Related papers: A general alternating direction implicit iteration…
A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…
We study the phase space dynamics of multi--dimensional symplectic maps, using the method of the Generalized Alignment Index (GALI). In particular, we investigate the behavior of the GALI for a system of N=3 coupled standard maps and show…
Review of implicit methods of integrating system of stiff ordinary differential equations is presented. Defines and graphically presents absolute stability region for Gears methods (backward differentiation formula) used to solve system of…
We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration…
This paper proposes a novel general framework of Riemannian conjugate gradient methods, that is, conjugate gradient methods on Riemannian manifolds. The conjugate gradient methods are important first-order optimization algorithms both in…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati…
In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…
This paper presents a fast high-order method for the solution of two-dimensional problems of scattering by penetrable inhomogeneous media, with application to high-frequency configurations containing (possibly) discontinuous refractivities.…
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…
We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…
New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…
This paper is about line search for the generalized alternating projections (GAP) method. This method is a generalization of the von Neumann alternating projections method, where instead of performing alternating projections, relaxed…
The recently introduced GALI method is used for rapidly detecting chaos, determining the dimensionality of regular motion and predicting slow diffusion in multi--dimensional Hamiltonian systems. We propose an efficient computation of the…
This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…
We use generalized Chebyshev polynomials, associated with the root system $A_2$, to provide a new semi-iterative method for accelerating simple iterative methods for solving linear systems. We apply this semi-iterative method to the Jacobi…
Algebraic Riccati equations (AREs) have been extensively applicable in linear optimal control problems and many efficient numerical methods were developed. The most attention of numerical solutions is the (almost) stabilizing solution in…
Projected gradient methods are widely used for constrained optimization. A key application is for partial differential equations (PDEs), where the objective functional represents physical energy and the linear constraints enforce…
We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…
The construction of the general solution sequence of row-finite linear systems is accomplished by implementing -ad infinitum- the Gauss-Jordan algorithm under a rightmost pivot elimination strategy. The algorithm generates a basis (finite…