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In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

数值分析 · 数学 2012-04-17 Juergen Geiser , Thomas Zacher

Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…

动力系统 · 数学 2016-09-06 Zoltán Horváth , Yunfei Song , Tamás Terlaky

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

最优化与控制 · 数学 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…

最优化与控制 · 数学 2019-02-19 Spyridon Pougkakiotis , Jacek Gondzio

Neural network-based methods for solving differential equations have been gaining traction. They work by improving the differential equation residuals of a neural network on a sample of points in each iteration. However, most of them employ…

机器学习 · 计算机科学 2021-11-24 Kshitij Parwani , Pavlos Protopapas

A new numerical method for the solution of the Dynamical Mean Field Theory's self-consistent equations is introduced. The method uses the Density Matrix Renormalization Group technique to solve the associated impurity problem. The new…

强关联电子 · 物理学 2016-08-31 Daniel J. Garcia , Karen Hallberg , Marcelo J. Rozenberg

Dynamic substructuring (DS) methods encompass a range of techniques to decompose large structural systems into multiple coupled subsystems. This decomposition has the principle benefit of reducing computational time for dynamic simulation…

计算工程、金融与科学 · 计算机科学 2020-07-01 Thomas Simpson , Dimitrios Giagopoulos , Vasilis Dertimanis , Eleni Chatzi

In this paper, a new efficient computational algorithm is presented for solving cyclic heptadiagonal linear systems based on using of heptadiagonal linear solver and Sherman-Morrison-Woodbury formula. The implementation of the algorithm…

数值分析 · 计算机科学 2010-11-23 A. A. Karawia

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

分布式、并行与集群计算 · 计算机科学 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev

Despite its numerical challenges, finite element method is used to compute viscous fluid flow. A consensus on the cause of numerical problems has been reached; however, general algorithms---allowing a robust and accurate simulation for any…

计算工程、金融与科学 · 计算机科学 2019-02-05 Bilen Emek Abali

We devise a new time-stepping algorithm for two-dimensional nonlinear unsteady surface and interfacial waves. The algorithm uses Cauchy's integral formula, which only requires information on the interface, to solve Laplace equation by using…

流体动力学 · 物理学 2023-12-21 Xin Guan , Jean-Marc Vanden-Broeck

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

数值分析 · 数学 2016-01-13 Yuling Jiao , Qinian Jin , Xiliang Lu , Weijie Wang

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

系统与控制 · 电气工程与系统科学 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

A new algorithm is presented for computing a direct solution to a system of consistent linear equations. It produces a minimum norm particular solution, a generalized inverse (of type {124}), and a null space projection operator. In…

环与代数 · 数学 2013-04-30 Michael F. Zimmer

This work proposes a methodology to develop new numerical integration algorithms for ordinary differential equations based on state quantization, generalizing the notions of Linearly Implicit Quantized State Systems (LIQSS) methods. Using…

数值分析 · 数学 2025-12-22 Mariana Bergonzi , Joaquín Fernández , Ernesto Kofman

We introduce a new class of "random" subsets of natural numbers, WM sets. This class contains normal sets (sets whose characteristic function is a normal binary sequence). We establish necessary and sufficient conditions for solvability of…

组合数学 · 数学 2009-11-10 Alexander Fish

We introduce a discrete delayed exponential depending on sequence of matrices. This discrete matrix gives a representation of a solution to the Cauchy problem for a discrete linear system with pure delay with sequence of matrices. We…

动力系统 · 数学 2018-05-15 N. I. Mahmudov

This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…

最优化与控制 · 数学 2021-11-02 Jin Won Kim , Prashant G. Mehta

Recent work in deep learning has opened new possibilities for solving classical algorithmic tasks using end-to-end learned models. In this work, we investigate the fundamental task of solving linear systems, particularly those that are…

机器学习 · 计算机科学 2025-11-19 Pietro Sittoni , Francesco Tudisco

Symmetries play an critical role in finding analytic solutions to nonlinear differential equations. A symmetry is a mapping of the solutions of the differential equation into the solutions and have been studied extensively for over a…

数学物理 · 物理学 2014-10-01 Stanly Steinberg , Rubens de Melo Marinho Junior
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