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Related papers: A Convergent Numerical Algorithm for $\alpha$-Diss…

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The primary emphasis of this work is the development of a finite element based space-time discretization for solving the stochastic Lagrangian averaged Navier-Stokes (LANS-$\alpha$) equations of incompressible fluid turbulence with…

Numerical Analysis · Mathematics 2021-11-01 Jad Doghman , Ludovic Goudenège

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

Optimization and Control · Mathematics 2026-02-12 Ching-pei Lee , Stephen J. Wright

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

We develop a linear fully discrete structure-preserving finite element method for a diffuse-interface model of tumour growth. The system couples a Cahn--Hilliard type equation with a nonlinear reaction-diffusion equation for nutrient…

Numerical Analysis · Mathematics 2025-10-23 Agus L. Soenjaya , Ping Lin , Thanh Tran

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Optimization and Control · Mathematics 2016-05-30 James Renegar

We study the convergence of the Left-Right splitting method (equivalent in key respects to the Method of Multiple Ordered Interactions and Forward-Backward method) for wave scattering by rough surfaces. This is an operator series method…

Numerical Analysis · Mathematics 2025-08-19 Paul E Parbone , Mark Spivack , Orsola Rath Spivack

Solving Einstein's constraint equations for the construction of black hole initial data requires handling the black hole singularity. Typically, this is done either with the excision method, in which the black hole interior is excised from…

General Relativity and Quantum Cosmology · Physics 2015-06-04 Thomas W. Baumgarte

We consider the inverse problem of determining the geometry of penetrable objects from scattering data generated by one incident wave at a fixed frequency. We first study an orthogonality sampling type method which is fast, simple to…

Numerical Analysis · Mathematics 2022-07-21 Thu Le , Dinh-Liem Nguyen , Vu Nguyen , Trung Truong

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

Optimization and Control · Mathematics 2012-03-15 Lin Xiao , Tong Zhang

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

This paper is concerned with a rigorous convergence analysis of a fully discrete Lagrangian scheme for the Hele-Shaw flow, which is the fourth order thin-film equation with linear mobility in one space dimension. The discretization is based…

Numerical Analysis · Mathematics 2015-09-07 Horst Osberger , Daniel Matthes

This article presents a new finite element method for convection-diffusion equations by enhancing the continuous finite element space with a flux space for flux approximations that preserve the important mass conservation locally on each…

Numerical Analysis · Mathematics 2017-10-24 Yujie Liu , Junping Wang , Qingsong Zou

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

It is proved that, for an indefinite quadratic programming problem under linear constraints, any iterative sequence generated by the Proximal DC decomposition algorithm $R$-linearly converges to a Karush-Kuhn-Tucker point, provided that the…

Optimization and Control · Mathematics 2018-10-05 Tran Hung Cuong , Yongdo Lim , Nguyen Dong Yen