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In this paper, we give a numerical analysis for the transmission eigenvalue problem by the finite element method. A type of multilevel correction method is proposed to solve the transmission eigenvalue problem. The multilevel correction…

Numerical Analysis · Mathematics 2016-04-26 Hehu Xie , Xinming Wu

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

We investigate the parallel one-level overlapping Schwarz method for solving finite element discretization of high-frequency Helmholtz equations. The resulting linear systems are large, indefinite, ill-conditioned, and complex-valued. We…

Numerical Analysis · Mathematics 2026-02-03 Yan Xie , Shihua Gong , Ivan G. Graham , Euan A. Spence , Chen-Song Zhang

Parallel computing is omnipresent in today's scientific computer landscape, starting at multicore processors in desktop computers up to massively parallel clusters. While domain decomposition methods have a long tradition in computational…

Numerical Analysis · Mathematics 2025-03-20 H. M. Verhelst , J. H. Den Besten , M. Möller

Parallel search algorithms have been shown to improve planning speed by harnessing the multithreading capability of modern processors. One such algorithm PA*SE achieves this by parallelizing state expansions, whereas another algorithm…

Robotics · Computer Science 2023-03-13 Shohin Mukherjee , Maxim Likhachev

A cascadic multigrid method is proposed for eigenvalue problems based on the multilevel correction scheme. With this new scheme, an eigenvalue problem on the finest space can be solved by smoothing steps on a series of multilevel finite…

Numerical Analysis · Mathematics 2014-09-11 XIaole Han , Hehu Xie

MADNESS (multiresolution adaptive numerical environment for scientific simulation) is a high-level software environment for solving integral and differential equations in many dimensions that uses adaptive and fast harmonic analysis methods…

A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…

Numerical Analysis · Mathematics 2024-12-04 G. Ferrandi , M. E. Hochstenbach , M. R. Oliveira

This paper considers computing partial eigenpairs of differential eigenvalue problems (DEPs) such that eigenvalues are in a certain region on the complex plane. Recently, based on a "solve-then-discretize" paradigm, an operator analogue of…

Numerical Analysis · Mathematics 2023-02-21 Akira Imakura , Keiichi Morikuni , Akitoshi Takayasu

This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be…

Optimization and Control · Mathematics 2017-11-20 Palma London , Shai Vardi , Adam Wierman , Hanling Yi

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

The democratization of machine learning systems has made the process of fine-tuning accessible to practitioners, leading to a wide range of open-source models fine-tuned on specialized tasks and datasets. Recent work has proposed to merge…

Machine Learning · Computer Science 2025-03-03 Anshul Nasery , Jonathan Hayase , Pang Wei Koh , Sewoong Oh

We present new convergence analyses for parallel subspace correction methods for unconstrained semicoercive and nearly semicoercive convex optimization problems, generalizing the theory of singular and nearly singular linear problems to a…

Numerical Analysis · Mathematics 2026-04-03 Young-Ju Lee , Jongho Park

The range, segment and rectangle query problems are fundamental problems in computational geometry, and have extensive applications in many domains. Despite the significant theoretical work on these problems, efficient implementations can…

Computational Geometry · Computer Science 2018-08-08 Yihan Sun , Guy E. Blelloch

An open-source middleware EigenKernel was developed for use with parallel generalized eigenvalue solvers or large-scale electronic state calculation to attain high scalability and usability. The middleware enables the users to choose the…

Sparse polynomial chaos expansions (PCE) are an efficient and widely used surrogate modeling method in uncertainty quantification for engineering problems with computationally expensive models. To make use of the available information in…

Computation · Statistics 2021-07-26 Nora Lüthen , Stefano Marelli , Bruno Sudret

The FEAST library package represents an unified framework for solving various family of eigenvalue problems and achieving accuracy, robustness, high-performance and scalability on parallel architectures. Its originality lies with a new…

Mathematical Software · Computer Science 2020-02-13 Eric Polizzi

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

With the advances in deep learning, speech enhancement systems benefited from large neural network architectures and achieved state-of-the-art quality. However, speaker-agnostic methods are not always desirable, both in terms of quality and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-15 Anastasia Kuznetsova , Aswin Sivaraman , Minje Kim

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar
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