2 papers
math.NA2026
Hyper-differential sensitivity analysis with respect to model discrepancy: Sequential optimal experimental design
Madhusudan Madhavan, Joseph Hart, Bart van Bloemen Waanders
Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practi…
math.NA2026
FlexTrace: Exchangeable Randomized Trace Estimation for Matrix Functions
Madhusudan Madhavan, Alen Alexanderian, Arvind K. Saibaba
We consider the task of estimating the trace of a matrix function, , of a large symmetric positive semi-definite matrix . This problem arises in mult…