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Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…

Numerical Analysis · Mathematics 2014-10-09 Zhenying Zhang , Eduard Bader , Karen Veroy

Quantum mechanical calculations require the repeated solution of a Schr\"odinger equation for the wavefunctions of the system. Recent work has shown that enriched finite element methods significantly reduce the degrees of freedom required…

In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…

Numerical Analysis · Mathematics 2024-04-30 Fei Xu , Manting Xie , Meiling Yue

In the aim of reducing the computational cost of the resolution of parameter-dependent eigenvalue problems, a model order reduction (MOR) procedure is proposed. We focus on the case of non-self-adjoint generalized eigenvalue problems, such…

Numerical Analysis · Mathematics 2023-11-27 Yonah Conjungo Taumhas , Geneviève Dusson , Virginie Ehrlacher , Tony Lelièvre , François Madiot

In this paper we investigate homogenization results for the principal eigenvalue problem associated to $1$-homogeneous, uniformly elliptic, second-order operators. Under rather general assumptions, we prove that the principal eigenpair…

Analysis of PDEs · Mathematics 2022-05-11 Gonzalo Dávila , Andrei Rodríguez-Paredes , Erwin Topp

We discuss the approximation of eigenvalue problems associated with elliptic partial differential equations using the virtual element method. After recalling the abstract theory, we present a model problem, describing in detail the features…

Numerical Analysis · Mathematics 2021-01-01 Daniele Boffi , Francesca Gardini , Lucia Gastaldi

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

The algorithm derived in this article, which builds upon the original paper, takes a holistic view of the handedness of an orthonormal eigenvector matrix so as to transfer what would have been labeled as a reflection in the original…

Numerical Analysis · Mathematics 2024-09-13 Jay Damask

This paper presents an innovative approach, the Adaptive Orthogonal Basis Method, tailored for computing multiple solutions to differential equations characterized by polynomial nonlinearities. Departing from conventional practices of…

Numerical Analysis · Mathematics 2024-04-23 Lin Li , Yangyi Ye , Huiyuan Li

This paper focuses on integer linear programs where solutions are binary matrices, and the corresponding symmetry group is the set of all column permutations. Orbitopal fixing, as introduced by Kaibel et al., is a technique designed to…

Optimization and Control · Mathematics 2018-03-13 Pascale Bendotti , Pierre Fouilhoux , Cécile Rottner

We provide a multilevel approach for analysing performances of parallel algorithms. The main outcome of such approach is that the algorithm is described by using a set of operators which are related to each other according to the problem…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-18 Luisa D'Amore , Valeria Mele , Diego Romano , Giuliano Laccetti

In this paper, we compute universal estimates of eigenvalues for a class of coupled systems of elliptic differential equations in divergence form on a bounded domain in Euclidean space, which includes the well-known Lam\'e and the Laplacian…

Differential Geometry · Mathematics 2026-03-06 Marcio C. Araújo FIlho , Juliana F. R. Miranda , Cristiano S. Silva

This paper introduces a simple variant of the power method. It is shown analytically and numerically to accelerate convergence to the dominant eigenvalue/eigenvector pair; and, it is particularly effective for problems featuring a small…

Numerical Analysis · Mathematics 2020-09-01 Nilima Nigam , Sara Pollock

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

We propose subspace methods for 3-parameter eigenvalue problems. Such problems arise when separation of variables is applied to separable boundary value problems; a particular example is the Helmholtz equation in ellipsoidal and…

Numerical Analysis · Mathematics 2023-09-18 Michiel E. Hochstenbach , Karl Meerbergen , Emre Mengi , Bor Plestenjak

It is well known that a family of $n\times n$ commuting matrices can be simultaneously triangularized by a unitary similarity transformation. The diagonal entries of the triangular matrices define the $n$ joint eigenvalues of the family. In…

Numerical Analysis · Mathematics 2024-11-05 Haoze He , Daniel Kressner , Bor Plestenjak

This paper concerns the numerical solution of the finite-horizon Optimal Investment problem with transaction costs under Potential Utility. The problem is initially posed in terms of an evolutive HJB equation with gradient constraints. In…

Computational Finance · Quantitative Finance 2017-02-09 Javier de Frutos , Victor Gaton

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

We describe algorithms for computing eigenpairs (eigenvalue-eigenvector pairs) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…

Numerical Analysis · Mathematics 2015-05-14 Diego Armentano , Carlos Beltrán , Peter Bürgisser , Felipe Cucker , Michael Shub

With the regular decomposition technique, we decompose the space $\mathbf{H}_0^s(\mathbf{curl}; \Omega)$ into the sum of a vector potential space and the gradient of a scalar space, both possessing higher regularity. Based on this new high…

Numerical Analysis · Mathematics 2025-12-18 Feiyi Liao , Haochen Liu , Hehu Xie