Related papers: A novel multi-step method for the partial pole ass…
In the paper we consider the invariant zero assignment problem in a linear multivariable system with several inputs/outputs by constructing a system output matrix. The problem is reduced to the pole assignment problem by a state feedback…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…
Distributed nonconvex optimization problems underlie many applications in learning and autonomy, and such problems commonly face asynchrony in agents' computations and communications. When delays in these operations are bounded, they are…
Standard multiparameter eigenvalue problems (MEPs) are systems of $k\ge 2$ linear $k$-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one…
The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…
Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…
For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…
This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…
In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…
We introduce and develop a novel particle exchange Monte Carlo method. Whereas existing methods apply to eigenfunction problems where the eigenvalue is known (e.g., integrals with respect to a Gibbs measure, which can be interpreted as…
The three-step alternating iteration scheme for finding an iterative solution of a singular (non-singular) linear systems in a faster way was introduced by Nandi {\it et al.} [Numer. Algorithms; 84 (2) (2020) 457-483], recently. The authors…
For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…
In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…
We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…
The inverse spectral problem for the second-order differential pencil with quadratic dependence on the spectral parameter is studied. We obtain sufficient conditions for the global solvability of the inverse problem, prove its local…
A new stepsize for gradient method is proposed. Combining it with the exact line search stepsizes, the gradient method achieves the optimal solution in 5 steps for 3 dimensional quadratic function minimization problem. The new stepsize is…
Eigenvalue assignment problem of a linear scalar system with a single discrete delay is analytically and exactly solved. The existence condition of the desired eigenvalue is established when the current and delay states are present in the…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…