Related papers: A Unified Low-rank ADI Framework with Shared Linea…
A class of (block) rational Krylov subspace based projection method for solving large-scale continuous-time algebraic Riccati equation (CARE) $0 = \mathcal{R}(X) := A^HX + XA + C^HC - XBB^HX$ with a large, sparse $A$ and $B$ and $C$ of full…
This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…
The iterated Arnoldi-Tikhonov (iAT) method is a regularization technique particularly suited for solving large-scale ill-posed linear inverse problems. Indeed, it reduces the computational complexity through the projection of the…
We present a novel two-level sketching extension of the Alternating Anderson-Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multi-physics simulations governed by discretized partial differential…
Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…
Computations over the rational numbers often encounter the problem of intermediate coefficient growth. A solution to this is provided by modular methods, which apply the algorithm under consideration modulo a number of primes and then lift…
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…
The interpolation step in the Guruswami-Sudan algorithm is a bivariate interpolation problem with multiplicities commonly solved in the literature using either structured linear algebra or basis reduction of polynomial lattices. This…
Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…
Distinguishing signal of young gas rich circumstellar disks from stellar signal in near infrared light is a difficult task. Current techniques such as Angular Differential Imaging (ADI) and Polarimetric Differential Imaging (PDI) cope with…
We present a sparse grid high-order alternating direction implicit (ADI) scheme for option pricing in stochastic volatility models. The scheme is second-order in time and fourth-order in space. Numerical experiments confirm the…
This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…
A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…
An adaptive parametric reduced-order modeling method based on interpolating poles of reduced-order models is proposed in this paper. To guarantee correct interpolation, a pole-matching process is conducted to determine which poles of two…
In this paper, we investigate the numerical solution of the two-dimensional fractional Laplacian wave equations. After splitting out the Riesz fractional derivatives from the fractional Laplacian, we treat the Riesz fractional derivatives…
Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…
Two inverse-free iterative methods are developed for solving Sylvester matrix equations when the spectra of the coefficient matrices are on, or near, known disjoint subintervals of the real axis. Both methods use the recently-introduced…
Stochastic bilevel optimization, which captures the inherent nested structure of machine learning problems, is gaining popularity in many recent applications. Existing works on bilevel optimization mostly consider either unconstrained…
We present a new class of iterative schemes for solving initial value problems (IVP) based on discontinuous Galerkin (DG) methods. Starting from the weak DG formulation of an IVP, we derive a new iterative method based on a preconditioned…
In this work we present a low-rank algorithm for computing low-rank approximations of large-scale Lyapunov operator $\varphi$-functions. These computations play a crucial role in implementing of matrix-valued exponential integrators for…