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Motivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable…

Machine Learning · Computer Science 2024-02-14 Burak Çakmak , Yue M. Lu , Manfred Opper

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Numerical Analysis · Mathematics 2017-01-17 Dietmar Gallistl

We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration.…

Optimization and Control · Mathematics 2014-03-28 G. Valmorbida , M. Ahmadi , A. Papachristodoulou

Extensive work has demonstrated that equivariant neural networks can significantly improve sample efficiency and generalization by enforcing an inductive bias in the network architecture. These applications typically assume that the domain…

Machine Learning · Computer Science 2023-02-13 Dian Wang , Jung Yeon Park , Neel Sortur , Lawson L. S. Wong , Robin Walters , Robert Platt

Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) approach. Especially for distributions with normal mean-variance…

Methodology · Statistics 2015-06-18 Thanakorn Nitithumbundit , Jennifer S. K. Chan

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a…

Dynamical Systems · Mathematics 2019-01-17 Samuel E. Otto , Clarence W. Rowley

The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…

Optimization and Control · Mathematics 2025-02-05 Le Phuoc Hai , Felipe Lara , Boris S. Mordukhovich

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

These notes offer a unified introduction to spectral methods for the study of complex systems. They are intended as an operative manual rather than a theorem-proof textbook: the emphasis is on tools, identities, and perspectives that can be…

Statistical Mechanics · Physics 2025-09-10 Francesco Caravelli

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

Covering and elimination inequalities are central to combinatorial optimization, yet their role has largely been studied in problem-specific settings or via no-good cuts. This paper introduces a unified perspective that treats these…

Optimization and Control · Mathematics 2025-11-18 Ningji Wei

In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations…

Numerical Analysis · Mathematics 2017-03-01 Elias Jarlebring , Antti Koskela , Giampaolo Mele

The goal of this paper is to generalize the main results of [KM] and subsequent papers on metric Diophantine approximation with dependent quantities to the set-up of systems of linear forms. In particular, we establish `joint strong…

Number Theory · Mathematics 2011-06-10 Dmitry Kleinbock , Gregory Margulis , Junbo Wang

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

Optimization and Control · Mathematics 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

The ELM method has become widely used for classification and regressions problems as a result of its accuracy, simplicity and ease of use. The solution of the hidden layer weights by means of a matrix pseudoinverse operation is a…

Neural and Evolutionary Computing · Computer Science 2014-06-02 André van Schaik , Jonathan Tapson

This paper deals with the solution of Maxwell's equations to model the electromagnetic fields in the case of a layered earth. The integrals involved in the solution are approximated by means of a novel approach based on the splitting of the…

Numerical Analysis · Mathematics 2023-01-04 Eleonora Denich , Paolo Novati , Stefano Picotti

In these expository notes we draw together and develop the ideas behind some recent progress in two directions: the treatment of finite type partial differential operators by prolongation, and a class of differential complexes known as…

Differential Geometry · Mathematics 2007-05-23 A. R. Gover

Accurately depicting multiphysics interactions in interfacial systems requires computational frameworks capable of reconciling geometric adaptability with strict conservation fidelity. However, traditional spatiotemporal discretisation…

Computational Engineering, Finance, and Science · Computer Science 2025-11-18 Suhaib Ardah , Francisco J. Profito , Daniele Dini

We construct algorithms and topological invariants that allow us to distinguish the topological type of a surface, as well as functions and vector fields for their topological equivalence. In the first part (arXiv:2501.15657), we discused…

Geometric Topology · Mathematics 2025-02-17 Alexandr Prishlyak

In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…

Systems and Control · Electrical Eng. & Systems 2022-07-22 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong