Related papers: An Efficient Algorithm For Simulating Fracture Usi…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
In this paper, a multiscale flux basis algorithm is developed to efficiently solve a flow problem in fractured porous media. Here, we take into account a mixed-dimensional setting of the discrete fracture matrix model, where the fracture…
We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…
The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…
The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…
Chebyshev Filtered Subspace Iteration (ChFSI) is widely used for computing a small subset of extremal eigenpairs from large matrices, particularly when the eigenpairs must be computed repeatedly as the system matrix evolves within an outer…
We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a…
Using accurate multi-component diffusion treatment in numerical combustion studies remains formidable due to the computational cost associated with solving for diffusion velocities. To obtain the diffusion velocities, for low density gases,…
Due to divergence instability, the accuracy of low-order conforming finite element methods for nearly incompressible elasticity equations deteriorates as the Lam\'e coefficient $\lambda\to\infty$, or equivalently as the Poisson ratio…
We present a simple formula to update the pseudoinverse of a full-rank rectangular matrix that undergoes a low-rank modification, and demonstrate its utility for solving least squares problems. The resulting algorithm can be dramatically…
Lattice-like structures can provide a combination of high stiffness with light weight that is useful in many applications, but a resolved finite element mesh of such structures results in a computationally expensive discretization. This…
The increasing demand for larger and higher fidelity simulations has made Adaptive Mesh Refinement (AMR) and unstructured mesh techniques essential to focus compute effort and memory cost on just the areas of interest in the simulation…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…
Generalized inverses play a fundamental role in numerical linear algebra, particularly when matrices are rectangular, singular, or rank deficient. Even when the input matrix is sparse, generalized inverses such as the M-P pseudoinverse are…
We present a nonequilibrium strong-coupling approach to inhomogeneous systems of ultracold atoms in optical lattices. We demonstrate its application to the Mott-insulating phase of a two-dimensional Fermi-Hubbard model in the presence of a…
In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…
Covariance estimation for high-dimensional datasets is a fundamental problem in modern day statistics with numerous applications. In these high dimensional datasets, the number of variables p is typically larger than the sample size n. A…
At the core of any inference procedure in deep neural networks are dot product operations, which are the component that require the highest computational resources. A common approach to reduce the cost of inference is to reduce its memory…
The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…