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In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…

Numerical Analysis · Mathematics 2017-01-06 Francisco Bernal , Juan A. Acebrón

We propose, analyze and test Anderson-accelerated Picard iterations for solving the incompressible Navier-Stokes equations (NSE). Anderson acceleration has recently gained interest as a strategy to accelerate linear and nonlinear…

Numerical Analysis · Mathematics 2018-10-22 Sara Pollock , Leo G. Rebholz , Mengying Xiao

We present experimental and theoretical results on a method that applies a numerical solver iteratively to solve several non-negative quadratic programming problems in geometric optimization. The method gains efficiency by exploiting the…

Computational Geometry · Computer Science 2023-11-21 Siu-Wing Cheng , Man Ting Wong

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Nonlinearity continuation method, applied to boundary value problems for steady-state Richards equation, gradually approaches the solution through a series of intermediate problems. Originally, the Newton method with simple line search…

Numerical Analysis · Mathematics 2021-05-27 Denis Anuprienko

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

We present a method for the resolution of (oscillatory) nonlinear problems. It is based on the application of the Linear Delta Expansion to the Lindstedt-Poincar\'e method. By applying it to the Duffing equation, we show that our method…

Mathematical Physics · Physics 2009-11-10 Paolo Amore , Alfredo Aranda

Iterative methods have led to better understanding and solving problems such as missing sampling, deconvolution, inverse systems, impulsive and Salt and Pepper noise removal problems. However, the challenges such as the speed of convergence…

Signal Processing · Electrical Eng. & Systems 2024-09-23 Mahdi Shamsi , Mahmoud Ghandi , Farokh Marvasti

In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…

Optimization and Control · Mathematics 2022-08-16 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Junbin Gao

We construct and justify leading order weakly nonlinear geometric optics expansions for nonlinear hyperbolic initial value problems, including the compressible Euler equations. The technique of simultaneous Picard iteration is employed to…

Analysis of PDEs · Mathematics 2012-07-18 Matthew Hernandez

In this paper we present a methodology for increasing the accuracy and accelerating the convergence of numerical methods for solution of Maxwell's equations in the frequency domain by taking into account the be-havior of the electromagnetic…

Computational Physics · Physics 2021-06-30 Igor Semenikhin

Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…

Optimization and Control · Mathematics 2015-10-20 Pierre Le Bodic , Jeffrey W. Pavelka , Marc E. Pfetsch , Sebastian Pokutta

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato

In this paper we propose and analyze three parallel hybrid extragradient methods for finding a common element of the set of solutions of equilibrium problems involving pseudomonotone bifunctions and the set of fixed points of nonexpansive…

Optimization and Control · Mathematics 2015-12-24 Dang Van Hieu , Le Dung Muu , Pham Ky Anh

Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…

Optimization and Control · Mathematics 2022-12-26 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Jason D Lee

Extrapolation methods use the last few iterates of an optimization algorithm to produce a better estimate of the optimum. They were shown to achieve optimal convergence rates in a deterministic setting using simple gradient iterates. Here,…

Optimization and Control · Mathematics 2017-08-04 Damien Scieur , Alexandre d'Aspremont , Francis Bach

In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…

Numerical Analysis · Mathematics 2015-06-23 Hehu Xie

We consider a non-polynomial cubic spline to develop the classes of methods for the numerical solution of singularly perturbed two-point boundary value problems. The proposed methods are second and fourth order accurate and applicable to…

Numerical Analysis · Mathematics 2012-06-13 Islam Khan , Tariq Aziz