Related papers: Preconditioners based on Voronoi quantizers of ran…
In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…
The discretization of the double-layer potential integral equation for the interior Dirichlet Laplace problem in a domain with smooth boundary results in a linear system that has a bounded condition number. Thus, the number of iterations…
Machine learning (ML) strategies are opening the door to faster computer simulations, allowing us to simulate more realistic colloidal systems. Since the interactions in colloidal systems are often highly many-body, stemming from e.g.…
We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a…
For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…
This paper proposes a hierarchical modeling approach to perform stochastic model specification in Markov switching vector error correction models. We assume that a common distribution gives rise to the regime-specific regression…
This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…
This paper provides a provably quasi-optimal preconditioning strategy of the linear Schr\"odinger eigenvalue problem with periodic potentials for a possibly non-uniform spatial expansion of the domain. The quasi-optimality is achieved by…
Torsional modes within a complex molecule containing various functional groups are often strongly coupled so that the harmonic approximation and one-dimensional torsional treatment are inaccurate to evaluate their partition functions. A…
Voronoi tessellations have been used to model the geometric arrangement of cells in morphogenetic or cancerous tissues, however so far only with flat hypersurfaces as cell-cell contact borders. In order to reproduce the experimentally…
The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…
We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…
We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the…
We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m…
The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
Variational Autoencoders (VAEs) are a popular generative model, but one in which conditional inference can be challenging. If the decomposition into query and evidence variables is fixed, conditional VAEs provide an attractive solution. To…
This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…
The goal of this paper is to design optimal multilevel solvers for the finite element approximation of second order linear elliptic problems with piecewise constant coefficients on bisection grids. Local multigrid and BPX preconditioners…