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In this paper, we propose a randomized accelerated method for the minimization of a strongly convex function under linear constraints. The method is of Kaczmarz-type, i.e. it only uses a single linear equation in each iteration. To obtain…

最优化与控制 · 数学 2025-04-03 Lionel Tondji , Dirk A. Lorenz , Ion Necoara

Kaczmarz algorithm is an efficient iterative algorithm to solve overdetermined consistent system of linear equations. During each updating step, Kaczmarz chooses a hyperplane based on an individual equation and projects the current estimate…

数值分析 · 计算机科学 2015-11-20 Yujun Li , Kaichun Mo , Haishan Ye

A method of looking for boundary conditions consistent with the integrability property of multidimensional Kadomtsev-Petviashvili (KP) type equations is discussed. The method is based on involutions of the Lax pair taken at the border…

可精确求解与可积系统 · 物理学 2007-05-23 I. T. Habibullin

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

数值分析 · 数学 2016-11-15 Harry Yserentant

This paper investigates using the conjugate gradient iterative solver for ill-posed problems. We show that preconditioner and Tikhonov-regularization work in conjunction. In particular when they employ the same symmetric positive…

数值分析 · 数学 2025-12-12 Ahmed Chabib , Jean-Francois Witz , Vincent Magnier , Pierre Gosselet

We propose a characterization of a $p$-Laplace higher eigenvalue based on the inverse iteration method with balancing the Rayleigh quotients of the positive and negative parts of solutions to consecutive $p$-Poisson equations. The approach…

偏微分方程分析 · 数学 2026-03-16 Vladimir Bobkov , Timur Galimov

Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient descent and its accelerated variants such as Polyak's Heavy…

最优化与控制 · 数学 2023-09-21 Bryan Van Scoy , Laurent Lessard

The subgradient method for convex optimization problems on complete Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. Iteration-complexity bounds of the subgradient method with exogenous step-size and…

最优化与控制 · 数学 2018-08-21 O. P. Ferreira , M. S. Louzeiro , L. F. Prudente

The stochastic inverse eigenvalue problem aims to reconstruct a stochastic matrix from its spectrum. While there exists a large literature on the existence of solutions for special settings, there are only few numerical solution methods…

数值分析 · 数学 2020-04-17 Gabriele Steidl , Maximilian Winkler

The randomized Kaczmarz method is an iterative algorithm that solves overdetermined systems of linear equations. Recently, the method was extended to systems of equalities and inequalities by Leventhal and Lewis. Even more recently, Needell…

数值分析 · 数学 2014-09-04 Jonathan Briskman , Deanna Needell

This course is intended as an introduction to the analysis of elliptic partial differential equations. The objective is to provide a large overview of the different aspects of elliptic partial differential equations and their modern…

偏微分方程分析 · 数学 2019-12-16 Mourad Choulli

We consider the Cauchy problem for the evolutive discrete p-Laplacian in infinite graphs, with initial data decaying at infinity. We prove optimal sup and gradient bounds for nonnegative solutions, when the initial data has finite mass, and…

偏微分方程分析 · 数学 2018-05-08 Daniele Andreucci , Anatoli F. Tedeev

The determination of solutions of many inverse problems usually requires a set of measurements which leads to solving systems of ill-posed equations. In this paper we propose the Landweber iteration of Kaczmarz type with general uniformly…

数值分析 · 数学 2013-07-17 Qinian Jin , Wei Wang

In the present paper, we prove time decay estimates of solutions in weighted Sobolev spaces to the second order evolution equation with fractional Laplacian and damping for data in Besov spaces. Our estimates generalize the estimates…

偏微分方程分析 · 数学 2020-03-23 Kazumasa Fujiwara , Masahiro Ikeda , Yuta Wakasugi

In this paper we propose a nonconforming finite element method for the solution of the ill-posed elliptic Cauchy problem. We prove error estimates using continuous dependence estimates in the $L^2$-norm. The effect of perturbations in data…

数值分析 · 数学 2014-06-18 Erik Burman

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

最优化与控制 · 数学 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

Conductivity reconstruction in an inverse eddy current problem is considered in the present paper. With the electric field measurement on part of domain boundary, we formulate the reconstruction problem to a constrained optimization problem…

数值分析 · 数学 2023-07-04 Junqing Chen , Zehao Long

In this work, we propose an innovative iterative direct sampling method to solve nonlinear elliptic inverse problems from a limited number of pairs of Cauchy data. It extends the original direct sampling method (DSM) by incorporating an…

数值分析 · 数学 2025-03-04 Kazufumi Ito , Bangti Jin , Fengru Wang , Jun Zou

In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…

数值分析 · 数学 2017-02-20 Zhiming Chen , Rui Tuo , Wenlong Zhang

Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…

概率论 · 数学 2018-10-04 Fanhui Xu