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We derive and implement an alternative formulation of the Stochastic Lanczos algorithm to be employed in connection with the Many-Body Dispersion model (MBD). Indeed, this formulation, which is only possible due to the Stochastic Lanczos'…

Chemical Physics · Physics 2023-10-23 Pier P. Poier , Louis Lagardère , Jean-Philip Piquemal

While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…

Data Structures and Algorithms · Computer Science 2010-04-09 Ravindran Kannan

The increasing imbalance between the computing capabilities of individual nodes and the internode bandwidth makes it highly desirable for any Lattice QCD algorithm to minimize the amount of internode communication. One of the relatively new…

High Energy Physics - Lattice · Physics 2019-01-09 Yong-Chull Jang , Chulwoo Jung

In this paper, we consider a class of generalized difference-of-convex functions (DC) programming, whose objective is the difference of two convex (not necessarily smooth) functions plus a decomposable (possibly nonconvex) function with…

Optimization and Control · Mathematics 2024-09-10 Chenjian Pan , Yingxin Zhou , Hongjin He , Chen Ling

We solve by Chebyshev spectral collocation some genuinely nonlinear Liouville-Bratu-Gelfand type, 1D and a 2D boundary value problems. The problems are formulated on the square domain $[-1, 1]\times[-1, 1]$ and the boundary condition…

Numerical Analysis · Mathematics 2020-11-30 Calin-Ioan Gheorghiu

We present a probabilistic analysis of two Krylov subspace methods for solving linear systems. We prove a central limit theorem for norms of the residual vectors that are produced by the conjugate gradient and MINRES algorithms when applied…

Numerical Analysis · Mathematics 2020-07-02 Elliot Paquette , Thomas Trogdon

In this paper we propose a new deterministic approximation method, called discretization approximation, for Bayesian computation. Discretization approximation is very simple to understand and to implement, It only requires calculating…

Computation · Statistics 2026-01-13 Shifeng Xiong

We consider one-dimensional inverse scattering in attenuating media where both the reflectivity and loss distributions are unknown. Mathematically, this corresponds to recovering the coefficients of a damped wave operator, or equivalently,…

Numerical Analysis · Mathematics 2025-11-20 Jorn Zimmerling , Mikhail Zaslavsky , Alexander V. Mamonov , Vladimir Druskin , Anarzhan Abilgazy

A matrix framework is presented for the solution of ODEs, including initial-, boundary and inner-value problems. The framework enables the solution of the ODEs for arbitrary nodes. There are four key issues involved in the formulation of…

Numerical Analysis · Mathematics 2013-04-19 Matthew Harker , Paul O'Leary

We present a wavenumber-robust strategy for computing Steklov eigenpairs of the Helmholtz operator $-\Delta -\mu^2$. As the wavenumber $\mu \rightarrow \mu_D$ from below (where $\mu_D^2 $ is a Dirichlet- Laplace eigenvalue of multiplicity…

Numerical Analysis · Mathematics 2025-09-10 Nilima Nigam , Kshitij Patil , Weiran Sun

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

For linear inverse problems with a large number of unknown parameters, uncertainty quantification remains a challenging task. In this work, we use Krylov subspace methods to approximate the posterior covariance matrix and describe efficient…

Numerical Analysis · Mathematics 2019-05-22 Arvind K. Saibaba , Julianne Chung , Katrina Petroske

Jacobian and Hessian regularization aim to reduce the magnitude of the first and second-order partial derivatives with respect to neural network inputs, and they are predominantly used to ensure the adversarial robustness of image…

Machine Learning · Computer Science 2022-12-02 Chenwei Cui , Zehao Yan , Guangshen Liu , Liangfu Lu

This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…

Numerical Analysis · Mathematics 2019-11-05 Silvia Gazzola , Chang Meng , James Nagy

Consider a sequence (indexed by n) of Markov chains Z^n in R^d characterized by transition kernels that approximately (in n) depend only on the rescaled state n^{-1} Z^n. Subject to a smoothness condition, such a family can be closely…

Probability · Mathematics 2009-08-17 Kamil Szczegot

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…

Numerical Analysis · Mathematics 2021-12-08 Pietro Benedusi , Gioele Janett , Luca Belluzzi , Rolf Krause

In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…

Numerical Analysis · Mathematics 2024-08-28 Karolína Benková , John W. Pearson , Mariya Ptashnyk

We propose an efficient numerical method for a non-selfadjoint Steklov eigenvalue problem. The Lagrange finite element is used for discretization. The convergence is proved using the spectral perturbation theory for compact operators. The…

Numerical Analysis · Mathematics 2018-04-10 Juan Liu , Jiguang Sun , Tiara Turner
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