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GMRES is a popular Krylov subspace method for solving linear systems of equations involving a general non-Hermitian coefficient matrix. The conventional bounds on GMRES convergence involve polynomial approximation problems in the complex…

Numerical Analysis · Mathematics 2022-09-07 Mark Embree

This paper proposes a semi-implicit arbitrary Lagrangian-Eulerian (ALE) method for the solution of the unified Godunov-Peshkov-Romenski (GPR) model of continuum mechanics. To handle the curl free involutions arising in the solid limit of…

Numerical Analysis · Mathematics 2025-12-04 Saray Busto

We present Low Distortion Local Eigenmaps (LDLE), a manifold learning technique which constructs a set of low distortion local views of a dataset in lower dimension and registers them to obtain a global embedding. The local views are…

Spectral Theory · Mathematics 2021-12-21 Dhruv Kohli , Alexander Cloninger , Gal Mishne

The discretization of elliptic PDEs leads to large coupled systems of equations. Domain decomposition methods (DDMs) are one approach to the solution of these systems, and can split the problem in a way that allows for parallel computing.…

Numerical Analysis · Mathematics 2019-08-01 Ian May , Ronald D. Haynes , Steven J. Ruuth

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The hierarchical prior used in Latent Gaussian models (LGMs) induces a posterior geometry prone to frustrate inference algorithms. Marginalizing out the latent Gaussian variable using an integrated Laplace approximation removes the…

Computation · Statistics 2023-06-28 Charles C. Margossian

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

Partial differential equations (PDEs) provide a mathematical foundation for simulating and understanding intricate behaviors in both physical sciences and engineering. With the growing capabilities of deep learning, data$-$driven approaches…

Machine Learning · Computer Science 2025-10-14 Narayan S Iyer , Bivas Bhaumik , Ram S Iyer , Satyasaran Changdar

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

Machine Learning · Statistics 2024-03-27 Aoxue Chen , Yifan Du , Liyao Mars Gao , Guang Lin

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…

Computation · Statistics 2019-05-22 Shiwei Lan

Particle-based methods are a practical tool in computational fluid dynamics, and novel types of methods have been proposed. However, widely developed Lagrangian-type formulations suffer from the nonuniform distribution of particles, which…

Fluid Dynamics · Physics 2025-03-26 Takeharu Matsuda , Satoshi Ii

We present a scheme implementing an a posteriori refinement strategy in the context of a high-order meshless method for problems involving point singularities and fluid-solid interfaces. The generalized moving least squares (GMLS)…

Computational Physics · Physics 2019-07-24 Wei Hu , Nathaniel Trask , Xiaozhe Hu , Wenxiao Pan

Complex-variable matrix optimization problems (CMOPs) in Frobenius norm emerge in many areas of applied mathematics and engineering applications. In this letter, we focus on solving CMOPs by iterative methods. For unconstrained CMOPs, we…

Numerical Analysis · Mathematics 2023-04-06 Sai Wang , Yi Gong

Measuring the similarity between data points often requires domain knowledge, which can in parts be compensated by relying on unsupervised methods such as latent-variable models, where similarity/distance is estimated in a more compact…

Machine Learning · Statistics 2020-08-13 Nutan Chen , Alexej Klushyn , Francesco Ferroni , Justin Bayer , Patrick van der Smagt

It is proved that the Maslov index naturally arises in the framework of PDEs geometry. The characterization of PDE solutions by means of Maslov index is given. With this respect, Maslov index for Lagrangian submanifolds is given on the…

General Mathematics · Mathematics 2015-11-17 Agostino Prástaro

For a $d$-dimensional hypersurface of class $C^3$ without boundary, we reformulate the surface Stokes equations as a nonsymmetric indefinite elliptic problem governed by two Laplacians. We then use this elliptic reformulation as a basis for…

Numerical Analysis · Mathematics 2025-08-20 Ricardo H. Nochetto , Mansur Shakipov

GMRES is one of the most popular iterative methods for the solution of large linear systems of equations that arise from the discretization of linear well-posed problems, such as Dirichlet boundary value problems for elliptic partial…

Numerical Analysis · Mathematics 2018-06-19 Silvia Gazzola , Silvia Noschese , Paolo Novati , Lothar Reichel

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…

Machine Learning · Computer Science 2018-05-25 Jun Li , Hongfu Liu , Bineng Zhong , Yue Wu , Yun Fu