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We introduce a deep neural network-based numerical method for solving kinetic Fokker Planck equations, including both linear and nonlinear cases. Building upon the conservative dissipative structure of Vlasov-type equations, we formulate a…

Numerical Analysis · Mathematics 2026-03-26 Wonjun Lee , Li Wang , Wuchen Li

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

Numerical Analysis · Mathematics 2025-03-25 Wenrui Hao , Sun Lee , Xiangxiong Zhang

A high-order Newton multigrid method is proposed for steady-state shallow water flows in open channels with regular and irregular geometries. The method integrates a finite volume discretization with third-order weighted essentially…

Numerical Analysis · Mathematics 2026-05-29 Zhicheng Hu , Guanghan Li , Chunwu Wang , Xiaowen Wang

In this paper, we continue to study the derivative-free extended Kalman filtering (DF-EKF) framework for state estimation of continuous-discrete nonlinear stochastic systems. Having considered the Euler-Maruyama and It\^{o}-Taylor…

Numerical Analysis · Mathematics 2024-03-08 Maria V. Kulikova , Gennady Yu. Kulikov

A new class of non-monotone finite difference (FD) approximation methods for approximating solutions to non-degenerate stationary Hamilton-Jacobi problems with Dirichlet boundary conditions is proposed and analyzed. The new FD methods add a…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

The goal of this paper is to investigate an approach for derivative-free optimization that has not received sufficient attention in the literature and is yet one of the simplest to implement and parallelize. It consists of computing…

Optimization and Control · Mathematics 2021-02-22 Hao-Jun Michael Shi , Melody Qiming Xuan , Figen Oztoprak , Jorge Nocedal

The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…

Computation · Statistics 2022-05-11 Christopher J. Geoga , Oana Marin , Michel Schanen , Michael L. Stein

This paper presents a novel direct Jacobian total Lagrangian explicit dynamics (DJ-TLED) finite element algorithm for real-time nonlinear mechanics simulation. The nodal force contributions are expressed using only the Jacobian operator,…

Computational Engineering, Finance, and Science · Computer Science 2022-01-05 Jinao Zhang

This research was mainly conducted to explore the possibility of formulating an efficient algorithm to find roots of nonlinear equations without using the derivative of the function. The Weerakoon-Fernando method had been taken as the base…

Numerical Analysis · Mathematics 2021-02-05 S. L. Heenatigala , S. Weerakoon , T. G. I. Fernando

The resolvent Krylov subspace method builds approximations to operator functions $f(A)$ times a vector $v$. For the semigroup and related operator functions, this method is proved to possess the favorable property that the convergence is…

Numerical Analysis · Mathematics 2019-07-15 Volker Grimm , Tanja Göckler

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

Within the realm of early fault-tolerant quantum computing (EFTQC), quantum Krylov subspace diagonalization (QKSD) has emerged as a promising quantum algorithm for the approximate Hamiltonian diagonalization via projection onto the quantum…

Quantum Physics · Physics 2025-04-11 Gwonhak Lee , Seonghoon Choi , Joonsuk Huh , Artur F. Izmaylov

A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…

Numerical Analysis · Mathematics 2022-12-14 Jinzhi Huang , Zhongxiao Jia

Quantum subspace diagonalization and quantum Krylov algorithms offer a feasible, pre- or early-fault tolerant alternative to quantum phase estimation for using quantum computers to estimate the low-lying spectra of quantum systems. However,…

We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…

Numerical Analysis · Mathematics 2016-09-16 Patrick Sanan , Sascha M. Schnepp , Dave. A. May

We consider minimization of indefinite quadratics with either trust-region (norm) constraints or cubic regularization. Despite the nonconvexity of these problems we prove that, under mild assumptions, gradient descent converges to their…

Optimization and Control · Mathematics 2020-08-17 Yair Carmon , John C. Duchi

Reliable control and state estimation of differential drive robots (DDR) operating in dynamic and uncertain environments remains a challenge, particularly when system dynamics are partially unknown and sensor measurements are prone to…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Amos Alwala , Yuchen Hu , Gabriel da Silva Lima , Wallace Moreira Bessa

Inverse design of complex flows is notoriously challenging because of the high cost of high dimensional optimization. Usually, optimization problems are either restricted to few control parameters, or adjoint-based approaches are used to…

Fluid Dynamics · Physics 2024-03-12 Mohammed Alhashim , Kaylie Hausknecht , Michael Brenner

We propose a general framework for finding the ground state of many-body fermionic systems by using feed-forward neural networks. The anticommutation relation for fermions is usually implemented to a variational wave function by the Slater…

Strongly Correlated Electrons · Physics 2021-12-21 Koji Inui , Yasuyuki Kato , Yukitoshi Motome

This work introduces NOVAK, a modular gradient-based optimization algorithm that integrates adaptive moment estimation, rectified learning-rate scheduling, decoupled weight regularization, multiple variants of Nesterov momentum, and…

Machine Learning · Computer Science 2026-01-14 Sergii Kavun