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6 papers · 2 filters
A patch that imparts unconditional stability to certain explicit integrators for SDEs
Nawaf Bou-Rabee, Eric Vanden-Eijnden
This paper proposes a simple strategy to simulate stochastic differential equations (SDE) arising in constant temperature molecular dynamics. The main idea is to patch an explicit…
Low-rank matrix recovery via iteratively reweighted least squares minimization
Massimo Fornasier, Holger Rauhut, Rachel Ward
We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algo…
Frozen Gaussian approximation for general linear strictly hyperbolic system: formulation and Eulerian methods
Jianfeng Lu, Xu Yang
The frozen Gaussian approximation, proposed in [Lu and Yang, [15]], is an efficient computational tool for high frequency wave propagation. We continue in this paper the developmen…
Frozen Gaussian approximation for high frequency wave propagation
Jianfeng Lu, Xu Yang
We propose the frozen Gaussian approximation for computation of high frequency wave propagation. This method approximates the solution to the wave equation by an integral represent…
A counterexample showing the semi-explicit Lie-Newmark algorithm is not variational
Nawaf Bou-Rabee, Giulia Ortolan, Alessandro Saccon
This paper presents a counterexample to the conjecture that the semi-explicit Lie-Newmark algorithm is variational. As a consequence the Lie-Newmark method is not well-suited for l…
Fast construction of hierarchical matrix representation from matrix-vector multiplication
Lin Lin, Jianfeng Lu, Lexing Ying
We develop a hierarchical matrix construction algorithm using matrix-vector multiplications, based on the randomized singular value decomposition of low-rank matrices. The algorith…