相关论文: Hermite spectral method to 1D forward Kolmogorov e…

This paper introduces a novel methodology that combines the multi-resolution feature of the Gabor wavelet transformation (GWT) with the local interactions of the facial structures expressed through the Pseudo Hidden Markov model (PHMM).…

This paper introduces a method for computing eigenvalues and eigenvectors of a generalized Hermitian, matrix eigenvalue problem. The work is focused on large scale eigenvalue problems, where the application of a direct inverse is out of…

Background: The symmetry-unrestricted Hartree-Fock-Bogoliubov (HFB) simulation is important for describing various quantum many-body systems. However, the HFB problem in Cartesian coordinate space is numerically challenging. Purpose: For…

Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming,…

We design a new algorithm for solving parametric systems having finitely many complex solutions for generic values of the parameters. More precisely, let $f = (f_1, \ldots, f_m)\subset \mathbb{Q}[y][x]$ with $y = (y_1, \ldots, y_t)$ and $x…

We present a parallel version of the well-known Split-Step Fourier method (SSF) for solving the Nonlinear Schr\"odinger equation, a mathematical model describing wave packet propagation in fiber optic lines. The algorithm is implemented…

Remarkable mathematical properties of the integrable nonlinear Schr\"odinger equation (NLSE) can offer advanced solutions for the mitigation of nonlinear signal distortions in optical fibre links. Fundamental optical soliton, continuous and…

This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…

We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole…

This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…

The approximation of fixed-interval smoothing distributions is a key issue in inference for general state-space hidden Markov models (HMM). This contribution establishes non-asymptotic bounds for the Forward Filtering Backward Smoothing…

Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Nonlinear filter has long been an important problem in practical industrial applications. The Yau-Yau method is a highly versatile framework that transforms nonlinear filtering problems into initial-value problems governed by the Forward…

We propose a spectral method for the 1D-1V Vlasov-Poisson system where the discretization in velocity space is based on asymmetrically-weighted Hermite functions, dynamically adapted via a scaling $\alpha$ and shifting $u$ of the velocity…

This paper provides a comprehensive study of the nonmonotone forward-backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fr\'echet differentiable (not…

An efficient algorithm for computing the terms appearing in the Generalised Kolmogorov Equation (GKE) written for the indefinite plane channel flow is presented. The algorithm, which features three distinct strategies for parallel…

We present fourth-order conservative non-splitting semi-Lagrangian (SL) Hermite essentially non-oscillatory (HWENO) schemes for linear transport equations with applications for nonlinear problems including the Vlasov-Poisson system, the…

In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…

Fractional programming (FP) arises in various communications and signal processing problems because several key quantities in the field are fractionally structured, e.g., the Cram\'{e}r-Rao bound, the Fisher information, and the…