Related papers: Generalized convolution quadrature based on the tr…
The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…
Convolutional Gridding is a technique (algorithm) extensively used in Radio Interferometric Image Synthesis for fast inversion of functions sampled with irregular intervals on the Fourier plane. In this thesis, we propose some modifications…
Convolution quadrature (CQ) methods have enjoyed tremendous interest in recent years as an efficient tool for solving time-domain wave problems in unbounded domains via boundary integral equation techniques. In this paper we consider CQ…
The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…
Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…
Nonuniform Fourier data are routinely collected in applications such as magnetic resonance imaging, synthetic aperture radar, and synthetic imaging in radio astronomy. To acquire a fast reconstruction that does not require an online inverse…
In this paper we present a unifying framework for continuous optimization methods grounded in the concept of generalized convexity. Utilizing the powerful theory of $\Phi$-convexity, we propose a conceptual algorithm that extends the…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
The exponentially convergent trapezoidal rule is applied to a suitable integral representation of the Faddeeva function to derive a simple formula for its evaluation. I describe its properties, strategies for maximising its efficiency, and…
Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…
In this paper we aim to generalize results obtained in the framework of fractional calculus by the way of reformulating them in terms of operator theory. In its own turn, the achieved generalization allows us to spread the obtained…
Fast multidimensional convolution can be performed naively in quadratic time and can often be performed more efficiently via the Fourier transform; however, when the dimensionality is large, these algorithms become more challenging. A…
Using the cosmological perturbation theory in terms of the delta-N formalism, we find the simple formulation of the evolution of the curvature perturbation in generalized gravity theories. Compared with the standard gravity theory, a…
A general and fast method is conceived for computing the cyclic convolution of n points, where n is a prime number. This method fully exploits the internal structure of the cyclic matrix, and hence leads to significant reduction of the…
We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…
A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…
We introduce a fully-corrective generalized conditional gradient method for convex minimization problems involving total variation regularization on multidimensional domains. It relies on alternatively updating an active set of subsets of…
A proof of convergence is given for semi- and full discretizations of mean curvature flow of closed two-dimensional surfaces. The numerical method proposed and studied here combines evolving finite elements, whose nodes determine the…
Highly oscillatory integrals of composite type arise in electronic engineering and their calculations is a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is…
This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…