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Search indexed arXiv papers on artificial intelligence, large language models, computer vision and robotics. Read source abstracts and follow links to arXiv.

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At least 73 records · Page 4Linked to original sources

Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of $1.316\%$ to a time-limited MILP reference and a win-or-tie rate of $90.0\%$ among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.

math.OC↗

A Block Tensor Train Burer-Monteiro Framework for Low-Rank Quantum State Tomography

Quantum state tomography is a fundamental technique for estimating the state of a quantum system from measured data and plays a crucial role in evaluating the performance of quantum devices. However, standard estimation methods become computationally prohibitive as the system size increases due to the exponential growth of the density matrix, describing a quantum state, with the number of qubits. We propose a low-rank tensor-network framework for mixed-state quantum state tomography based on a block tensor train (Block-TT) factorization. Specifically, the density matrix is represented as the contraction of a Block-TT with its Hermitian transpose, yielding a TT analogue of the Burer-Monteiro factorization. This parameterization guarantees Hermiticity and positive semidefiniteness by construction while compressing the number of optimization variables from exponential to linear in the number of qubits. Building on this representation, we develop single-site and two-site density matrix renormalization group (DMRG) algorithms for estimating quantum states from compressed measurements. The resulting methods operate directly on the compressed parameterization, support adaptive rank refinement, and exploit efficient tensor-network contractions for expectation-value evaluation. The framework is applicable to a broad class of low-rank quantum states, including pure states, nearly pure states, and ground states that admit accurate tensor-network approximations. Numerical experiments demonstrate accurate state reconstruction from limited measurements together with substantial reductions in memory requirements and computational cost compared with conventional low-rank tomography methods.

quant-ph↗

A Stress-Based Estimator for Pressure and Stress Recovery from Velocity Measurements

Non-invasive pressure field estimation from velocity measurements is a longstanding engineering problem. We propose, analyze, and test a pressure-recovery method that computes a full stress field from velocity measurements, and leaves the pressure estimation as a cheap post-processing step. The method relies on a stress-velocity first order formulation of the Navier-Stokes equations, and we show that the formulation accounts for deviations from incompressibility in the measured velocity field by construction. In addition, we theoretically establish the convergence of the finite element (FE) approximation scheme, the stability of the stress recovery with respect to finite-resolution velocity measurements, and then validate this theory numerically. Our results show that the proposed estimator is robust in convective flow regimes and remains accurate at reduced spatial resolution, improving upon state-of-the-art pressure-recovery strategies.

math.NA↗

Constructive Tchakaloff results and well-conditioned quadrature through randomized least squares

We consider using randomized least squares to construct quadrature rules exact on a subspace of functions. Using new conditions that we call relative admissibility and reference weight concentration, we establish both that the quadrature weights from such a procedure concentrate close to their asymptotic values with prescribed and arbitrarily large probability, and this in turn provides useful finite-sample probabilistic bounds on the stability of the resulting quadrature rules for very general classes of possibly complex-valued functions. Our analysis both significantly generalizes the existing analysis of randomized least squares quadrature construction, and provides new bounds on stability for these rules. These results specialize to existence results for positive quadrature rules, when such rules can be theoretically expected. Because our procedures are formally algorithmic, our analysis is a substantive advance toward computationally constructive generalized Tchakaloff theorems.

math.NA↗

Towards provable energy-stable overset grid methods using sub-cell summation-by-parts operators

Overset grid methods handle complex geometries by overlapping simpler, geometry-fitted grids to cover the original, more complex domain. However, ensuring their stability---particularly at high orders---remains a theoretical challenge: although overset grid methods perform robustly in extensive practical use, general stability proofs are not available. In this work, we address this gap by developing a discrete counterpart to the recent well-posedness analysis of Kopriva, Gassner, and Nordström for continuous overset domain initial-boundary-value problems. To this end, we introduce the novel concept of sub-cell summation-by-parts (SBP) operators. These discrete derivative operators mimic integration by parts at a sub-cell level. By exploiting this sub-cell SBP property, we develop provably conservative and energy-stable overset grid methods for fixed one-dimensional overset domains that do not change with time or under grid refinement, providing a step toward stability proofs for overset grid methods based on the energy method.

math.NA↗

Fast Engset computation

The blocking probability of a finite-source bufferless queue is a fixed point of the Engset formula, for which we prove existence and uniqueness. Numerically, the literature suggests a fixed point iteration. We show that such an iteration can fail to converge and is dominated by a simple Newton's method, for which we prove a global convergence result. The analysis yields a new Turán-type inequality involving hypergeometric functions, which is of independent interest.

math.NA↗

Inverse obstacle scattering regularized by the tangent-point energy

We employ the so-called tangent-point energy as Tikhonov regularizer for ill-conditioned inverse scattering problems in 3D. The tangent-point energy is a self-avoiding functional on the space of embedded surfaces that also penalizes surface roughness. Moreover, it features nice compactness and continuity properties. These allow us to show the well-posedness of the regularized problems and the convergence of the regularized solutions to the true solution in the limit of vanishing noise level. We also provide a reconstruction algorithm of iteratively regularized Gauss-Newton type. Our numerical experiments demonstrate that our method is numerically feasible and effective in producing reconstructions of unprecedented quality.

math.NA↗

A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix

We present a test for determining if a substochastic matrix is convergent. By establishing a duality between weakly chained diagonally dominant (w.c.d.d.) L-matrices and convergent substochastic matrices, we show that this test can be trivially extended to determine whether a weakly diagonally dominant (w.d.d.) matrix is a nonsingular M-matrix. The test's runtime is linear in the order of the input matrix if it is sparse and quadratic if it is dense. This is a partial strengthening of the cubic test in [J. M. Peña., A stable test to check if a matrix is a nonsingular M-matrix, Math. Comp., 247, 1385-1392, 2004]. As a by-product of our analysis, we prove that a nonsingular w.d.d. M-matrix is a w.c.d.d. L-matrix, a fact whose converse has been known since at least 1964. We point out that this strengthens some recent results on M-matrices in the literature.

math.NA↗

Weakly chained matrices, policy iteration, and impulse control

This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii) penalized, and (iii) semi-Lagrangian discretization schemes applied to the HJBQVI problem. Scheme (i) takes the form of a Bellman problem involving an operator which is not necessarily contractive. We consider the well-posedness of the Bellman problem and give sufficient conditions for convergence of the corresponding policy iteration. To do so, we use weakly chained diagonally dominant matrices, which give a graph-theoretic characterization of nonsingular weakly diagonally dominant M-matrices. We compare schemes (i)--(iii) under the following examples: (a) optimal control of the exchange rate, (b) optimal consumption with fixed and proportional transaction costs, and (c) pricing guaranteed minimum withdrawal benefits in variable annuities. We find that one should abstain from using scheme (i).

math.NA↗

Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs). No convergence proofs were given therein. This work closes the gap by giving rigorous proofs of convergence. We do so by introducing the notion of nonlocal consistency and appealing to a Barles-Souganidis type analysis. Our results rely only on a well-known comparison principle and are independent of the specific form of the intervention operator.

math.NA↗

High order Bellman equations and weakly chained diagonally dominant tensors

We introduce high order Bellman equations, extending classical Bellman equations to the tensor setting. We introduce weakly chained diagonally dominant (w.c.d.d.) tensors and show that a sufficient condition for the existence and uniqueness of a positive solution to a high order Bellman equation is that the tensors appearing in the equation are w.c.d.d. M-tensors. In this case, we give a policy iteration algorithm to compute this solution. We also prove that a weakly diagonally dominant Z-tensor with nonnegative diagonals is a strong M-tensor if and only if it is w.c.d.d. This last point is analogous to a corresponding result in the matrix setting and tightens a result from [L. Zhang, L. Qi, and G. Zhou. "M-tensors and some applications." SIAM Journal on Matrix Analysis and Applications (2014)]. We apply our results to obtain a provably convergent numerical scheme for an optimal control problem using an "optimize then discretize" approach which outperforms (in both computation time and accuracy) a classical "discretize then optimize" approach. To the best of our knowledge, a link between M-tensors and optimal control has not been previously established.

math.RA↗

A new randomized CholeskyQR based on LU decomposition with partial pivoting

CholeskyQR has received considerable attention in recent years for its efficiency and simplicity in computing QR decomposition of the tall-skinny $X \in \mathbb{R}^{m\times n}$ with $m \ge n$ and $\mbox{rank}(X)=n$. Leveraging matrix sketching from randomized linear algebra, randomized CholeskyQR (RCholeskyQR) has been proposed to accelerate the computation by reducing the dimension of the problems. In this work, we propose RCLUPP, a new randomized CholeskyQR-type algorithm based on LU decomposition with partial pivoting (LUP decomposition). By taking LUP decomposition and the thin HouseholderQR on the sketched matrix, RCLUPP significantly improves the applicability and efficiency compared with LU-CholeskyQR2 (LC2). We present a rigorous rounding error analysis of RCLUPP, with a sharper bound of residual compared with those in the existing works. Comparative studies demonstrate that RCLUPP outperforms CholeskyQR2, Shifted CholeskyQR3 (SCholeskyQR3), and LC2 in terms of applicability while maintaining competitive accuracy and efficiency. A variant, RCLUPPr, performs LUP decomposition directly on $X \in \mathbb{R}^{m\times n}$, offering exceptional robustness and numerical stability for the ill-conditioned scenarios, which exceeds that of RCLUPP and RCholeskyQR. Numerical experiments on the synthetic and real-world matrices validate the theoretical results.

math.NA↗

Geometric multiscale analysis via nonstationary subdivision schemes

Pyramid transforms are constructive methods for analyzing sequences in a multiscale fashion. Traditionally, these transforms rely on stationary upsampling and downsampling operations. In this paper, we propose employing nonstationary subdivision schemes as upsampling operators that vary with the refinement level. These schemes offer greater flexibility, enabling the development of more expressive multiscale transforms, including geometric multiscale analysis. We establish the fundamental properties of the resulting nonstationary transforms, namely the decay of their detail coefficients and the stability of both the decomposition and the reconstruction, and we demonstrate their effectiveness in capturing and analyzing geometric features. In particular, we apply the framework to assess the consistency of planar samples with a circular shape and to detect localized geometric anomalies, including a study of circles generated by a neural network. The accompanying code is publicly available.

math.NA↗

A Semi-Implicit Variational Multiscale Formulation for the Incompressible Navier-Stokes Equations via Exact Adjoint Linearization

A semi-implicit, residual-based variational multiscale (VMS) formulation is developed for the incompressible Navier-Stokes equations. The convection term is linearized using an extrapolated (Oseen-type) convecting velocity, producing a linear advection operator whose adjoint can be written exactly. Because of this exact adjoint, unresolved-scale contributions enter the weak form without spatial derivatives of the fine-scale velocity, thereby eliminating the case-by-case adjustments that often accompany nonlinear residual-based VMS implementations. The formulation is presented for a generalized linear convection operator encompassing the convective, skew-symmetric, and divergence forms. Since the discrete method is linear by construction and monolithic for velocity and pressure, each time step requires only one linear solve, reducing wall-clock time by a factor of $2$ to $5$ relative to fully implicit nonlinear formulations while maintaining comparable accuracy. Temporal convergence is verified, and validation is performed on the lid-driven cavity, flow past a cylinder, turbulent channel flow, and flow over a NACA0012 airfoil at a high Reynolds number, demonstrating the efficiency of the proposed approach on problems of practical scale.

physics.flu-dyn↗

Adaptive Randomized Pivoting for Tensor Cross Approximation in the T-Product Framework

This paper studies extensions of adaptive randomized pivoting (ARP), recently introduced for matrix column subset selection, to tensors in the t-product framework. We propose two constructions. ARP-T-CUR applies matrix ARP-cross at the nonredundant Fourier frequencies and uses conjugate symmetry to preserve real-valued tensors. Assuming that the selected intersections are nonsingular almost surely, the matrix theory gives a direct expected-error bound for this Fourier-slicewise approximation. T-ARP instead selects common lateral and horizontal slices, with the same indices used at every Fourier frequency. This common-index constraint requires a new analysis. Under frequency-alignment and frequency-wise rank-growth assumptions, we prove an expected-error bound and recover the matrix ARP factor $r+1$ when the frequency-wise sampling distributions are aligned. We also derive bounds for tensor cross approximation and t-DEIM. The numerical experiments show that both proposed methods give accurate tensor approximations and perform favorably against the considered slice-selection baselines. A separate full-enumeration experiment verifies the assumptions and the expected-error bound for common-index T-ARP.

math.NA↗

Smallest Singular Value Estimates for Nonuniform Fourier Matrices via Periodic Nonuniform Sampling

We study the smallest singular value of nonuniform Fourier matrices in two settings: clustered nodes and perturbations of an equispaced grid. By reducing the problem to spectral norm estimates for periodic nonuniform interpolation matrices, we obtain nearly optimal bounds in both cases. For clustered nodes, we derive the first local separation condition in which each required gap depends only on the sizes of the two neighboring clusters. For perturbations with the bound \(1/4\leq L<1/2\), our result confirms the conjecture of Austin and Trefethen on the \(2\)-norm Lebesgue constant up to a logarithmic factor.

math.NA↗

A Generalized Finite Difference-Based Fragile Points Method for Heat Conduction Problems in Non-Homogeneous Media

This paper presents an enhanced formulation of the Fragile Points Method (FPM), a truly meshless approach for efficiently modeling implicit interfaces in two-dimensional differential equations involving non-homogeneous materials. The proposed framework eliminates the need for specialized numerical integration techniques and provides a systematic mathematical foundation for solving interface problems. Discontinuities in both primary and secondary variables across interfaces are naturally handled through the inherently discontinuous shape functions of FPM. Unlike conventional Galerkin methods, FPM employs simple, local, point-based polynomial trial and test functions constructed via a generalized finite difference approach. These discontinuous functions bypass the continuity requirements of standard Galerkin frameworks. To address the resulting inconsistency due to discontinuities, we incorporate numerical flux corrections inspired by the discontinuous Galerkin method. The proposed method is validated through several benchmark problems, demonstrating its efficiency and robustness.

math.NA↗