Related papers: Adaptive low-rank exponential integrators for larg…

Recently, autoregressive recommendation models (ARMs), such as Meta's HSTU model, have emerged as a major breakthrough over traditional Deep Learning Recommendation Models (DLRMs), exhibiting the highly sought-after scaling law behaviour.…

The thermal radiative transfer equations model temperature evolution through a background medium as a result of radiation. When a large number of particles are absorbed in a short time scale, the dynamics tend to a non-linear diffusion-type…

Embedding high-dimensional data onto a low-dimensional manifold is of both theoretical and practical value. In this paper, we propose to combine deep neural networks (DNN) with mathematics-guided embedding rules for high-dimensional data…

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Based on the algorithm Informed Importance Tempering (IIT) proposed by Li et al. (2023) we propose an algorithm that uses an adaptive bounded balancing function. We argue why implementing parallel tempering where each replica uses a…

We consider the problem of inferring latent stochastic differential equations (SDEs) with a time and memory cost that scales independently with the amount of data, the total length of the time series, and the stiffness of the approximate…

This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

The purpose of this paper is to present an application of the State Dependent Riccati Equation (SDRE) method to satellite attitude control where the satellite kinematics is modeled by Modified Rodriguez Parameters (MRP). The SDRE…

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

This paper proposes an effective low-rank alternating direction doubling algorithm (R-ADDA) for computing numerical low-rank solutions to large-scale sparse continuous-time algebraic Riccati matrix equations. The method is based on the…

This work focuses on the construction of a new class of fourth-order accurate methods for multirate time evolution of systems of ordinary differential equations. We base our work on the Recursive Flux Splitting Multirate (RFSMR) version of…

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

For large-scale discrete-time algebraic Riccati equations (DAREs) with high-rank nonlinear and constant terms, the stabilizing solutions are no longer numerically low-rank, resulting in the obstacle in the computation and storage. However,…

Computing the numerical solution to high-dimensional tensor differential equations can lead to prohibitive computational costs and memory requirements. To reduce the memory and computational footprint, dynamical low-rank approximation…

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from…

In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied…