Related papers: A novel multi-step method for the partial pole ass…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We present a novel method for calculating Pad\'e approximants that is capable of eliminating spurious poles placed at the point of development and of identifying and eliminating spurious poles created by precision limitations and/or noisy…
Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…
A new Monte-Carlo method for solving linear parabolic partial differential equations is presented. Since, in this new scheme, the particles are followed backward in time, it provides great flexibility in choosing critical points in…
The order of convergence of the Monte Carlo method is 1/2 which means that we need quadruple samples to decrease the error in half in the numerical simulation. Multilevel Monte Carlo methods reach the same order of error by spending less…
This paper concerns some spectral properties of the scalar dynamical system defined by a linear delay-differential equation with two positive delays. More precisely, the existing links between the delays and the maximal multiplicity of the…
The matrix pencil method is an eigenvalue based approach for the parameter identification of sparse exponential sums. We derive a reconstruction algorithm for multivariate exponential sums that is based on simultaneous diagonalization.…
This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the…
Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…
We consider the classic problem of pole placement by state feedback. We adapt the Moore eigenstructure assignment algorithm to obtain a novel parametric form for the pole-placing gain matrix, and introduce an unconstrained nonlinear…
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - {\lambda}B. It is…
In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…
Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed…
The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
This work focuses on the development of a self adjusting multirate strategy based on an implicit time discretization for the numerical solution of hyperbolic equations, that could benefit from different time steps in different areas of the…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…