Publications related to Rational-based model order reduction of Helmholtz frequency response problems with adaptive finite element snapshots

Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization

We propose two new alternating direction methods to solve “fully” nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and feasibility gap ...

Springer2018

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

Nicolas Henri Bernard Flammarion, Aymeric Daphnis Kévin Dieuleveut

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that a ...

2017

Reconstruction of 3D scattered data via radial basis functions by efficient and robust techniques

Alberto Crivellaro

We propose new algorithms to overcome two of the most constraining limitations of surface reconstruction methods in use. In particular, we focus on the large amount of data characterizing standard acquisitions by scanner and the noise intrinsically introdu ...

Elsevier Science Bv2017

A Functional Framework for Enhanced Ultrasound Imaging

Ultrasound systems are cheap, portable, and fast, which have become impressively popular over the last decades. State-of art imaging is however known to be sub-optimal. Most attempts to improve it formulate the problem on a discrete spatial grid and suffer ...

2017

Case Study of Data Assimilation Methods with the LWR-Proteus Phase II Experimental Campaign

Andreas Pautz, Mathieu Hursin, Daniel Jerôme Siefman

This paper describes the application of data assimilation methods to CASMO-5 simulations of a Proteus research reactor experiment. Its focus is a comparison and evaluation of three prominent data assimilation methods: generalized linear least squares, MOCA ...

2017

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Fabio Nobile, Giovanni Migliorati

Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate functions based on random sampling according to a given probability measure. Recent work has shown that ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

Idiap2015

From averaging to acceleration, there is only a step-size

Nicolas Henri Bernard Flammarion

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that a ...

2015

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

Charles Stuart

We consider bifurcation from the line of trivial solutions for a nonlinear eigenvalue problem on a bounded open subset, Omega, of R-N with N >= 3, containing 0. The leading term is a degenerate elliptic operator of the form L(u) = del . A del u where A is ...

Pergamon-Elsevier Science Ltd2015

Rational-based model order reduction of Helmholtz frequency response problems with adaptive finite element snapshots

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Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

Reconstruction of 3D scattered data via radial basis functions by efficient and robust techniques

A Functional Framework for Enhanced Ultrasound Imaging

Case Study of Data Assimilation Methods with the LWR-Proteus Phase II Experimental Campaign

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

From averaging to acceleration, there is only a step-size

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

Reconstruction of 3D scattered data via radial basis functions by efficient and robust techniques

Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization

A Functional Framework for Enhanced Ultrasound Imaging

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Case Study of Data Assimilation Methods with the LWR-Proteus Phase II Experimental Campaign

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

From averaging to acceleration, there is only a step-size

Bifurcation at isolated singular points for a degenerate elliptic eigenvalue problem

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations