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Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…

Machine Learning · Computer Science 2023-02-16 Jun-Kun Wang , Andre Wibisono

We develop the gapped-filtering method, whereby a short Chebyshev expansion accurately represents the density-matrix operator. The method optimizes the Chebyshev coefficients to give the correct density matrix at all energies except within…

Computational Physics · Physics 2022-09-28 Minh Nguyen , Daniel Neuhauser

A piecewise Pad\'e-Chebyshev type (PiPCT) approximation method is proposed to minimize the Gibbs phenomenon in approximating piecewise smooth functions. A theorem on $L^1$-error estimate is proved for sufficiently smooth functions using a…

Numerical Analysis · Mathematics 2021-10-15 S. Akansha , S. Baskar

The generalized complex numbers can be realized in terms of $2\times2$ or higher-order matrices and can be exploited to get different ways of looking at the trigonometric functions. Since Chebyshev polynomials are linked to the power of…

Classical Analysis and ODEs · Mathematics 2012-07-10 D. Babusci , G. Dattoli , E. Di Di Palma , E. Sabia

GMRES is a popular Krylov subspace method for solving linear systems of equations involving a general non-Hermitian coefficient matrix. The conventional bounds on GMRES convergence involve polynomial approximation problems in the complex…

Numerical Analysis · Mathematics 2022-09-07 Mark Embree

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-12 Raphaël Berthier , Francis Bach , Nicolas Flammarion , Pierre Gaillard , Adrien Taylor

In this paper we present a generalization of the Goraychev--Chaplygin integrable case on a bundle of Poisson brackets, and on Sokolov terms in his new integrable case of Kirchhoff equations. We also present a new analogous integrable case…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. V. Borisov , I. S. Mamaev

Peridynamics is a nonlocal generalization of continuum mechanics theory which adresses discontinuous problems without using partial derivatives and replacing its by an integral operator. As a consequence, it finds applications in the…

Numerical Analysis · Mathematics 2022-09-07 Luciano Lopez , Sabrina Francesca Pellegrino

The extended modification of the Newton method is considered when the inverse of the derivative (of the operator F(x) in the equation F(x)=0) is replaced by an invertible bounded x-independent operator B. The continuity assumption is…

Numerical Analysis · Mathematics 2015-03-24 Andrei Dubin

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…

Optimization and Control · Mathematics 2020-04-28 Richard Y. Zhang , Jacob K. White

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

Optimization and Control · Mathematics 2021-10-01 Karl Kunisch , Daniel Walter

We give a full description of the numerical solution of a general charge transport model for doped disordered semiconductors with arbitrary field- and density-dependent mobilities. We propose a suitable scaling scheme and generalize the…

Computational Physics · Physics 2012-12-13 S. Stodtmann , R. M. Lee , C. K. F. Weiler , A. Badinski

Greedy methods have recently been successfully applied to generalized kernel interpolation, or the recovery of a function from data stemming from the evaluation of linear functionals, including the approximation of solutions of linear PDEs…

Numerical Analysis · Mathematics 2026-01-29 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel , Daniel Winkle

We propose new algorithms to efficiently average a collection of points on a Grassmannian manifold in both the centralized and decentralized settings. Grassmannian points are used ubiquitously in machine learning, computer vision, and…

Numerical Analysis · Mathematics 2024-10-14 Brighton Ancelin , Alex Saad-Falcon , Kason Ancelin , Justin Romberg

Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…

Numerical Analysis · Mathematics 2021-10-04 Owe Axelsson , Maeddeh Pourbagher , Davod Khojasteh Salkuyeh

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. We propose a proximally…

Optimization and Control · Mathematics 2021-03-12 Dmitry Pasechnyuk , Vladislav Matyukhin

We present an iterative method to diagonalise large matrices. The basic idea is the same as the conjugated gradient (CG) method, i.e, minimizing the Rayleigh quotient via its gradient and avoiding reintroduce errors to the directions of…

Computational Physics · Physics 2009-11-10 Quanlin Jie , Dunhuan Liu

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

We consider the application of the generalized Convolution Quadrature (gCQ) to approximate the solution of an important class of sectorial problems. The gCQ is a generalization of Lubich's Convolution Quadrature (CQ) that allows for…

Numerical Analysis · Mathematics 2024-12-05 Jing Guo , Maria Lopez-Fernandez