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The Levin method is a well-known technique for evaluating oscillatory integrals, which operates by solving a certain ordinary differential equation in order to construct an antiderivative of the integrand. It was long believed that this…

Numerical Analysis · Mathematics 2024-01-08 Shukui Chen , Kirill Serkh , James Bremer

We study the convergence of higher order schemes for the Cauchy problem associated to the KdV equation. More precisely, we design a Galerkin type implicit scheme which has higher order accuracy in space and first order accuracy in time. The…

Analysis of PDEs · Mathematics 2014-08-18 Rajib Dutta , Ujjwal Koley , Nils Henrik Risebro

We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…

Numerical Analysis · Mathematics 2023-07-06 Qinjing Qiu , Reiichiro Kawai

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

Numerical Analysis · Mathematics 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

The subgradient extragradient method for solving the variational inequality (VI) problem, which is introduced by Censor et al. \cite{CGR}, replaces the second projection onto the feasible set of the VI, in the extragradient method, with a…

Optimization and Control · Mathematics 2018-01-03 Qiao-Li Dong , Dan Jiang , Aviv Gibali

We apply the monotone domain decomposition iterative method to a nonlinear integro-differential equation of Volterra type and prove its convergence. To do this, by adding a term in both sides of the original equation we make a linear…

Numerical Analysis · Mathematics 2013-04-03 Myong-Gil Rim , Dong-Hyok Kim

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…

Optimization and Control · Mathematics 2026-03-24 Samuel Awoniyi

Riemannian convex optimization and minimax optimization have recently drawn considerable attention. Their appeal lies in their capacity to adeptly manage the non-convexity of the objective function as well as constraints inherent in the…

Optimization and Control · Mathematics 2024-06-04 Zihao Hu , Guanghui Wang , Xi Wang , Andre Wibisono , Jacob Abernethy , Molei Tao

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…

Mathematical Physics · Physics 2009-01-15 Katherine M. Robertson , Nasser Saad

In this paper, we introduce a simplified and unified method for finite-sum convex optimization, named \emph{Variance Reduction via Accelerated Dual Averaging (VRADA)}. In both general convex and strongly convex settings, VRADA can attain an…

Optimization and Control · Mathematics 2021-03-09 Chaobing Song , Yong Jiang , Yi Ma

We have devised a variational sinc collocation method (VSCM) which can be used to obtain accurate numerical solutions to many strong-coupling problems. Sinc functions with an optimal grid spacing are used to solve the linear and non-linear…

Other Condensed Matter · Physics 2009-11-11 Paolo Amore

The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…

Optimization and Control · Mathematics 2022-08-31 Xian-Jun Long , Yue-Hong He , Nan-Jing Huang

We introduce an iterative scheme for discrete convex minimization problems of $p$-Laplace type such as variational graph $p$-Laplace problems and $\ell^p$ regression. In each iteration, the scheme solves only a weighted least-squares…

Optimization and Control · Mathematics 2026-03-30 Johannes Storn

In this paper, we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems, and variational inequalities. This framework allows obtaining many…

Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…

Numerical Analysis · Mathematics 2024-11-15 L. M. Kreusser , H. E. Lockyer , E. H. Müller , P. Singh

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

We introduce the Local Increasing Regularity Method (LIRM) which allows us to get from \emph{local} a priori estimates, on solutions $u$ of a linear equation $\displaystyle Du=\omega ,$ \emph{global} ones. As an application we shall prove…

Analysis of PDEs · Mathematics 2019-11-06 Eric Amar

We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility…

Numerical Analysis · Mathematics 2022-05-02 Thuy T. Le , Loc H. Nguyen , Hung V. Tran

Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these…

Machine Learning · Statistics 2016-08-15 Mohammad Emtiyaz Khan , Reza Babanezhad , Wu Lin , Mark Schmidt , Masashi Sugiyama