Gromov-Wasserstein Distances between Gaussian Distributions

MaximeVandegar/Papers-in-100-Lines-of-Code 16 Apr 2021

We also study the problem without restriction on the optimal plan, and provide lower and upper bounds for the value of the Gromov-Wasserstein distance between Gaussian distributions.

Probability

The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications

overlordgolddragon/ssqueezepy 29 Apr 2011

We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude.

Classical Analysis and ODEs Computational Engineering, Finance, and Science Numerical Analysis Data Analysis, Statistics and Probability 42C40, 65T99, 62M15, 86A04

Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples

overlordgolddragon/ssqueezepy 13 Jun 2010

We propose a new approach for studying the notion of the instantaneous frequency of a signal.

Numerical Analysis

Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition

overlordgolddragon/ssqueezepy 12 Dec 2009

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of components, well separated in the time-frequency plane, each of which can be viewed as approximately harmonic locally, with slowly varying amplitudes and frequencies.

Numerical Analysis

On symmetrizing the ultraspherical spectral method for self-adjoint problems

ApproxFun/ApproxFun.jl 20 Mar 2019

A mechanism is described to symmetrize the ultraspherical spectral method for self-adjoint problems.

Numerical Analysis

The automatic solution of partial differential equations using a global spectral method

dlfivefifty/ApproxFun.jl 10 May 2015

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential operators and the one-dimensional ultraspherical spectral method.

Numerical Analysis

A practical framework for infinite-dimensional linear algebra

dlfivefifty/ApproxFun.jl 19 Sep 2014

The framework contains a data structure on which row operations can be performed, allowing for the solution of linear equations by the adaptive QR approach.

Numerical Analysis 33A65, 35C11, 65N35

A purely hyperbolic discontinuous Galerkin approach for self-gravitating gas dynamics

trixi-framework/Trixi.jl 24 Aug 2020

One of the challenges when simulating astrophysical flows with self-gravity is to compute the gravitational forces.

Numerical Analysis Numerical Analysis Computational Physics

Introducing the quadratically-constrained quadratic programming framework in HPIPM

giaf/hpipm 22 Dec 2021

This paper introduces the quadratically-constrained quadratic programming (QCQP) framework recently added in HPIPM alongside the original quadratic-programming (QP) framework.

Optimization and Control Systems and Control Systems and Control

HPIPM: a high-performance quadratic programming framework for model predictive control

giaf/hpipm 5 Mar 2020

This paper introduces HPIPM, a high-performance framework for quadratic programming (QP), designed to provide building blocks to efficiently and reliably solve model predictive control problems.

Optimization and Control Systems and Control Systems and Control