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We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…

Numerical Analysis · Mathematics 2019-06-03 Alexander Ostermann , Chiara Piazzola , Hanna Walach

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

Given the matrix equation ${\bf A X} + {\bf X B} + f({\bf X }) {\bf C} ={\bf D}$ in the unknown $n\times m$ matrix ${\bf X }$, we analyze existence and uniqueness conditions, together with computational solution strategies for $f \,:…

Numerical Analysis · Mathematics 2022-09-05 Margherita Porcelli , Valeria Simoncini

We present two algorithms for large-scale low-rank Euclidean distance matrix completion problems, based on semidefinite optimization. Our first method works by relating cliques in the graph of the known distances to faces of the positive…

Optimization and Control · Mathematics 2015-08-27 Dmitriy Drusvyatskiy , Nathan Krislock , Yuen-Lam Voronin , Henry Wolkowicz

Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…

Mathematical Physics · Physics 2022-10-05 Joren Brunekreef , Luca Lionni , Johannes Thürigen

In this paper, the fractional differential matrices based on the Jacobi-Gauss points are derived with respect to the Caputo and Riemann-Liouville fractional derivative operators. The spectral radii of the fractional differential matrices…

Numerical Analysis · Mathematics 2015-11-05 Fanhai Zeng , Changpin Li

A model "remarkable" fin equation is singled out from a class of nonlinear (1+1)-dimensional fin equations. For this equation a number of exact solutions are constructed by means of using both classical Lie algorithm and different modern…

Mathematical Physics · Physics 2008-11-18 R. O. Popovych , C. Sophocleous , O. O. Vaneeva

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint

In this paper, a method is proposed to solve the problem of monotone smoothing splines using general linear systems. This problem, also called monotone control theoretic splines, has been solved only when the curve generator is modeled by…

Systems and Control · Computer Science 2013-08-08 Masaaki Nagahara , Clyde F. Martin

In this work, we use rational approximation to improve the accuracy of spectral solutions of differential equations. When working in the vicinity of solutions with singularities, spectral methods may fail their propagated spectral rate of…

Numerical Analysis · Mathematics 2024-04-01 João Carrilho de Matos , José M. A. Matos , Maria João Rodrigues

In this article we apply proper splittings of matrices to develop an iterative process to approximate solutions of matrix equations of the form TX = W. Moreover, by using the partial order induced by positive semidefinite matrices, we…

Functional Analysis · Mathematics 2021-02-10 M. Laura Arias , M. Celeste Gonzalez

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

When approximating elliptic problems by using specialized approximation techniques, we obtain large structured matrices whose analysis provides information on the stability of the method. Here we provide spectral and norm estimates for…

Numerical Analysis · Mathematics 2023-03-23 Armando Coco , Sven-Erik Ekström , Giovanni Russo , Stefano Serra-Capizzano , Santina Chiara Stissi

Approximating data points in three or higher dimension space based on cubic B-spline curve is presented. Representations for planar curves, are merged and extended to the higher dimension. The curve is fitted to the order of data points, or…

Graphics · Computer Science 2020-05-19 Debashis Mukherjee

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

This paper gives the existence and uniqueness results for solution of fractional differential equations with Hilfer derivative. Using some new techniques and generalizing the restrictive conditions imposed on considered function, the…

Classical Analysis and ODEs · Mathematics 2017-09-29 D. B. Dhaigude , Sandeep P. Bhairat

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…

Numerical Analysis · Mathematics 2018-02-22 Daniel Kressner

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

Numerical Analysis · Mathematics 2026-01-21 Lorenzo Lazzarino , Hussam Al Daas , Yuji Nakatsukasa

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja