English
Related papers

Related papers: Scalable higher-order nonlinear solvers via higher…

200 papers

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Numerical Analysis · Mathematics 2021-07-28 Gino I. Montecinos

In the current era of vast data and transparent machine learning, it is essential for techniques to operate at a large scale while providing a clear mathematical comprehension of the internal workings of the method. Although there already…

Machine Learning · Statistics 2024-02-05 David Rügamer

We derive methods to compute higher order differentials (Hessians and Hessian-vector products) of the rendering operator. Our approach is based on importance sampling of a convolution that represents the differentials of rendering…

Graphics · Computer Science 2025-08-07 Zican Wang , Michael Fischer , Tobias Ritschel

In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…

Numerical Analysis · Mathematics 2022-09-21 Lukas Lundgren , Murtazo Nazarov

In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…

Numerical Analysis · Mathematics 2024-06-04 Hemanth Chandravamsi , Steven H. Frankel

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

We propose a systemic method of applying the auxiliary systems of original equations to find the high order nonlocal symmetries of nonlinear evolution equation. In order to validate the effectiveness of the method, some examples are…

Exactly Solvable and Integrable Systems · Physics 2012-12-27 Xiangpeng Xin , Yong Chen

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to $\mathcal{O}(d^{k})$ scaling of the derivative tensor size and the…

Machine Learning · Computer Science 2025-01-14 Zekun Shi , Zheyuan Hu , Min Lin , Kenji Kawaguchi

Second order information is useful in many ways in smooth optimization problems, including for the design of step size rules and descent directions, or the analysis of the local properties of the objective functional. However, the…

Optimization and Control · Mathematics 2025-02-06 Marcus Carlsson , Viktor Nikitin , Erik Troedsson , Herwig Wendt

A computationally efficient high-order solver is developed to compute the wall distances by solving the relevant partial differential equations, namely: Eikonal, Hamilton-Jacobi (HJ) and Poisson equations. In contrast to the upwind schemes…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Hemanth Chandra Vamsi Kakumani , Nagabhushana Rao Vadlamani , Paul Gary Tucker

We construct new algorithms from scratch, which use the fourth order cumulant of stochastic variables for the cost function. The multiplicative updating rule here constructed is natural from the homogeneous nature of the Lie group and has…

Machine Learning · Computer Science 2015-06-25 Toshinao Akuzawa , Noboru Murata

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

The object of the present work is to present the new classes of third-order and fourth-order iterative methods for solving nonlinear equations. Our third-order method includes methods of Weerakoon \cite{Weerakoon}, Homeier \cite{Homeier2},…

Numerical Analysis · Mathematics 2013-07-31 J. P. Jaiswal

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…

Numerical Analysis · Mathematics 2021-01-21 Jochen Schütz , David C. Seal , Jonas Zeifang

We describe a way of solving a partial differential equation using the differential invariants of its point symmetries. By first solving its quotient PDE, which is given by the differential syzygies in the algebra of differential…

Differential Geometry · Mathematics 2020-05-15 Eivind Schneider

Weighted finite-state machines are a fundamental building block of NLP systems. They have withstood the test of time -- from their early use in noisy channel models in the 1990s up to modern-day neurally parameterized conditional random…

Computation and Language · Computer Science 2023-09-29 Ran Zmigrod , Tim Vieira , Ryan Cotterell

We introduce highly efficient online nonlinear regression algorithms that are suitable for real life applications. We process the data in a truly online manner such that no storage is needed, i.e., the data is discarded after being used.…

Machine Learning · Computer Science 2017-01-19 Burak C. Civek , Ibrahim Delibalta , Suleyman S. Kozat