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The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…

Numerical Analysis · Mathematics 2025-12-24 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…

Numerical Analysis · Mathematics 2019-09-09 Fuminori Tatsuoka , Tomohiro Sogabe , Yuto Miyatake , Shao-Liang Zhang

A cumbersome operation in many scientific fields, is inverting large full-rank matrices. In this paper, we propose a coded computing approach for recovering matrix inverse approximations. We first present an approximate matrix inversion…

Information Theory · Computer Science 2022-12-21 Neophytos Charalambides , Mert Pilanci , Alfred Hero

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

For a two-parameter family of lower triangular matrices with entries involving Jacobi polynomials an explicit inverse is given, with entries involving a sum of two Jacobi polynomials. The formula simplifies in the Gegenbauer case and then…

Classical Analysis and ODEs · Mathematics 2015-03-25 Leandro Cagliero , Tom H. Koornwinder

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

In this paper, we develop rapidly convergent forward-backward algorithms for computing zeroes of the sum of finitely many maximally monotone operators. A modification of the classical forward-backward method for two general operators is…

Optimization and Control · Mathematics 2021-07-22 Paul-Emile Maingé

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen-Cahn equations with smooth…

Numerical Analysis · Mathematics 2019-01-30 Baoli Yin , Yang Liu , Hong Li , Siriguleng He

In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…

Numerical Analysis · Mathematics 2025-05-06 Xiaorong Zou

We perform forward error analysis for a large class of recursive matrix multiplication algorithms in the spirit of [D. Bini and G. Lotti, Stability of fast algorithms for matrix multiplication, Numer. Math. 36 (1980), 63--72]. As a…

Numerical Analysis · Mathematics 2007-05-23 James Demmel , Ioana Dumitriu , Olga Holtz , Robert Kleinberg

We present an algorithm for solving inverse problems on graphs analogous to those arising in diffuse optical tomography for continuous media. In particular, we formulate and analyze a discrete version of the inverse Born series, proving…

Combinatorics · Mathematics 2017-04-26 Francis J. Chung , Anna C. Gilbert , Jeremy G. Hoskins , John C. Schotland

This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…

Numerical Analysis · Mathematics 2025-06-05 Jinze Li , Hua Li , Kaiping Yu , Rui Zhao

Motivated by recent Linear Programming solvers, we design dynamic data structures for maintaining the inverse of an $n\times n$ real matrix under $\textit{low-rank}$ updates, with polynomially faster amortized running time. Our data…

Data Structures and Algorithms · Computer Science 2020-04-17 Shunhua Jiang , Zhao Song , Omri Weinstein , Hengjie Zhang

In this work we describe a fast and stable algorithm for the computation of the orthogonal moments of an image. Indeed, orthogonal moments are characterized by a high discriminative power, but some of their possible formulations are…

Numerical Analysis · Mathematics 2021-09-21 C. Di Ruberto , L. Putzu , G. Rodriguez

The matrix functions can be defined by Cauchy's integral formula and can be approximated by the linear combination of inverses of shifted matrices using a quadrature formula. In this paper, we show a concrete construction of a framework to…

Quantum Physics · Physics 2021-06-17 Souichi Takahira , Asuka Ohashi , Tomohiro Sogabe , Tsuyoshi Sasaki Usuda