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We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We consider a scalar objective minimization problem over the solution set of another optimization problem. This problem is known as simple bilevel optimization problem and has drawn a significant attention in the last few years. Our inner…

Optimization and Control · Mathematics 2018-09-18 Yekini Shehu , Phan Tu Vuong , Alain Zemkoho

Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

In this study, we address the challenge of solving elliptic equations with quasiperiodic coefficients. To achieve accurate and efficient computation, we introduce the projection method, which enables the embedding of quasiperiodic systems…

Numerical Analysis · Mathematics 2025-04-15 Kai Jiang , Meng Li , Juan Zhang , Lei Zhang

In the iterative algorithm recently proposed by Waxman for solving eigenvalue problems, we point out that the convergence rate may be improved. For many non-singular symmetric potentials which vanish asymptotically, a simple analytical…

Quantum Physics · Physics 2009-11-13 W. A. Berger , H. G. Miller

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser

Using supersymmetric quantum mechanics we construct the quasi-exactly solvable (QES) potentials with arbitrary two known eigenstates. The QES potential and the wave functions of the two energy levels are expressed by some generating…

Quantum Physics · Physics 2009-11-07 V. M. Tkachuk

In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…

Optimization and Control · Mathematics 2016-03-08 Dang Van Hieu

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-21 Wiktor Maj

In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two…

Numerical Analysis · Mathematics 2022-05-09 Jianfeng Lu , Min Wang

We consider quasinormal modes with complex energies from the point of view of the theory of quasi-exactly solvable (QES) models. We demonstrate that it is possible to find new potentials which admit exactly solvable or QES quasinormal modes…

High Energy Physics - Theory · Physics 2009-11-11 Hing-Tong Cho , Choon-Lin Ho

We have developed a numerical approach to compute real-time path integral expressions for quantum transport problems out of equilibrium. The scheme is based on a deterministic iterative summation of the path integral (ISPI) for the…

Mesoscale and Nanoscale Physics · Physics 2008-05-16 S. Weiss , J. Eckel , M. Thorwart , R. Egger

Fixed point iterations play a central role in the design and the analysis of a large number of optimization algorithms. We study a new iterative scheme in which the update is obtained by applying a composition of quasinonexpansive operators…

Optimization and Control · Mathematics 2017-08-15 Patrick L. Combettes , Lilian E. Glaudin

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-05-23 Ronald B. Morgan , Walter Wilcox

We describe algorithms, and experimental strategies, for the Pareto optimal control problem of simultaneously driving an arbitrary number of quantum observable expectation values to their respective extrema. Conventional quantum optimal…

Quantum Physics · Physics 2009-11-13 Raj Chakrabarti , Rebing Wu , Herschel Rabitz

Solving large-scale systems of nonlinear equations/inequalities is a fundamental problem in computing and optimization. In this paper, we propose a generic successive projection (SP) framework for this problem. The SP sequentially projects…

Numerical Analysis · Mathematics 2020-12-15 Wen-Jun Zeng , Jieping Ye

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…

Numerical Analysis · Mathematics 2024-01-30 Joel C. Rabelo , Antonio Leitão , Alexandre L. Madureira

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

Optimization and Control · Mathematics 2017-03-07 Shi Pu , Alfredo Garcia

This paper presents an iterative scheme that converges to the solution of a pseudo-monotone variational inequality problem in the setting of $\mathbb{R}^{n}$. Traditional methods often require projections onto the feasible set…

Optimization and Control · Mathematics 2025-09-09 Watanjeet Singh , Sumit Chandok