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The computation of the entries of Jacobi operators associated with orthogonal polynomials has important applications in numerical analysis. From truncating the operator to form a Jacobi matrix, one can apply the Golub--Welsh algorithm to…

Numerical Analysis · Mathematics 2013-11-25 Thomas Trogdon , Sheehan Olver

In this paper the old problem of determining the discrete spectrum of a multi-particle Hamiltonian is reconsidered. The aim is to bring a fermionic Hamiltonian for large numbers N of particles by analytical means into a shape such that…

Mathematical Physics · Physics 2013-06-13 Joachim Schröter

We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…

Machine Learning · Computer Science 2023-10-24 Jian-Feng Cai , José Vinícius de M. Cardoso , Daniel P. Palomar , Jiaxi Ying

In this paper, we develop and study algorithms for approximately solving the linear algebraic systems: $\mathcal{A}_h^\alpha u_h = f_h$, $ 0< \alpha <1$, for $u_h, f_h \in V_h$ with $V_h$ a finite element approximation space. Such problems…

Numerical Analysis · Mathematics 2018-03-28 Beiping Duan , Raytcho Lazarov , Joeseph Pasciak

In this paper we develop convergence and acceleration theory for Anderson acceleration applied to Newton's method for nonlinear systems in which the Jacobian is singular at a solution. For these problems, the standard Newton algorithm…

Numerical Analysis · Mathematics 2023-10-27 Matt Dallas , Sara Pollock

We extend the classical third-order Halley iteration to the setting of generalized equations of the form \[ 0 \in f(x) + F(x), \] where \(f\colon X\longrightarrow Y\) is twice continuously Fr\'echet-differentiable on Banach spaces and…

Numerical Analysis · Mathematics 2025-04-25 Tomáš Roubal , Jan Valdman

We use an embedding of the symmetric $d$th power of any algebraic curve $C$ of genus $g$ into a Grassmannian space to give algorithms for working with divisors on $C$, using only linear algebra in vector spaces of dimension $O(g)$, and…

Number Theory · Mathematics 2007-05-23 Kamal Khuri-Makdisi

Spherically symmetric (1D) black-hole spacetimes are considered as a test for numerical relativity. A finite difference code, based in the hyperbolic structure of Einstein's equations with the harmonic slicing condition is presented.…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Carles Bona , Joan Masso , Joan Stela

In this paper we present in detail Newton's method and its modification, based on the Continuous analog of Newton's method for computing periodic orbits of the planar three-body problem. The linear system at each step of the method is…

Chaotic Dynamics · Physics 2021-11-23 I. Hristov , R. Hristova , I. Puzynin , T. Puzynina , Z. Sharipov , Z. Tukhliev

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…

Numerical Analysis · Mathematics 2025-04-21 Jianbo Cui , Tonghe Dang , Chenchen Mou

We present recent developments on numerical algorithms for computing photon and particle trajectories in the surrounding of compact objects. Strong gravity around neutron stars or black holes causes relativistic effects on the motion of…

High Energy Astrophysical Phenomena · Physics 2020-04-08 Fabio Bacchini , Bart Ripperda , Lorenzo Sironi

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…

Numerical Analysis · Mathematics 2026-04-17 Achyuta Ranjan Dutta Mohapatra

Zeroth-order methods have become important tools for solving problems where we have access only to function evaluations. However, the zeroth-order methods only using gradient approximations are $n$ times slower than classical first-order…

Optimization and Control · Mathematics 2022-02-10 Erik Berglund , Sarit Khirirat , Xiaoyu Wang

Previous work on dynamical black hole instability is further elucidated within the Hamilton-Jacobi method for horizon tunneling and the reconstruction of the classical action by means of the null-expansion method. Everything is based on two…

General Relativity and Quantum Cosmology · Physics 2015-05-13 Roberto Di Criscienzo , Sean A. Hayward , Mario Nadalini , Luciano Vanzo , Sergio Zerbini

A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…

Numerical Analysis · Mathematics 2011-06-07 Miquel Grau-Sánchez , José Luis Díaz-Barrero

In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

Optimization and Control · Mathematics 2023-09-06 Nikita Doikov , Geovani Nunes Grapiglia

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…

Analysis of PDEs · Mathematics 2026-05-22 Seho Park
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