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CENTRAL LIMIT THEOREM FOR TEMPORAL AVERAGE OF BACKWARD EULER-MARUYAMA METHOD

Journal of Computational Mathematics 2025年第3期43卷 588-614页

作者： Diancong Jin School of Mathematics and Statistics Hubei Key Laboratory of Engineering Modeling and Scientific ComputingHuazhong University of Science and TechnologyWuhan 430074China

This work focuses on the temporal average of the backward Euler-Maruyama(BEM)method,which is used to approximate the ergodic limit of stochastic ordinary differential equations(SODEs).We give the central limit theorem(CLT)of the temporal average of the BEM method,which characterizes its asymptotics in *** the deviation order is smaller than the optimal strong order,we directly derive the CLT of the temporal average through that of original equations and the uniform strong order of the BEM *** the case that the deviation order equals to the optimal strong order,the CLT is established via the Poisson equation associated with the generator of original *** experiments are performed to illustrate the theoretical *** main contribution of this work is to generalize the existing CLT of the temporal average of numerical methods to that for SODEs with super-linearly growing drift coefficients.

关键词： Central limit theorem Temporal average Ergodicity Backward Euler-Maruyama method

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Adaptive cyclic gradient methods with interpolation

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Computational Optimization and Applications 2025年 1-25页

作者： Xie, Yixin Sun, Cong Yuan, Ya-Xiang Beijing100876 China Ministry of Education Beijing100876 China State Key Laboratory of Scientific/Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and System Sciences Chinese Academy of Sciences Beijing100190 China

Gradient method is an important method for solving large scale problems. In this paper, a new gradient method framework for unconstrained optimization problem is proposed, where the stepsize is updated in a cyclic way. The Cauchy step is approximated by the quadratic interpolation. And the cycle for stepsize update is adjusted adaptively. Combining with the adaptive nonmonotone line search technique, we prove the global convergence of the proposed method. Furthermore, its sublinear convergence rate for convex problems and R-linear convergence rate for problems with quadratic functional growth property are analyzed. Numerical results show that our proposed algorithm enjoys good performances in terms of both computational cost and obtained function values. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2025.

关键词： Interpolation

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Adapted Runge-Kutta Methods for Nonlinear First-Order Delay BVPs with Time-variable Delay

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Acta Mathematicae Applicatae Sinica 2025年第2期41卷 400-413页

作者： Cheng-jian ZHANG Yang WANG Hao HAN School of Mathematics and Statistics Huazhong University of Science and TechnologyWuhan 430074China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and TechnologyWuhan 430074China

This paper deals with numerical solutions for nonlinear first-order boundary value problems(BVPs) with time-variable delay. For solving this kind of delay BVPs, by combining Runge-Kutta methods with Lagrange interpolation, a class of adapted Runge-Kutta(ARK) methods are developed. Under the suitable conditions, it is proved that ARK methods are convergent of order min{p, μ+ν +1}, where p is the consistency order of ARK methods and μ, ν are two given parameters in Lagrange interpolation. Moreover, a global stability criterion is derived for ARK methods. With some numerical experiments, the computational accuracy and global stability of ARK methods are further testified.

关键词： delay boundary value problems adapted Runge-Kutta method Lagrange interpolation error analysis global stability

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On greedy randomized coordinate updating iteration methods for solving symmetric eigenvalue problems

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Applied Numerical Mathematics 2025年 216卷 76-97页

作者： Bai, Zhong-Zhi State Key Laboratory of Mathematical Sciences Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing100190 China State Key Laboratory of Scientific/Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and Systems Science Chinese Academy of Sciences P.O. Box 2719 Beijing100190 China School of Mathematical Sciences University of Chinese Academy of Sciences Beijing100049 China

In order to compute the smallest eigenvalue and its corresponding eigenvector of a large-scale, real, and symmetric matrix, we propose a class of greedy randomized coordinate updating iteration methods based on the principle that the indices of larger entries in absolute value of the current residual are selected with a higher probability and, with respect to this index set, the next iterate is updated from the current iterate along with the selected coordinate such that the corresponding entry of the residual is annihilated, resulting in fast convergence rates of the proposed iteration methods. Under appropriate conditions, we prove the convergence of both sequences of the Rayleigh-quotients and the acute angles between the iterates and the eigenvector in terms of the expectation. By numerical experiments, we show that this class of greedy randomized coordinate updating iteration methods are advantageous over the parameterized power method and the coordinate descent method in both iteration counts and computing times. Moreover, with theoretical analysis and computational performance, we confirm that the convergence property of this class of iteration methods can be improved significantly by suitably choosing the arbitrary nonnegative parameter involved in the greedy probability criterion. © 2025 IMACS

关键词： Eigenvalues and eigenfunctions

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A DECOUPLED,LINEARLY IMPLICIT AND UNCONDITIONALLY ENERGY STABLE SCHEME FOR THE COUPLED CAHN-HILLIARD SYSTEMS

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Journal of Computational Mathematics 2025年第3期43卷 708-730页

作者： Dan Zhao Dongfang Li Yanbin Tang Jinming Wen School of Mathematics and Statistics Huazhong University of Science and TechnologyWuhan 430074China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and TechnologyWuhan 430074China College of Information Science and Technology Jinan UniversityGuangzhou 510632China

We present a decoupled,linearly implicit numerical scheme with energy stability and mass conservation for solving the coupled Cahn-Hilliard *** time-discretization is done by leap-frog method with the scalar auxiliary variable(SAV)*** only needs to solve three linear equations at each time step,where each unknown variable can be solved *** is shown that the semi-discrete scheme has second-order accuracy in the temporal *** convergence results are proved by a rigorous analysis of the boundedness of the numerical solution and the error estimates at different *** examples are presented to further confirm the validity of the methods.

关键词： Coupled Cahn-Hilliard system Leap-frog method Scalar auxiliary variable Error estimate

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A HIGH ORDER SCHEME FOR FRACTIONAL DIFFERENTIAL EQUATIONS WITH THE CAPUTO-HADAMARD DERIVATIVE

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Journal of Computational Mathematics 2025年第3期43卷 615-640页

作者： Xingyang Ye Junying Cao Chuanju Xu School of Science Jimei UniversityXiamen 361021China School of Data Science and Information Engineering Guizhou Minzu UniversityGuiyang 550025China School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling and High Performance Scientific Computing Xiamen UniversityXiamen 361005China

In this paper,we consider numerical solutions of the fractional diffusion equation with theαorder time fractional derivative defined in the Caputo-Hadamard sense.A high order time-stepping scheme is constructed,analyzed,and numerically *** contribution of the paper is twofold:1)regularity of the solution to the underlying equation is investigated,2)a rigorous stability and convergence analysis for the proposed scheme is performed,which shows that the proposed scheme is 3+αorder *** numerical examples are provided to verify the theoretical statement.

关键词： Caputo-Hadamard derivative Fractional differential equations High order scheme Stability and convergence analysis

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Byzantine-robust distributed support vector machine

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Science China Mathematics 2025年第3期68卷 707-728页

作者： Xiaozhou Wang Weidong Liu Xiaojun Mao School of Statistics East China Normal UniversityShanghai 200062China Key Laboratory of Advanced Theory and Application in Statistics and Data Science(Ministry of Education) East China Normal UniversityShanghai 200062China School of Mathematical Sciences Shanghai Jiao Tong UniversityShanghai 200240China Key Laboratory of Artificial Intelligence(Ministry of Education) Shanghai Jiao Tong UniversityShanghai 200240China Key Laboratory of Scientific and Engineering Computing(Ministry of Education) Shanghai Jiao Tong UniversityShanghai 200240China

The development of information technology brings diversification of data sources and large-scale data sets and calls for the exploration of distributed learning algorithms. In distributed systems, some local machines may behave abnormally and send arbitrary information to the central machine(known as Byzantine failures), which can invalidate the distributed algorithms based on the assumption of faultless systems. This paper studies Byzantine-robust distributed algorithms for support vector machines(SVMs) in the context of binary classification. Despite a vast literature on Byzantine problems, much less is known about the theoretical properties of Byzantine-robust SVMs due to their unique challenges. In this paper, we propose two distributed gradient descent algorithms for SVMs. The median and trimmed mean operations in aggregation can effectively defend against Byzantine failures. Theoretically, we show the convergence of the proposed estimators and provide the statistical error rates. After a certain number of iterations, our estimators achieve near-optimal rates. Simulation studies and real data analysis are conducted to demonstrate the performance of the proposed Byzantine-robust distributed algorithms.

关键词： Byzantine robustness convergence distributed learning support vector machine

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ERROR ANALYSIS OF FRACTIONAL COLLOCATION METHODS FOR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITH NONCOMPACT OPERATORS

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Journal of Computational Mathematics 2025年第3期43卷 690-707页

作者： Zheng Ma Chengming Huang Anatoly A.Alikhanov School of Mathematics and Statistics Huazhong University of Science and TechnologyWuhan 430074China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and TechnologyWuhan 430074China North-Caucasus Center for Mathematical Research North-Caucasus Federal UniversityStavropol 355017Russia North-Eastern Federal University Yakutsk 677000Russia

This paper is concerned with the numerical solution of Volterra integro-differential equations with noncompact *** focus is on the problems with weakly singular *** handle the initial weak singularity of the solution,a fractional collocation method is applied.A rigorous hp-version error analysis of the numerical method under a weighted H1-norm is carried *** result shows that the method can achieve high order convergence for such *** experiments are also presented to confirm the effectiveness of the proposed method.

关键词： Volterra integro-differential equation Noncompact operator Nonsmooth solution Collocation method Fractional polynomial hp-version error analysis

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A space-decoupling framework for optimization on bounded-rank matrices with orthogonally invariant constraints

arXiv

引用

arXiv 2025年

作者： Yang, Yan Gao, Bin Yuan, Ya-Xiang State Key Laboratory of Scientific and Engineering Computing Academy of Mathematics and Systems Science Chinese Academy of Sciences The University of Chinese Academy of Sciences Beijing China State Key Laboratory of Scientific and Engineering Computing Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China

Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a space-decoupling framework for optimization on bounded-rank matrices with orthogonally invariant constraints. The "space-decoupling" is reflected in several ways. We show that the tangent cone of coupled constraints is the intersection of tangent cones of each constraint. Moreover, we decouple the intertwined bounded-rank and orthogonally invariant constraints into two spaces, leading to optimization on a smooth manifold. Implementing Riemannian algorithms on this manifold is painless as long as the geometry of additional constraints is known. In addition, we unveil the equivalence between the reformulated problem and the original problem. Numerical experiments on real-world applications—spherical data fitting, graph similarity measuring, low-rank SDP, model reduction of Markov processes, reinforcement learning, and deep learning—validate the superiority of the proposed framework. Copyright © 2025, The Authors. All rights reserved.

关键词： Markov processes

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An Adaptive Proximal Inexact Gradient Framework and Its Application to Per-Antenna Constrained Joint Beamforming and Compression Design

arXiv

引用

arXiv 2025年

作者： Fan, Xilai Jiang, Bo Liu, Ya-Feng State Key Laboratory of Scientific and Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing100190 China Ministry of Education Key Laboratory of NSLSCS School of Mathematical Sciences Nanjing Normal University Nanjing210023 China

In this paper, we propose an adaptive proximal inexact gradient (APIG) framework for solving a class of nonsmooth composite optimization problems involving function and gradient errors. Unlike existing inexact proximal gradient methods, the proposed framework introduces a new line search condition that jointly adapts to function and gradient errors, enabling adaptive stepsize selection while maintaining theoretical guarantees. Specifically, we prove that the proposed framework achieves an ϵ-stationary point within O(ϵ−2) iterations for nonconvex objectives and an ϵ-optimal solution within O(ϵ−1) iterations for convex cases, matching the best-known complexity in this context. We then custom-apply the APIG framework to an important signal processing problem: the joint beamforming and compression problem (JBCP) with per-antenna power constraints (PAPCs) in cooperative cellular networks. This customized application requires careful exploitation of the problem’s special structure such as the tightness of the semidefinite relaxation (SDR) and the differentiability of the dual. Numerical experiments demonstrate the superior performance of our custom-application over state-of-the-art benchmarks for the JBCP. © 2025, CC BY.

关键词： Beamforming

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