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We study the problem of computationally efficient robust estimation of the covariance/scatter matrix of elliptical distributions -- that is, affine transformations of spherically symmetric distributions -- under the strong contamination…

Data Structures and Algorithms · Computer Science 2025-04-15 Gleb Novikov

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

We generalize the technique of [Solving Dirichlet boundary-value problems on curved domains by extensions from subdomains, SIAM J. Sci. Comput. 34, pp. A497--A519 (2012)] to elliptic problems with mixed boundary conditions and elliptic…

Numerical Analysis · Mathematics 2015-11-24 Weifeng Qiu , Manuel Solano , Patrick Vega

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

Machine Learning · Statistics 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

In this paper, we address a way to reduce the total computational cost of meshless approximation by reducing the required stencil size through spatial variation of computational node regularity. Rather than covering the entire domain with…

Numerical Analysis · Mathematics 2024-04-04 Mitja Jančič , Miha Rot , Gregor Kosec

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

We study strategies for increasing the precision in the blurring models by maintaining a complexity in the related numerical linear algebra procedures (matrix-vector product, linear system solution, computation of eigenvalues etc.) of the…

Numerical Analysis · Mathematics 2009-06-16 Marco Donatelli

This paper introduces a directional multiscale algorithm for the two dimensional $N$-body problem of the Helmholtz kernel with applications to high frequency scattering. The algorithm follows the approach in [Engquist and Ying, SIAM Journal…

Numerical Analysis · Mathematics 2008-02-29 Björn Engquist , Lexing Ying

We consider the two-dimensional high-frequency plane wave scattering problem in the exterior of a finite collection of disjoint, compact, smooth, strictly convex obstacles with Neumann boundary conditions. Using integral equation…

Numerical Analysis · Mathematics 2022-08-15 Yassine Boubendir , Fatih Ecevit

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…

Numerical Analysis · Mathematics 2014-12-19 Martin Burger , Ole Løseth Elvetun , Matthias Schlottbom

We present a novel approach that integrates unfitted finite element methods and neural networks to approximate partial differential equations on complex geometries. Easy-to-generate background meshes (e.g., a simple Cartesian mesh) that cut…

Numerical Analysis · Mathematics 2025-12-04 Wei Li , Alberto F. Martín , Santiago Badia

Approximations by Trefftz functions are rapidly gaining popularity in the numerical solution of boundary value problems of mathematical physics. By definition, these functions satisfy locally, in weak form, the underlying differential…

Computational Physics · Physics 2018-08-24 Igor Tsukerman , Shampy Mansha , Y. D. Chong , Vadim A. Markel

We consider the task of approximating a matrix function $f(A)$, where $A$ is a matrix in which only a relatively small number of (not necessarily consecutive) sub- and superdiagonals contain nonzero entries. Approximating $f$ by a…

Numerical Analysis · Mathematics 2025-12-09 Majed Hamadi , Nezam Mahdavi-Amiri , Marcel Schweitzer

Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. The second paper is concerned with simultaneous approximation to functions and their…

Numerical Analysis · Mathematics 2022-08-09 Weiming Sun , Zimao Zhang

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

Information Theory · Computer Science 2009-11-13 Effrosyni Kokiopoulou , Pascal Frossard