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An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

We present a differentiable soft-body physics simulator that can be composed with neural networks as a differentiable layer. In contrast to other differentiable physics approaches that use explicit forward models to define state…

Machine Learning · Computer Science 2021-09-13 Junior Rojas , Eftychios Sifakis , Ladislav Kavan

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…

Numerical Analysis · Mathematics 2024-10-03 Dimitrios Mitsotakis

The Newton iteration is a popular method for minimising a cost function on Euclidean space. Various generalisations to cost functions defined on manifolds appear in the literature. In each case, the convergence rate of the generalised…

Optimization and Control · Mathematics 2014-08-06 Jonathan H. Manton

This paper present a numerical method for solving nonlinear Fredholm integral equations. The method is based upon Newton type approximations. Illustrative examples are included to demonstrate the validity and applicability of the technique.

Numerical Analysis · Mathematics 2016-02-25 Mona Nabiei , Sohrab Ali Yousefi

The operator splitting approach applied to the Navier-Stokes equations, gave rise to various numerical methods for the simulations of the dynamics of fluids. The separate work of Chorin and Temam on this subject gave birth to the so-called…

Numerical Analysis · Mathematics 2019-07-24 J. Deteix , D. Yakoubi

We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian method to generate novel variants of the Newton method namely the…

Optimization and Control · Mathematics 2022-05-24 Md Sarowar Morshed

Transformers excel at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a…

Machine Learning · Computer Science 2024-11-19 Deqing Fu , Tian-Qi Chen , Robin Jia , Vatsal Sharan

In this work, we will study a numerical method that allows finding an approximation of the exact solution for a in-situ combustion model using the nonlinear mixed complementary method, which is a variation of the Newtons method for solving…

Functional iterations such as Newton's are a popular tool for polynomial root-finding. We consider realistic situation where some (e.g., better-conditioned) roots have already been approximated and where further computations is directed to…

Numerical Analysis · Mathematics 2019-07-09 Remi Imbach , Victor Y. Pan , Chee Yap , Ilias S. Kotsireas , Vitaly Zaderman

The objective of this publication is to reduce the sensitivity of iterative equation solvers on the initial value. To this end, at the hand of Newton's method, we exemplify how to reformulate the initial problem by means of a set of…

Numerical Analysis · Mathematics 2023-11-30 Alexander Herzog

Motivated by machine learning problems over large data sets and distributed optimization over networks, we develop and analyze a new method called incremental Newton method for minimizing the sum of a large number of strongly convex…

Optimization and Control · Mathematics 2016-04-05 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…

Optimization and Control · Mathematics 2024-07-16 Nick Tsipinakis , Panos Parpas

In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza…

Numerical Analysis · Mathematics 2023-02-07 Jeremy Chouchoulis , Jochen Schütz

We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, and give conditions under which acceleration can be expected when compared to its…

Numerical Analysis · Mathematics 2017-05-19 Mojmír Mutný , Peter Richtárik

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Mathematical Software · Computer Science 2012-03-15 Erhan Turan , Ali Ecder

In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…

Numerical Analysis · Mathematics 2025-12-01 Kazufumi Ito , Tiancheng Xue

Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-22 Petr N. Vabishchevich
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