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Numerical algorithms for problems in analysis and algebra, scientific computation
1
vote
1
answer
560
views
Projection onto a quadratic cone?
Consider a constraint of the form
$$ f(x) := x^T A x = 0 $$
where $A \in \mathbb{R}^n$ is symmetric but may be singular and indefinite. The constraint set $C$ is a (nonconvex) cone, since for any $ …
3
votes
1
answer
1k
views
Maximizing Sparsity in l1 Minimization?
Consider the optimization problem
$$\min_x ||Ax||_1 + \lambda||x-b||^2,$$
where $A \in \mathbb{R}^{n \times n}$, $x,b \in \mathbb{R}^n$ and $\lambda$ is strictly greater than 0. (This problem is clo …
4
votes
2
answers
584
views
How do you solve linear systems whose solutions decay exponentially?
Consider the heat equation
$$\dot{u} = \Delta u$$
with initial conditions
$$u_0 = \delta(x)$$
for some point $x$ in the domain $\Omega$ of the problem. If $\Omega$ is $\mathbb{R}^n$, then this pr …
1
vote
1
answer
244
views
Distributions induced by (weighted) random walks on the integer lattice
Consider an integer lattice $\mathbb{Z}^2$ where grid points are separated by a distance $h$. Loosely speaking, a random walk of length $k$ is a sequence of lattice points $(x_1,\cdots,x_k)$ generate …
28
votes
4
answers
3k
views
Can Gröbner bases be used to compute solutions to large, real-world problems?
In particular, suppose I have an affine algebraic variety over $\mathbb{R}^n$ described by generators of a radical ideal $I$ and I want to find (perhaps not all of the) points in the variety. Several …