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Numerical algorithms for problems in analysis and algebra, scientific computation

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 …
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 …
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 $ …
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 …
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 …