Publications related to On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or Chebyshev method) for ...

MATHICSE2017

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Petar Sirkovic

The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...

EPFL2016

Exact simulation of max-stable processes

Sebastian Engelke, Clément Dombry

Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes their simulation difficult. Algorithms based on finite approximations are o ...

Oxford University Press2016

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

Michaël Unser, Julien René Pierre Fageot, Harshit Gupta

We present a theoretical analysis and comparison of the effect of

ℓ _{ 1 }

versus

ℓ _{ 2 }

regularization for the resolution of ill-posed linear inverse and/or compressed sensing problems. Our formulation covers the most general setting where the s ...

IEEE2016

Truncated low-rank methods for solving general linear matrix equations

Daniel Kressner, Petar Sirkovic

This work is concerned with the numerical solution of large-scale linear matrix equations A1XB1T++AKXBKT=C. The most straightforward approach computes XRmxn from the solution of an mn x mn linear system, typically limiting the feasible values of m,n to a f ...

Wiley-Blackwell2015

Numerical modeling of fluid–structure interaction in arteries with anisotropic polyconvex hyperelastic and anisotropic viscoelastic material models at finite strains

Alfio Quarteroni, Simone Deparis, Davide Forti

The accurate prediction of transmural stresses in arterial walls requires on the one hand robust and efficient numerical schemes for the solution of boundary value problems including fluid–structure interactions and on the other hand the use of a material ...

2015

Numerical methods for nanophotonics: standard problems and future challenges

Olivier Martin, Jérémy Butet, Benjamin Gallinet

Nanoscale photonic systems involve a broad variety of light-matter interaction regimes beyond the diffraction limit and have opened the path for a variety of application opportunities in sensing, solid-state lighting, light harvesting, and optical signal p ...

Wiley-VCH Verlag Berlin2015

Finite elements in space and time for the analysis of generalised visco-elastic materials

Karen Scrivener, Cyrille Dunant, Alain Benjamin Giorla

Numerical analysis of linear visco-elastic materials requires robust and stable methods to integrate partial differential equations in both space and time. In this paper, symmetric space-time finite element operators are derived for the first time for elem ...

Wiley-Blackwell2014

Bilinear Generalized Approximate Message Passing—Part I: Derivation

Volkan Cevher

In this paper, we extend the generalized approximate message passing (G-AMP) approach, originally proposed for high-dimensional generalized-linear regression in the context of compressive sensing, to the generalized-bilinear case, which enables its applica ...

Institute of Electrical and Electronics Engineers2014

Exponential convergence of the hp version of isogeometric analysis of 1D

Annalisa Buffa

We establish exponential convergence of the hp-version of isogeometric analysis for second order elliptic problems in one spacial dimension. Specifically, we construct, for functions which are piecewise analytic with a finite number of algebraic singularit ...

Springer, Cham2014

On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes

Graph Chatbot

Chat with Graph Search

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Exact simulation of max-stable processes

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

Truncated low-rank methods for solving general linear matrix equations

Numerical modeling of fluid–structure interaction in arteries with anisotropic polyconvex hyperelastic and anisotropic viscoelastic material models at finite strains

Numerical methods for nanophotonics: standard problems and future challenges

Finite elements in space and time for the analysis of generalised visco-elastic materials

Bilinear Generalized Approximate Message Passing—Part I: Derivation

Exponential convergence of the hp version of isogeometric analysis of 1D

Finite elements in space and time for the analysis of generalised visco-elastic materials

Truncated low-rank methods for solving general linear matrix equations

Exact simulation of max-stable processes

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Bilinear Generalized Approximate Message Passing—Part I: Derivation

Numerical modeling of fluid–structure interaction in arteries with anisotropic polyconvex hyperelastic and anisotropic viscoelastic material models at finite strains

Numerical methods for nanophotonics: standard problems and future challenges

Exponential convergence of the hp version of isogeometric analysis of 1D

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations