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These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms,…

History and Overview · Mathematics 2024-12-31 Davoud Mirzaei

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

We consider the eigenvalue problem of certain kind of non-compact linear operators given as the sum of a multiplication and a kernel operator. A degenerate kernel method is used to approximate isolated eigenvalues. It is shown that entries…

Numerical Analysis · Mathematics 2008-10-18 Hassan Majidian , Esmail Babolian

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

We say that a list of complex numbers is "realisable" if it is the spectrum of some (entrywise) nonnegative matrix. The Nonnegative Inverse Eigenvalue Problem (NIEP) is the problem of characterising all realisable lists. Although the NIEP…

Spectral Theory · Mathematics 2017-02-10 Richard Ellard , Helena Šmigoc

In this paper, we propose a method for computing eigenvalues of elliptic problems using Deep Learning techniques. A key feature of our approach is that it is independent of the space dimension and can compute arbitrary eigenvalues without…

Numerical Analysis · Mathematics 2026-03-04 Julian Fernandez Bonder , Ariel M. Salort

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…

Numerical Analysis · Mathematics 2021-01-01 Michael C. Brennan , Mark Embree , Serkan Gugercin

Nonlinear eigenvalue equations arise naturally in quantum information theory, particularly in the variational quantification of entanglement. In this work, we present a hybrid analytical and numerical framework for evaluating the geometric…

Mathematical Physics · Physics 2025-11-17 Abrar Ahmed Naqash , Fardeen Ahmad Sofi , Mohammad Haris Khan , Sundus Abdi

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

Physics-informed neural networks (PINNs) have emerged as a transformative framework for addressing operator learning and inverse problems involving the Korteweg-de Vries (KdV) equation for internal solitary waves. By integrating physical…

Fluid Dynamics · Physics 2025-06-18 Ming Kang , Hang Li , Qiwen Tan , Zhan Wang , Ruipeng Li , Junfang Zhao , Hui Xiang , Dixia Fan

Eigenvalue problems for elliptic operators play an important role in science and engineering applications, where efficient and accurate numerical computation is essential. In this work, we propose a novel operator inference approach for…

Numerical Analysis · Mathematics 2025-04-23 Haoqian Li , Jiguang Sun , Zhiwen Zhang

In this paper, we present efficient solutions for the nonlinear program (NLP) associated with nonlinear model predictive control (NMPC) by leveraging the linear parameter-varying (LPV) embedding of nonlinear models and sequential quadratic…

Optimization and Control · Mathematics 2025-02-19 Dimitrios S. Karachalios , Hossam S. Abbas

We consider a nonlinear eigenvalue problem under Robin boundary conditions in a domain with (possibly noncompact) smooth boundary. The problem involves a weighted p-Laplacian operator and subcritical nonlinearities satisfying…

Analysis of PDEs · Mathematics 2013-05-10 Kanishka Perera , Patrizia Pucci , Csaba Varga

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

Several causal parameters in short panel data models are functionals of a nested nonparametric instrumental variable regression (nested NPIV). Recent examples include mediated, time varying, and long term treatment effects identified using…

Machine Learning · Statistics 2025-06-02 Isaac Meza , Rahul Singh

The Petviashvili's iteration method has been known as a rapidly converging numerical algorithm for obtaining fundamental solitary wave solutions of stationary scalar nonlinear wave equations with power-law nonlinearity: \ $-Mu+u^p=0$, where…

Pattern Formation and Solitons · Physics 2009-11-13 T. I. Lakoba , J. Yang

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

Many classification problems focus on maximizing the performance only on the samples with the highest relevance instead of all samples. As an example, we can mention ranking problems, accuracy at the top or search engines where only the top…

Machine Learning · Computer Science 2023-03-29 Václav Mácha , Lukáš Adam , Václav Šmídl