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Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

In this paper we investigate the interplay between isolated suborders and closures. Isolated suborders are a special kind of suborders and can be used to diminish the number of elements of an ordered set by means of a quotient construction.…

Discrete Mathematics · Computer Science 2024-08-07 Roland Glück

A typical system of k difference (or differential) equations can be compressed, or folded into a difference (or ordinary differential) equation of order k. Such foldings appear in control theory as the canonical forms of the controllability…

Dynamical Systems · Mathematics 2014-03-18 H. Sedaghat

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

Several problems in magnetically confined fusion, such as the computation of exterior vacuum fields or the decomposition of the total magnetic field into separate contributions from the plasma and the external sources, are best formulated…

Numerical Analysis · Mathematics 2019-11-25 Dhairya Malhotra , Antoine J. Cerfon , Michael O'Neil , Evan Toler

We extend the index-aware model-order reduction method to systems of nonlinear differential-algebraic equations with a special nonlinear term f(Ex), where E is a singular matrix. Such nonlinear differential-algebraic equations arise, for…

Numerical Analysis · Mathematics 2020-02-25 Nicodemus Banagaaya , Giuseppe Ali , Sara Grundel , Peter Benner

We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…

Analysis of PDEs · Mathematics 2020-05-27 Philippe Chartier , Mohammed Lemou , Léopold Trémant

In this article we present a parallel modular algorithm to compute all solutions with multiplicities of a given zero-dimensional polynomial system of equations over the rationals. In fact, we compute a triangular decomposition using…

Commutative Algebra · Mathematics 2013-06-12 Deeba Afzal , Faira Kanwal , Gerhard Pfister , Stefan Steidel

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms…

Quantum Physics · Physics 2014-02-21 Dominic W. Berry

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous element-based collocation discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of…

Numerical Analysis · Mathematics 2016-01-15 Sumedh Joshi , Peter Diamessis

We propose new iterative methods for computing nontrivial extremal generalized singular values and vectors. The first method is a generalized Davidson-type algorithm and the second method employs a multidirectional subspace expansion…

Numerical Analysis · Mathematics 2017-05-18 Ian N. Zwaan , Michiel E. Hochstenbach

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

We present a simple yet powerful technique for forming iterative methods of various convergence orders. Methods of various convergence orders (four, six, eight and ten) are formed through a modest modification of the classical Newton…

Numerical Analysis · Mathematics 2009-12-22 Sanjay Kumar Khattri

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

Numerical Analysis · Mathematics 2020-01-14 Gerhard Kirsten , Valeria Simoncini

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We exhibit a probabilistic symbolic algorithm for solving zero-dimensional sparse systems. Our algorithm combines a symbolic homotopy procedure, based on a flat deformation of a certain morphism of affine varieties, with the polyhedral…

Classical Analysis and ODEs · Mathematics 2007-05-23 Gabriela Jeronimo , Guillermo Matera , Pablo Solerno , Ariel Waissbein