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We develop a constructive approach for $\ell_0$-penalized estimation in the sparse accelerated failure time (AFT) model with high-dimensional covariates. Our proposed method is based on Stute's weighted least squares criterion combined with…

Methodology · Statistics 2020-02-11 Xingdong Feng , Jian Huang , Yuling Jiao , Shuang Zhang

Combining sum factorization, weighted quadrature, and row-based assembly enables efficient higher-order computations for tensor product splines. We aim to transfer these concepts to immersed boundary methods, which perform simulations on a…

Computational Engineering, Finance, and Science · Computer Science 2023-09-06 Benjamin Marussig , René Hiemstra , Dominik Schillinger

In mathematical finance, many derivatives from markets with frictions can be formulated as optimal control problems in the HJB framework. Analytical optimal control can result in highly nonlinear PDEs, which might yield unstable numerical…

Computational Finance · Quantitative Finance 2025-01-07 Rakhymzhan Kazbek , Aidana Abdukarimova

We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

This work presents a matrix-free finite element solver for finite-strain elasticity adopting an $hp$-multigrid preconditioner. Compared to classical algorithms relying on a global sparse matrix, matrix-free solution strategies significantly…

Computational Engineering, Finance, and Science · Computer Science 2024-12-09 Richard Schussnig , Niklas Fehn , Peter Munch , Martin Kronbichler

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner…

Methodology · Statistics 2016-05-16 Oscar Hernan Madrid Padilla , James G. Scott

In this paper, we discuss a novel higher-order stabilization-free virtual element method for general second-order elliptic eigenvalue problems. Optimal a priori error estimates are derived for both the approximate eigenspace and…

Numerical Analysis · Mathematics 2026-04-07 Liangkun Xu , Shixi Wang , Yidu Yang , Hai Bi

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

We propose a factorization-free method for orthogonal projection onto the positive semidefinite (PSD) cone, leveraging composite polynomial filtering. Inspired by recent advances in homomorphic encryption, our approach approximates the PSD…

Optimization and Control · Mathematics 2025-07-15 Shucheng Kang , Haoyu Han , Antoine Groudiev , Heng Yang

In this work, we explore the application of Stabilization-Free Virtual Element Methods for Neumann boundary Optimal Control Problems in saddle point formulation. The method is proposed for arbitrary polynomial order of accuracy and general…

Numerical Analysis · Mathematics 2026-03-12 Andrea Borio , Francesca Marcon , Maria Strazzullo

In this paper, we present a novel penalty model called ExPen for optimization over the Stiefel manifold. Different from existing penalty functions for orthogonality constraints, ExPen adopts a smooth penalty function without using any…

Optimization and Control · Mathematics 2022-12-20 Nachuan Xiao , Xin Liu

Motivated by many applications in complex domains with boundaries exposed to large topological changes or deformations, fictitious domain methods regard the actual domain of interest as being embedded in a fixed Cartesian background. This…

Numerical Analysis · Mathematics 2020-03-17 Georgios Katsouleas , Efthymios N. Karatzas , Fotios Travlopanos

Kernel matrix-vector multiplication (KMVM) is a foundational operation in machine learning and scientific computing. However, as KMVM tends to scale quadratically in both memory and time, applications are often limited by these…

Numerical Analysis · Mathematics 2025-02-25 Robert Hu , Siu Lun Chau , Dino Sejdinovic , Joan Alexis Glaunès

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Numerical Analysis · Mathematics 2013-05-27 Shu-Zhen Lai , Hou-Biao Li , Zu-Tao Zhang

Unfitted boundary methods are widely used to numerically solve partial differential equations (PDEs) on irregular domains, avoiding the computational burden of generating boundary-conforming grids. In the finite-difference framework,…

Numerical Analysis · Mathematics 2026-04-20 Armando Coco , Alessandro Coclite , Stéphane Clain , Rui Miguel Pereira

The paper motivates high dimensional smoothing with penalized splines and its numerical calculation in an efficient way. If smoothing is carried out over three or more covariates the classical tensor product spline bases explode in their…

Methodology · Statistics 2021-01-18 Julian Wagner , Göran Kauermann , Ralf Münnich

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang

We extend the GenTen tensor decomposition package by introducing an accelerated dense matricized tensor times Khatri-Rao product (MTTKRP), the workhorse kernel for canonical polyadic (CP) tensor decompositions, that is portable and…

Mathematical Software · Computer Science 2025-10-17 Gabriel Kosmacher , Eric T. Phipps , Sivasankaran Rajamanickam

In this work, we analyze a penalized variant of the {\phi}-FEM scheme for the Poisson equation with Dirichlet boundary conditions. The {\phi}-FEM is a recently introduced unfitted finite element method based on a level-set description of…

Numerical Analysis · Mathematics 2026-02-06 Raphaël Bulle , Michel Duprez , Vanessa Lleras , Killian Vuillemot

Matrix and tensor completion are frameworks for a wide range of problems, including collaborative filtering, missing data, and image reconstruction. Missing entries are estimated by leveraging an assumption that the matrix or tensor is…

Methodology · Statistics 2019-05-29 Daniel E. Gilbert , Martin T. Wells
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