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In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

Numerical Analysis · Mathematics 2016-02-02 William McLean , Vidar Thomée

In this paper, we propose an incremental abstraction method for dynamically over-approximating nonlinear systems in a bounded domain by solving a sequence of linear programs, resulting in a sequence of affine upper and lower hyperplanes…

Optimization and Control · Mathematics 2020-04-06 Syed M. Hassaan , Mohammad Khajenejad , Spencer Jensen , Qiang Shen , Sze Zheng Yong

This paper proposes an extra gradient Anderson-accelerated algorithm for solving pseudomonotone variational inequalities, which uses the extra gradient scheme with line search to guarantee the global convergence and Anderson acceleration to…

Optimization and Control · Mathematics 2026-05-27 Xin Qu , Wei Bian , Xiaojun Chen

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

In this work, we present an efficient approach for the spatial and temporal discretization of the nonlocal Allen-Cahn equation, which incorporates various double-well potentials and an integrable kernel, with a particular focus on a…

Numerical Analysis · Mathematics 2024-10-10 Olena Burkovska , Ilyas Mustapha

This work investigates the local convergence behavior of Anderson acceleration in solving nonlinear systems. We establish local R-linear convergence results for Anderson acceleration with general depth $m$ under the assumptions that the…

Numerical Analysis · Mathematics 2025-07-22 Yonghui Ling , Zikang Xiong , Juan Liang

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

Numerical Analysis · Mathematics 2025-11-25 Liu Yaokun , Li Jinze , Yu Kaiping

This paper describes the design of a safeguarding scheme for Anderson acceleration to improve its practical performance and stability when used for first-order optimisation methods. We show how the combination of a non-expansiveness…

Optimization and Control · Mathematics 2022-08-08 Michael Garstka , Mark Cannon , Paul Goulart

Anderson Acceleration (AA) is a popular acceleration technique to enhance the convergence of fixed-point iterations. The analysis of AA approaches typically focuses on the convergence behavior of a corresponding fixed-point residual, while…

Optimization and Control · Mathematics 2023-09-26 Wenqing Ouyang , Yang Liu , Andre Milzarek

The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…

Numerical Analysis · Mathematics 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

Iterative refinement -- start with a random guess, then iteratively improve the guess -- is a useful paradigm for representation learning because it offers a way to break symmetries among equally plausible explanations for the data. This…

Machine Learning · Computer Science 2023-01-03 Michael Chang , Thomas L. Griffiths , Sergey Levine

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…

Optimization and Control · Mathematics 2025-02-21 Qiang Heng , Xiaoqian Liu , Eric C. Chi

We give new convergence results of Anderson acceleration for the composite $\max$ fixed point problem. We prove that Anderson(1) and EDIIS(1) are q-linear convergent with a smaller q-factor than existing q-factors. Moreover, we propose a…

Optimization and Control · Mathematics 2022-09-22 Wei Bian , Xiaojun Chen

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

Anderson Acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to…

Numerical Analysis · Mathematics 2025-07-15 Xue Feng , M. Paul Laiu , Thomas Strohmer

Iterative Closest Point (ICP) is a widely used method for performing scan-matching and registration. Being simple and robust method, it is still computationally expensive and may be challenging to use in real-time applications with limited…

Robotics · Computer Science 2017-09-19 A. L. Pavlov , G. V. Ovchinnikov , D. Yu. Derbyshev , D. Tsetserukou , I. V. Oseledets

Anderson acceleration (AA) is a well-known method for accelerating the convergence of iterative algorithms, with applications in various fields including deep learning and optimization. Despite its popularity in these areas, the…

Machine Learning · Computer Science 2023-08-25 Sarwan Ali , Prakash Chourasia , Murray Patterson

The pressure-correction method is a well established approach for simulating unsteady, incompressible fluids. It is well-known that implicit discretization of the time derivative in the momentum equation e.g. using a backward…

Numerical Analysis · Mathematics 2024-07-17 Utku Kaya , Thomas Richter

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix