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The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…
We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is applied to detect the location of the inhomogeneity in the…
Solutions to many partial differential equations satisfy certain bounds or constraints. For example, the density and pressure are positive for equations of fluid dynamics, and in the relativistic case the fluid velocity is upper bounded by…
The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) methods, thus finding more and more applications in medical…
Many problems in physics are inherently of multi-scale nature. The issues of MHD turbulence or magnetic reconnection, namely in the hot and sparse, almost collision-less astrophysical plasmas, can stand as clear examples. The Finite Element…
A novel approach to exploiting the log-convex structure present in many design problems is developed by modifying the classical Sequential Quadratic Programming (SQP) algorithm. The modified algorithm, Logspace Sequential Quadratic…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
In this work, we introduce a novel computational framework for solving the two-dimensional Hele-Shaw free boundary problem with surface tension. The moving boundary is represented by point clouds, eliminating the need for a global…
We propose a deep learning approach to the obstacle problem inspired by the first-order system least-squares (FOSLS) framework. This method reformulates the problem as a convex minimization task; by simultaneously approximating the…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
We introduce low-stretch trees to the visualization community with LSQT, our novel technique that uses quasi-trees for both layout and edge bundling. Our method offers strong computational speed and complexity guarantees by leveraging the…
In this paper we study the performance of the Projected Gradient Descent(PGD) algorithm for $\ell_{p}$-constrained least squares problems that arise in the framework of Compressed Sensing. Relying on the Restricted Isometry Property, we…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…
This article focuses on solving parametric transmission problems in one and two spatial dimensions. These problems belong to a class of partial differential equations that arise in the modeling of physical systems with heterogeneous…
In this work, we propose a robust and easily implemented algebraic multigrid method as a stand-alone solver or a preconditioner in Krylov subspace methods for solving either symmetric and positive definite or saddle point linear systems of…
This work proposes a windowed least-squares (WLS) approach for model-reduction of dynamical systems. The proposed approach sequentially minimizes the time-continuous full-order-model residual within a low-dimensional space-time trial…
Partial Differential Equations (PDEs) are fundamental for modeling physical systems, yet solving them in a generic and efficient manner using machine learning-based approaches remains challenging due to limited multi-input and multi-scale…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…