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The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems,…

最优化与控制 · 数学 2010-05-19 Patrick L. Combettes , Jean-Christophe Pesquet

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…

机器学习 · 统计学 2021-06-29 Fabian Pedregosa

This work introduces novel unconditionally stable operator splitting methods for solving the time dependent nonlinear Poisson-Boltzmann (NPB) equation for the electrostatic analysis of solvated biomolecules. In a pseudo-transient…

数值分析 · 数学 2014-10-13 Leighton Wilson , Shan Zhao

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

数值分析 · 数学 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

数学物理 · 物理学 2007-05-23 Yu. N. Kosovtsov

The most widely used algorithm for floating point complex division, known as Smith's method, may fail more often than expected. This document presents two improved complex division algorithms. We present a proof of the robustness of the…

数学软件 · 计算机科学 2012-10-18 Michael Baudin , Robert L. Smith

Several applied problems are characterized by the need to numerically solve equations with an operator function (matrix function). In particular, in the last decade, mathematical models with a fractional power of an elliptic operator and…

数值分析 · 数学 2021-05-24 Petr N. Vabishchevich

Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…

数值分析 · 数学 2019-12-05 Arash Sarshar , Steven Roberts , Adrian Sandu

Recent work has shown a variety of ways in which machine learning can be used to accelerate the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial…

机器学习 · 计算机科学 2024-04-02 Ethan King , James Kotary , Ferdinando Fioretto , Jan Drgona

In this work we propose a new splitting technique, namely Asymmetric Forward-Backward-Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone, a cocoercive and a bounded linear operator. Classical…

最优化与控制 · 数学 2016-10-17 Puya Latafat , Panagiotis Patrinos

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

数学物理 · 物理学 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…

统计计算 · 统计学 2014-03-25 Xiaodong Lin , Minh Pham , Andrzej Ruszczynski

The goal of this paper is to provide an analysis of the ``toolkit'' method used in the numerical approximation of the time-dependent Schr\"odinger equation. The ``toolkit'' method is based on precomputation of elementary propagators and was…

最优化与控制 · 数学 2009-07-14 Lucie Baudouin , Julien Salomon , Gabriel Turinici

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

数值分析 · 数学 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

This study explores distributed optimization problems with clique-wise coupling via operator splitting and how we can utilize this framework for performance analysis and enhancement. This framework extends beyond conventional pairwise…

最优化与控制 · 数学 2025-06-24 Yuto Watanabe , Kazunori Sakurama

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

统计理论 · 数学 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…

泛函分析 · 数学 2024-03-18 Guillermina Fongi , María Celeste Gonzalez

We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…

数值分析 · 数学 2026-01-21 Kevin Schäfers , Michael Günther

Operator split forcing schemes exploiting a symmetrization principle, i.e. Strang splitting, for cascaded lattice Boltzmann (LB) methods in two- and three-dimensions for fluid flows with impressed local forces are presented. Analogous…

流体动力学 · 物理学 2018-06-28 Farzaneh Hajabdollahi , Kannan N. Premnath

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

偏微分方程分析 · 数学 2013-04-04 Roberto Garra , Federico Polito