Related papers: Further study on two fixed point iterative schemes…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…
In this work, we present a new iterative exact solution algorithm for the weighted fair sequences problem, which is a recently introduced NP-hard sequencing problem with applications in diverse areas such as TV advertisement scheduling,…
This paper addresses the question whether there are numerical schemes for constant-coefficient advection problems that can yield convergent solutions for an infinite time horizon. The motivation is that such methods may serve as building…
This paper presents a methodology for constructing iterative schemes of any order of convergence for solving nonlinear systems of equations. It also provides formulas for the order of convergence of any iterative schemes constructed using…
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance.…
The discrete-time algebraic Riccati equation (DARE) have extensive applications in optimal control problems. We provide new theoretical supports to the stability properties of solutions to the DARE and reduce the convergence conditions…
Motivated by Pryce's structural index reduction method for differential algebraic equations (DAEs), we show the complexity of the fixed-point iteration algorithm and propose a fixed-point iteration method with parameters. It leads to a…
In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…
Some numerical algorithms for elliptic eigenvalue problems are proposed, analyzed, and numerically tested. The methods combine advantages of the two-grid algorithm, two-space method, the shifted inverse power method, and the polynomial…
We analyze numerical stability of a recursive computation scheme of present value (PV) amd show that the absolute error increases exponentially for positive discount rates. We show that reversing the direction of calculations in the…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…
In this paper, we study the convergence of Alternating Projection (AP) algorithm for the matrix completion and compressed sensing problems. We also present computational evidence for the excellent performance of the algorithm. Also, in the…
We adopt A. J. Irving's sieve method to study the almost-prime values produced by products of irreducible polynomials evaluated at prime arguments. This generalizes the previous results of Irving and Kao, who separately examined the…
Here we propose the Reweighted Autoencoded Variational Bayes for Enhanced Sampling (RAVE) method, a new iterative scheme that uses the deep learning framework of variational autoencoders to enhance sampling in molecular simulations. RAVE…
This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…