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This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

New numerical algorithms based on rational functions are introduced that can solve certain Laplace and Helmholtz problems on two-dimensional domains with corners faster and more accurately than the standard methods of finite elements and…

Numerical Analysis · Mathematics 2022-10-12 Abinand Gopal , Lloyd N. Trefethen

Notions of the orthogonality and convolution orthogonality are explored with the use of the Kontorovich-Lebedev transform and its convolution. New classes of the corresponding orthogonal polynomials and functions are investigated. Integral…

Classical Analysis and ODEs · Mathematics 2019-09-24 Semyon Yakubovich

The dynamic Laplace operator arises from extending problems of isoperimetry from fixed manifolds to manifolds evolved by general nonlinear dynamics. Eigenfunctions of this operator are used to identify and track finite-time coherent sets,…

Dynamical Systems · Mathematics 2019-06-19 Nathanael Schilling , Gary Froyland , Oliver Junge

In mixed finite element approximations of Hodge Laplace problems associated with the de Rham complex, the exterior derivative operators are computed exactly, so the spatial locality is preserved. However, the numerical approximations of the…

Numerical Analysis · Mathematics 2019-10-30 Jeonghun J. Lee

The eigenvalue problem of the Laplace-Beltrami operators on curved surfaces plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial differential equations which involve this…

Numerical Analysis · Computer Science 2013-10-18 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Quadratic forms of Hermitian matrix resolvents involve the solutions of shifted linear systems. Efficient iterative solutions use the shift-invariance property of Krylov subspaces The Hermitian Lanczos method reduces a given vector and…

Numerical Analysis · Mathematics 2020-10-15 Keiichi Morikuni

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

In this work we present new methods for transforming and solving finite series by using the Laplace transform. In addition we introduce both an alternative method based on the Fourier transform and a simplified approach. The latter allows a…

General Mathematics · Mathematics 2016-02-15 Henrik Stenlund

In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…

Statistics Theory · Mathematics 2024-06-10 Anya Katsevich

The present paper describes a way to relate Martin boundaries on spaces of varying topology. This enables us to approach some detailed inductive analysis of the eigenfunctions of conformal Laplacians on minimal hypersurfaces near their…

Differential Geometry · Mathematics 2008-08-15 Joachim Lohkamp

Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…

Machine Learning · Computer Science 2021-07-01 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

Gauss-Legendre quadrature and the trapezoidal rule are powerful tools for numerical integration of analytic functions. For nearly singular problems, however, these standard methods become unacceptably slow. We discuss and generalize some…

Numerical Analysis · Mathematics 2022-10-19 William Mitchell , Abbie Natkin , Paige Robertson , Marika Sullivan , Xuechen Yu , Chenxin Zhu

Laplace's method is one of the fundamental techniques in the asymptotic approximation of integrals. The coefficients appearing in the resulting asymptotic expansion, arise as the coefficients of a convergent or asymptotic series of a…

Classical Analysis and ODEs · Mathematics 2013-11-05 Gergő Nemes

This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Amp\`ere equation on general triangular grids. This is done by establishing an equivalent (in the viscosity…

Numerical Analysis · Mathematics 2016-09-07 Xiaobing Feng , Max Jensen

We propose a powerful approach to solve Laplace's equation for point sources near a spherical object. The central new idea is to use prolate spheroidal solid harmonics, which are separable solutions of Laplace's equation in spheroidal…

Classical Physics · Physics 2017-03-22 Matt Majic , Baptiste Auguie , Eric C. Le Ru

Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consists of one outer and one inner integral, separated by the…

Numerical Analysis · Mathematics 2024-11-26 Arved Bartuska , Luis Espath , Raúl Tempone

We consider approximation by functions with finite support and characterize its approximation spaces in terms of interpolation spaces and Lorentz spaces.

Classical Analysis and ODEs · Mathematics 2017-07-05 Bo Ling , Yongping Liu