Related papers: A Unified Low-rank ADI Framework with Shared Linea…
Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…
The question of finding solutions to given implicit differential equations (IDE) has been answered by several authors in the last few years, using different approaches, in an algebraic and also a geometric setting. Many of those results…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…
We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…
Distributed order fractional operators offer a rigorous tool for mathematical modelling of multi-physics phenomena, where the differential orders are distributed over a range of values rather than being just a fixed integer/fraction as it…
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…
Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…
We consider the problem of efficiently solving Sylvester and Lyapunov equations of medium and large scale, in case of rank-structured data, i.e., when the coefficient matrices and the right-hand side have low-rank off-diagonal blocks. This…
We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…
Radial basis functions are typically used when discretization sche-mes require inhomogeneous node distributions. While spawning from a desire to interpolate functions on a random set of nodes, they have found successful applications in…
We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate…
In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…
In this work, we propose an alternating low-rank decomposition (ALRD) approach and novel subspace algorithms for direction-of-arrival (DOA) estimation. In the ALRD scheme, the decomposition matrix for rank reduction is composed of a set of…
Feasibility problem aims to find a common point of two or more closed (convex) sets whose intersection is nonempty. In the literature, projection based algorithms are widely adopted to solve the problem, such as the method of alternating…
This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…
For the solution of linear discrete ill-posed problems, in this paper we consider the Arnoldi-Tikhonov method coupled with the Generalized Cross Validation for the computation of the regularization parameter at each iteration. We study the…
Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…
The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is…
We propose a projection-based model order reduction procedure for a general class of parametric quasi-static problems in nonlinear mechanics with internal variables. The methodology is integrated in the industrial finite element code code…