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We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…

Computational modeling and simulation of fluid-structure interactions constitute a fundamental cornerstone for advancing aerospace engineering endeavors. This paper addresses the notion and implementation of the immersed boundary method for…

Computational Physics · Physics 2025-12-24 Longqing Ge , Qingdong Cai , Yonghao Zhang , Tianbai Xiao

The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB…

Numerical Analysis · Mathematics 2024-02-06 Brittany J. Leathers , Robert D. Guy

This paper presents the intrinsic limit determination algorithm (ILD Algorithm), a novel technique to determine the best possible performance, measured in terms of the AUC (area under the ROC curve) and accuracy, that can be obtained from a…

Machine Learning · Computer Science 2021-07-27 Umberto Michelucci , Michela Sperti , Dario Piga , Francesca Venturini , Marco A. Deriu

The interpolated bounce-back scheme and the immersed boundary method are the two most popular algorithms in treating a no-slip boundary on curved surfaces in the lattice Boltzmann method. While those algorithms are frequently implemented in…

Computational Physics · Physics 2020-11-25 Cheng Peng , Orlando M. Ayala , Lian-Ping Wang

Converting a parametric curve into the implicit form, which is called implicitization, has always been a popular but challenging problem in geometric modeling and related applications. However, the existing methods mostly suffer from the…

Graphics · Computer Science 2023-02-24 Minghao Guo , Yan Gao , Zheng Pan

We propose the use of machine learning techniques to find optimal quadrature rules for the construction of stiffness and mass matrices in isogeometric analysis (IGA). We initially consider 1D spline spaces of arbitrary degree spanned over…

Numerical Analysis · Mathematics 2023-04-05 Tomas Teijeiro , Jamie M. Taylor , Ali Hashemian , David Pardo

Implicitly described domains are a well established tool in the simulation of time dependent problems, e.g. using level-set methods. In order to solve partial differential equations on such domains, a range of numerical methods was…

Numerical Analysis · Computer Science 2016-01-16 Christian Engwer , Andreas Nüßing

By providing a simple and efficient way of computing low-variance gradients of continuous random variables, the reparameterization trick has become the technique of choice for training a variety of latent variable models. However, it is not…

Machine Learning · Computer Science 2019-01-31 Michael Figurnov , Shakir Mohamed , Andriy Mnih

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and…

Numerical Analysis · Mathematics 2017-03-08 David B. Stein , Robert D. Guy , Becca Thomases

This work illustrates the possibility to apply the Fast Fourier Transformation to obtain the integrals of the Boundary Element Method (BEM) on arbitrary shapes. The procedure is inspired by the technique used with great success within the…

Computational Physics · Physics 2018-09-05 Justus Benad

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid…

Numerical Analysis · Mathematics 2025-10-20 Nenad Ujevic , A. J. Roberts

Consider the design based situation where an $r$-regular set is sampled on a random lattice. A fast algorithm for estimating the integrated mean curvature based on this observation is to use a weighted sum of $2\times \dotsm \times 2$…

Statistics Theory · Mathematics 2016-02-24 Anne Marie Svane

The immersed boundary lattice Boltzmann method (IB-LBM) has been widely used in the simulation of fluid-solid interaction and particulate flow problems, since proposed in 2004. However, it is usually a non-trivial task to retain the…

Computational Physics · Physics 2018-03-28 Shi Tao , Qing He , Baiman Chen , Simin Huang

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

Optimization and Control · Mathematics 2021-03-22 Harshal D. Kaushik , Farzad Yousefian

Immersed boundary methods are extensively used for simulations of dynamic solid objects interacting with fluids due to their computational efficiency and modelling flexibility compared to body-fitted grid methods. However, thin geometries,…

Fluid Dynamics · Physics 2022-03-14 Marin Lauber , Gabriel D. Weymouth , Georges Limbert

Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Yet, without strong convexity, their convergence guarantees…

Optimization and Control · Mathematics 2024-07-01 Xufeng Cai , Jelena Diakonikolas

A high-order quadrature algorithm is presented for computing integrals over curved surfaces and volumes whose geometry is implicitly defined by the level sets of (one or more) multivariate polynomials. The algorithm recasts the implicitly…

Numerical Analysis · Mathematics 2021-11-24 Robert I. Saye