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Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

This paper is a generalization of the previous work (Yang et.al, J. Comput. Phys. 330 (2017), 863-883) to the 3-D irregular convex domains. The analytical calculation formula of fractional derivatives of finite element basis functions are…

Numerical Analysis · Mathematics 2019-09-10 Zongze Yang , Zhanbin Yuan , Yufeng Nie , Jungang Wang

We seek to approximate a composite function h(x) = g(f(x)) with a global polynomial. The standard approach chooses points x in the domain of f and computes h(x) at each point, which requires an evaluation of f and an evaluation of g. We…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Eric T. Phipps

In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which…

Numerical Analysis · Mathematics 2017-05-03 Brittany D. Froese

Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…

Optimization and Control · Mathematics 2022-02-01 Dinesh Singh , Hardik Tankaria , Makoto Yamada

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

In the framework of generalized finite element methods for elliptic equations with rough coefficients, efficiency and accuracy of the numerical method depend critically on the use of appropriate basis functions. This work explores several…

Optimization and Control · Mathematics 2018-12-20 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

This article firstly develops a proximal explicit approach for the generalized method of lines. In such a method, the domain of the PDE in question is discretized in lines and the equation solution is written on these lines as functions of…

Numerical Analysis · Mathematics 2019-05-08 Fabio Botelho

We present a method for constructing global analytical expressions that approximate a function over its entire range. These approximations not only mirror the original function as accurately as desired, but are purposefully created to…

High Energy Physics - Phenomenology · Physics 2024-07-09 Aviv Orly

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

A general explicit form for generating functions for approximating fractional derivatives is derived. To achieve this, an equivalent characterisation for consistency and order of approximations established on a general generating function…

Numerical Analysis · Mathematics 2021-05-31 W. A. Gunarathna , H. M. Nasir , W. B. Daundasekera

We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

We discuss a new version of a method for obtaining exact solutions of nonlinear partial differential equations. We call this method the Simple Equations Method (SEsM). The method is based on representation of the searched solution as…

Exactly Solvable and Integrable Systems · Physics 2019-08-21 Nikolay K. Vitanov , Zlatinka I. Dimitrova

Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian…

Machine Learning · Computer Science 2015-07-15 Katya Scheinberg , Xiaocheng Tang

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

Optimization and Control · Mathematics 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or…

Artificial Intelligence · Computer Science 2015-08-07 Thomas Furmston , Guy Lever