mathematics 2010-01-12 Michael Holst , Stefan Vandewalle

The Poisson pressure solve resulting from the spectral element discretization of the incompressible Navier-Stokes equation requires fast, robust, and scalable preconditioning. In the current work, a parallel scaling study of…

Numerical Analysis · Mathematics 2021-12-14 Malachi Phillips , Stefan Kerkemeier , Paul Fischer

This work is concerned with approximating a trivariate function defined on a tensor-product domain via function evaluations. Combining tensorized Chebyshev interpolation with a Tucker decomposition of low multilinear rank yields function…

Numerical Analysis · Mathematics 2023-01-24 Sergey Dolgov , Daniel Kressner , Christoph Strössner

Presented is a new method yielding parameterized solution to an interval parametric linear system. Some properties of this method are discussed. The solution enclosure it provides is compared to the enclosures by other methods. It is shown…

Numerical Analysis · Mathematics 2020-05-15 Evgenija D. Popova

We consider here the MultiBot problem for the scheduling and the resource parametrization of jobs related to the production or the transportation of different products inside a given time horizon. Those jobs must meet known in advance…

Data Structures and Algorithms · Computer Science 2024-01-02 Pierre Bergé , Mari Chaikovskaia , Jean-Philippe Gayon , Alain Quilliot

For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

Numerical Analysis · Mathematics 2019-04-29 Dishi Liu , Hermann G. Matthies

Unitary equivariance is a natural symmetry that occurs in many contexts in physics and mathematics. Optimization problems with such symmetry can often be formulated as semidefinite programs for a $d^{p+q}$-dimensional matrix variable that…

Quantum Physics · Physics 2025-01-07 Dmitry Grinko , Maris Ozols

In practical conjugate gradient (CG) computations it is important to monitor the quality of the approximate solution to $Ax=b$ so that the CG algorithm can be stopped when the required accuracy is reached. The relevant convergence…

Numerical Analysis · Mathematics 2018-10-05 Gérard Meurant , Petr Tichý

Recently, Kim & Wilkening (Convergence of a mass-lumped finite element method for the Landau-Lifshitz equation, Quart. Appl. Math., 76, 383-405, 2018) proposed two novel predictor-corrector methods for the Landau-Lifshitz-Gilbert equation…

Numerical Analysis · Mathematics 2021-12-02 Norbert J. Mauser , Carl-Martin Pfeiler , Dirk Praetorius , Michele Ruggeri

We present quantum algorithms, for Hamiltonians of linear combinations of local unitary operators, for Hamiltonian matrix-vector products and for preconditioning with the inverse of shifted reduced Hamiltonian operator that contributes to…

Quantum Physics · Physics 2020-09-09 Zhiyong Zhang

In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence…

Numerical Analysis · Mathematics 2023-03-07 Grigorios Tachyridis

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…

Numerical Analysis · Mathematics 2018-01-08 Patrick Kürschner

In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…

Mathematical Physics · Physics 2021-01-06 Ornella Mattei , Graeme W. Milton , Mihai Putinar

A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial…

Numerical Analysis · Mathematics 2025-06-24 Nicolas Venkovic , Paul Mycek , Olivier Le Maître
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