Related papers: A general alternating direction implicit iteration…
Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves.…
In this paper we propose an extension of the iteratively regularized Gauss--Newton method to the Banach space setting by defining the iterates via convex optimization problems. We consider some a posteriori stopping rules to terminate the…
Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice…
This work develops user-friendly a posteriori error estimates of finite element methods, based on smoothers of linear iterative solvers. The proposed method employs simple smoothers, such as Jacobi or Gauss-Seidel iteration, on an auxiliary…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
In this paper, we reveal the intrinsic Toeplitz structure in the unique stabilizing solution for nonsymmetric algebraic Riccati equations by employing a shift-involved fixed-point iteration, and propose an RADI-type method for computing…
We propose quantum methods for solving differential equations that are based on a gradual improvement of the solution via an iterative process, and are targeted at applications in fluid dynamics. First, we implement the Jacobi iteration on…
We present a systematic construction of integrable third order systems based on the coupling of an integrable second order equation and a Riccati equation. This approach is the extension of the Gambier method that led to the equation that…
In this paper, we explain a new Iterative Method-Fixed Point and develop its convergence theory for finding approximate solutions of nonlinear equations in the setting of Banach spaces. First, we discuss the convergence analysis of our…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
New integrability properties of a family of sequences of ordinary differential equations, which contains the Riccati and Abel chains as the most simple sequences, are studied. The determination of n generalized symmetries of the nth-order…
This article presents several numerical techniques for solving Laplace equation. A numerical FORTRAN solver is developed to solve the 2D laplace equation. The numerical approaches implemented in the solver include Jacobi, Gauss-Siedel,…
We consider a radiating shear-free spherically symmetric metric in higher dimensions. Several new solutions to the Einstein's equations are found systematically using the method of Lie analysis of differential equations. Using the five Lie…
This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…
In order to find analytically the travelling waves of partially integrable autonomous nonlinear partial differential equations, many methods have been proposed over the ages: "projective Riccati method", "tanh-method", "exponential method",…
This article presents a strongly polynomial-time algorithm for the general linear programming problem. This algorithm is an implicit reduction procedure that works as follows. Primal and dual problems are combined into a special system of…
This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. GeNI-ADMM encompasses any ADMM algorithm that solves a first-…
We present here a new splitting method to solve Lyapunov equations of the type $AP + PA^T=-BB^T$ in a Kronecker product form. Although that resulting matrix is of order $n^2$, each iteration of the method demands only two operations with…
Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…