Related papers: A quasi-orthogonal method based on the inverse ope…
We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
We study the spatial discretization of Westervelt's quasilinear strongly damped wave equation by piecewise linear finite elements. Our approach employs the Banach fixed-point theorem combined with a priori analysis of a linear wave model…
We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these…
Numerical approximation of a general class of nonlinear unidirectional wave equations with a convolution-type nonlocality in space is considered. A semi-discrete numerical method based on both a uniform space discretization and the discrete…
We propose an effective and flexible scheme for reverse engineering of a Hamiltonian by designing the evolution operators to eliminate the terms of Hamiltonian which are hard to be realized in practice. Different from transitionless quantum…
We consider parabolic evolution equations with Lipschitz continuous and strongly monotone spatial operators. By introducing an additional variable, we construct an equivalent system where the operator is a Lipschitz continuous mapping from…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
We prove the existence of solutions for an evolution quasi-variational inequality with a first order quasilinear operator and a variable convex set, which is characterized by a constraint on the absolute value of the gradient that depends…
We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…
It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
We review and further develop the recently introduced numerical approach for scattering calculations based on a so called pseudo-time Schroedinger equation, which is in turn a modification of the damped Chebyshev polynomial expansion…
First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…
We consider the eigenvalue problem $K x = \lambda x$. Our analysis focuses on the convergence rates of eigenvalue and spectral subspace approximations for compact linear integral operator $K$ with Green's kernels. By employing orthogonal…
The approximation of the eigenvalues and eigenfunctions of an elliptic operator is a key computational task in many areas of applied mathematics and computational physics. An important case, especially in quantum physics, is the computation…
Designing efficient quasi-Newton methods is an important problem in nonlinear optimization and the solution of systems of nonlinear equations. From the perspective of the matrix approximation process, this paper presents a unified framework…
As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…
Nonlocal Hamiltonian-type operators, like e.g. fractional and quasirelativistic, seem to be instrumental for a conceptual broadening of current quantum paradigms. However physically relevant properties of related quantum systems have not…
In this paper we analyze a nonconforming virtual element method to approximate the eigenfunctions and eigenvalues of the two dimensional Oseen eigenvalue problem. The spaces under consideration lead to a divergence-free method which is…