相关论文: Krylov Methods for Adjoint-Free Singular Vector Ba…
Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger…
We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…
Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…
The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…
We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…
In a dynamical systems description of spatiotemporally chaotic PDEs including those describing turbulence, chaos is viewed as a trajectory evolving within a network of non-chaotic, dynamically unstable, time-invariant solutions embedded in…
We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two…
The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…
We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's FIR using a kernel-based formulation combined with…
In this paper, a class of nonlinear driftless control-affine systems satisfying the bracket generating condition is considered. A gradient-free optimization algorithm is developed for the minimization of a cost function along the…
An analytical method for investigation of the evolution of dynamical systems {\it with independent on time accuracy} is developed for perturbed Hamiltonian systems. The error-free estimation using of computer algebra enables the application…
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…
We study $k$-SVD that is to obtain the first $k$ singular vectors of a matrix $A$. Recently, a few breakthroughs have been discovered on $k$-SVD: Musco and Musco [1] proved the first gap-free convergence result using the block Krylov…
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…
We obtain error bounds for a modified Chorin-Teman (Euler non-incremental) method for non inf-sup stable mixed finite elements applied to the evolutionary Navier-Stokes equations. The analysis of the classical Euler non-incremental method…
The transient growth of disturbances made possible by the non-normality of the linearized Navier-Stokes equations plays an important role in bypass transition for many shear flows. Transient growth is typically quantified by the maximum…
Imperfections and uncertainties in forecast models are often represented in ensemble prediction systems by stochastic perturbations of model equations. In this article, we present a new technique to generate model perturbations. The…
The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…
The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface…
In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…