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Full-Text Articles in Ordinary Differential Equations and Applied Dynamics

Lecture 14: Randomized Algorithms For Least Squares Problems, Ilse C.F. Ipsen Apr 2021

Lecture 14: Randomized Algorithms For Least Squares Problems, Ilse C.F. Ipsen

Mathematical Sciences Spring Lecture Series

The emergence of massive data sets, over the past twenty or so years, has lead to the development of Randomized Numerical Linear Algebra. Randomized matrix algorithms perform random sketching and sampling of rows or columns, in order to reduce the problem dimension or compute low-rank approximations. We review randomized algorithms for the solution of least squares/regression problems, based on row sketching from the left, or column sketching from the right. These algorithms tend to be efficient and accurate on matrices that have many more rows than columns. We present probabilistic bounds for the amount of sampling required to achieve a …


Lecture 13: A Low-Rank Factorization Framework For Building Scalable Algebraic Solvers And Preconditioners, X. Sherry Li Apr 2021

Lecture 13: A Low-Rank Factorization Framework For Building Scalable Algebraic Solvers And Preconditioners, X. Sherry Li

Mathematical Sciences Spring Lecture Series

Factorization based preconditioning algorithms, most notably incomplete LU (ILU) factorization, have been shown to be robust and applicable to wide ranges of problems. However, traditional ILU algorithms are not amenable to scalable implementation. In recent years, we have seen a lot of investigations using low-rank compression techniques to build approximate factorizations.
A key to achieving lower complexity is the use of hierarchical matrix algebra, stemming from the H-matrix research. In addition, the multilevel algorithm paradigm provides a good vehicle for a scalable implementation. The goal of this lecture is to give an overview of the various hierarchical matrix formats, such …


Lecture 02: Tile Low-Rank Methods And Applications (W/Review), David Keyes Apr 2021

Lecture 02: Tile Low-Rank Methods And Applications (W/Review), David Keyes

Mathematical Sciences Spring Lecture Series

As simulation and analytics enter the exascale era, numerical algorithms, particularly implicit solvers that couple vast numbers of degrees of freedom, must span a widening gap between ambitious applications and austere architectures to support them. We present fifteen universals for researchers in scalable solvers: imperatives from computer architecture that scalable solvers must respect, strategies towards achieving them that are currently well established, and additional strategies currently being developed for an effective and efficient exascale software ecosystem. We consider recent generalizations of what it means to “solve” a computational problem, which suggest that we have often been “oversolving” them at the …


A Mathematical Framework On Machine Learning: Theory And Application, Bin Shi Nov 2018

A Mathematical Framework On Machine Learning: Theory And Application, Bin Shi

FIU Electronic Theses and Dissertations

The dissertation addresses the research topics of machine learning outlined below. We developed the theory about traditional first-order algorithms from convex opti- mization and provide new insights in nonconvex objective functions from machine learning. Based on the theory analysis, we designed and developed new algorithms to overcome the difficulty of nonconvex objective and to accelerate the speed to obtain the desired result. In this thesis, we answer the two questions: (1) How to design a step size for gradient descent with random initialization? (2) Can we accelerate the current convex optimization algorithms and improve them into nonconvex objective? For application, …


Validation Of Weak Form Thermal Analysis Algorithms Supporting Thermal Signature Generation, Elton Lewis Freeman Dec 2012

Validation Of Weak Form Thermal Analysis Algorithms Supporting Thermal Signature Generation, Elton Lewis Freeman

Masters Theses

Extremization of a weak form for the continuum energy conservation principle differential equation naturally implements fluid convection and radiation as flux Robin boundary conditions associated with unsteady heat transfer. Combining a spatial semi-discretization via finite element trial space basis functions with time-accurate integration generates a totally node-based algebraic statement for computing. Closure for gray body radiation is a newly derived node-based radiosity formulation generating piecewise discontinuous solutions, while that for natural-forced-mixed convection heat transfer is extracted from the literature. Algorithm performance, mathematically predicted by asymptotic convergence theory, is subsequently validated with data obtained in 24 hour diurnal field experiments for …


Analysis Of A Multigrid Algorithm For Time Harmonic Maxwell Equations, Jay Gopalakrishnan, Joseph E. Pasciak, Leszek Demkowicz Jan 2004

Analysis Of A Multigrid Algorithm For Time Harmonic Maxwell Equations, Jay Gopalakrishnan, Joseph E. Pasciak, Leszek Demkowicz

Mathematics and Statistics Faculty Publications and Presentations

This paper considers a multigrid algorithm suitable for efficient solution of indefinite linear systems arising from finite element discretization of time harmonic Maxwell equations. In particular, a "backslash" multigrid cycle is proven to converge at rates independent of refinement level if certain indefinite block smoothers are used. The method of analysis involves comparing the multigrid error reduction operator with that of a related positive definite multigrid operator. This idea has previously been used in multigrid analysis of indefinite second order elliptic problems. However, the Maxwell application involves a nonelliptic indefinite operator. With the help of a few new estimates, the …