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The secant method is a very effective numerical procedure used for solving nonlinear equations of the form $f(x)=0$. It is derived via a linear interpolation procedure and employs only values of $f(x)$ at the approximations to the root of…

Numerical Analysis · Mathematics 2020-12-09 Avram Sidi

In this paper we investigate the superconvergence properties of the discontinuous Galerkin method based on the upwind-biased flux for linear time-dependent hyperbolic equations. We prove that for even-degree polynomials, the method is…

Numerical Analysis · Mathematics 2016-02-23 Daniel Frean , Jennifer Ryan

We propose a nodal discontinuous Galerkin method for solving the nonlinear Riesz space fractional Schr\"{o}dinger equation and the strongly coupled nonlinear Riesz space fractional Schr\"{o}dinger equations. These problems have been…

Numerical Analysis · Mathematics 2017-06-28 Tarek Aboelenen

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

This work deals with the numerical solution of systems of oscillatory second-order differential equations which often arise from the semi-discretization in space of partial differential equations. Since these differential equations exhibit…

Numerical Analysis · Mathematics 2024-10-29 Lidia Aceto , Fabio Durastante

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we…

Optimization and Control · Mathematics 2023-12-25 Luca Calatroni , Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding…

Optimization and Control · Mathematics 2019-03-18 Pantelis Sopasakis , Krina Menounou , Panagiotis Patrinos

We apply the discontinuous Galerkin finite element method with a degree $p$ polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial…

Numerical Analysis · Mathematics 2015-01-22 Noel Chalmers , Lilia Krivodonova

This paper deals with investigating numerical methods for solving coupled system of nonlinear parabolic problems. We utilize block monotone iterative methods based on Jacobi and Gauss--Seidel methods to solve difference schemes which…

Numerical Analysis · Mathematics 2019-05-10 Mohamed Al-Sultani

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…

Optimization and Control · Mathematics 2016-03-08 Dang Van Hieu

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

Optimization and Control · Mathematics 2021-09-22 Kabir Aladin Chandrasekher , Ashwin Pananjady , Christos Thrampoulidis

In this paper we study the behavior of finite dimensional fixed point iterations, induced by discretization of a continuous fixed point iteration defined within a Banach space setting. We show that the difference between the discrete…

Numerical Analysis · Mathematics 2017-06-29 Mario Amrein

In this paper, we propose an inexact multi-block ADMM-type first-order method for solving a class of high-dimensional convex composite conic optimization problems to moderate accuracy. The design of this method combines an inexact 2-block…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

The common fixed points problem requires finding a point in the intersection of fixed points sets of a finite collection of operators. Quickly solving problems of this sort is of great practical importance for engineering and scientific…

Optimization and Control · Mathematics 2019-01-24 Howard Heaton , Yair Censor

Cyclic coordinate descent is a classic optimization method that has witnessed a resurgence of interest in machine learning. Reasons for this include its simplicity, speed and stability, as well as its competitive performance on $\ell_1$…

Machine Learning · Computer Science 2015-03-17 Ankan Saha , Ambuj Tewari

In this paper, we consider spectral-collocation method base on Legendre-Gauss-Lobatto point. We present a computational method for solving a class of fractional integral equation of the second kind. Then based on Legendre-Gauss-Lobatto…

Numerical Analysis · Mathematics 2019-07-16 A. Yousefi , S. Javadi , E. Babolian

A novel symmetry method for finding exact solutions to nonlinear PDEs is illustrated by applying it to a semilinear reaction-diffusion equation in multi-dimensions. The method uses a separation ansatz to solve an equivalent first-order…

Mathematical Physics · Physics 2013-08-05 Stephen C. Anco , Sajid Ali , Thomas Wolf