4 papers · 1 filter
Analysis and implementation of collocation methods for fractional differential equations
Luigi Brugnano, Gianmarco Gurioli, Felice Iavernaro +1
Recently, the class of Runge-Kutta type methods named Fractional HBVMs (FHBVMs) has been introduced for the numerical solution of initial value problems of fractional differential…
Solving FDE-IVPs by using Fractional HBVMs: some experiments with the fhbvm code
L. Brugnano, G. Gurioli, F. Iavernaro
In this paper we report a few numerical tests by using a slight extension of the Matlab code fhbvm in [8], implementing Fractional HBVMs, a recently introduced class of numerical m…
Quadratic and Cubic Regularisation Methods with Inexact function and Random Derivatives for Finite-Sum Minimisation
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini +1
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant p…
Stochastic Analysis of an Adaptive Cubic Regularisation Method under Inexact Gradient Evaluations and Dynamic Hessian Accuracy
Stefania Bellavia, Gianmarco Gurioli
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisat…