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We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Numerical Analysis · Mathematics 2015-04-28 Benjamin Kehlet , Anders Logg

Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…

A numerical method is developed to solve the time-dependent Dirac equation in cylindrical coordinates for 3-D axisymmetric systems. The time evolution is treated by a splitting scheme in coordinate space using alternate direction iteration,…

Computational Physics · Physics 2015-04-03 François Fillion-Gourdeau , Emmanuel Lorin , André D. Bandrauk

As a first step towards a mathematically rigorous understanding of adaptive spectral/$hp$ discretizations of elliptic boundary-value problems, we study the performance of adaptive Legendre-Galerkin methods in one space dimension. These…

Numerical Analysis · Mathematics 2012-06-26 Claudio Canuto , Ricardo H. Nochetto , Marco Verani

Given a quantum Hamiltonian and its evolution time, the corresponding unitary evolution operator can be constructed in many different ways, corresponding to different trajectories between the desired end-points. A choice among these…

Quantum Physics · Physics 2015-03-05 Apoorva Patel

High-dimensional portfolio optimization faces significant computational challenges under complex constraints, with traditional optimization methods struggling to balance convergence speed and global exploration capability. To address this,…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Mingyang Yu , Jiaqi Zhang , Haorui Yang , Adam Slowik , Jun Zhang , Jing Xu

Augmented Lagrangian Methods (ALMs) are widely employed in solving constrained optimizations, and some efficient solvers are developed based on this framework. Under the quadratic growth assumption, it is known that the dual iterates and…

Optimization and Control · Mathematics 2024-10-31 Feng-Yi Liao , Lijun Ding , Yang Zheng

This study presents a novel algorithm for identifying the set of extreme points that constitute the exact convex hull of a point set in high-dimensional Euclidean space. The proposed method iteratively solves a sequence of dynamically…

Computational Geometry · Computer Science 2025-11-11 Qianwei Zhuang

We study the Fourier orthogonal expansions with respect to the Laguerre type weigh functions on the conic surface of revolution and the domain bounded by such a surface. The main results include a closed form formula for the reproducing…

Classical Analysis and ODEs · Mathematics 2021-03-09 Yuan Xu

Lattice results, kinematical constraints and QCD dispersion relations are combined for the first time to derive model-independent bounds for QCD form factors and corresponding rates. To take into account the error bars on the lattice…

High Energy Physics - Phenomenology · Physics 2011-05-05 Laurent Lellouch

Explicit diagrammatic calculation of evolution equations for high-twist correlation functions is a challenge already at one-loop order in QCD coupling. The main complication being quite involved mixing pattern of the so-called…

High Energy Physics - Phenomenology · Physics 2015-06-23 Yao Ji , A. V. Belitsky

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

Optimization and Control · Mathematics 2021-10-01 Liang Chen , Junyuan Zhu , Xinyuan Zhao

The use of integral equation methods for the efficient numerical solution of PDE boundary value problems requires two main tools: quadrature rules for the evaluation of layer potential integral operators with singular kernels, and fast…

Numerical Analysis · Mathematics 2017-06-28 Manas Rachh , Andreas Klöckner , Michael O'Neil

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

Machine Learning · Statistics 2022-05-24 Tongzheng Ren , Fuheng Cui , Sujay Sanghavi , Nhat Ho

This paper concerns the use of asymptotic expansions for the efficient solving of forward and inverse problems involving a nonlinear singularly perturbed time-dependent reaction--diffusion--advection equation. By using an asymptotic…

Numerical Analysis · Mathematics 2023-02-15 Dmitrii Chaikovskii , Ye Zhang

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method is a cutting-edge distributed optimization algorithm known for its superior numerical performance. It relies on each agent transmitting information to a central…

Systems and Control · Electrical Eng. & Systems 2025-04-09 Xu Du , Xiaohua Zhou , Shijie Zhu

We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…

Analysis of PDEs · Mathematics 2025-06-26 S. E. Chorfi

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$…

Numerical Analysis · Computer Science 2015-09-02 Roel Matthysen , Daan Huybrechs

We compute the next-to-next-to-leading order (NNLO) contributions to the splitting functions governing the evolution of the unpolarized flavour-singlet parton densities in perturbative QCD. The exact expressions are presented in both…

High Energy Physics - Phenomenology · Physics 2010-04-05 A. Vogt , S. Moch , J. A. M. Vermaseren