J. L. Mohamed

Bio: J. L. Mohamed is an academic researcher from University of Liverpool. The author has contributed to research in topics: Collocation method & Volterra integral equation. The author has an hindex of 1, co-authored 1 publications receiving 1114 citations.

Computational Methods for Integral Equations

Abstract: Preface Introduction 1. The space L2(a,b) 2. Numerical quadrature 3. Introduction to the theory of linear integral equations of the second kind 4. The Nystrom (quadrature) method for Fredholm equations of the second kind 5. Quadrature methods for Volterra equations of the second kind 6. Eigenvalue problems and the Fredholm alternative 7. Expansion methods for Freholm equations of the second kind 8. Numerical techniques for expansion methods 9. Analysis of the Galerkin method with orthogonal basis 10. Numerical performance of algorithms for Fredholm equations of the second kind 11. Singular integral equations 12. Integral equations of the first kind 13. Integro-differential equations Appendix References Index.

REGULARIZATION TOOLS: A Matlab package for analysis and solution of discrete ill-posed problems

Abstract: The package REGULARIZATION TOOLS consists of 54 Matlab routines for analysis and solution of discrete ill-posed problems, i.e., systems of linear equations whose coefficient matrix has the properties that its condition number is very large, and its singular values decay gradually to zero. Such problems typically arise in connection with discretization of Fredholm integral equations of the first kind, and similar ill-posed problems. Some form of regularization is always required in order to compute a stabilized solution to discrete ill-posed problems. The purpose of REGULARIZATION TOOLS is to provide the user with easy-to-use routines, based on numerical robust and efficient algorithms, for doing experiments with regularization of discrete ill-posed problems. By means of this package, the user can experiment with different regularization strategies, compare them, and draw conclusions from these experiments that would otherwise require a major programming effert. For discrete ill-posed problems, which are indeed difficult to treat numerically, such an approach is certainly superior to a single black-box routine. This paper describes the underlying theory gives an overview of the package; a complete manual is also available.

Approximating a gram matrix for improved kernel-based learning

Abstract: A problem for many kernel-based methods is that the amount of computation required to find the solution scales as O(n3), where n is the number of training examples. We develop and analyze an algorithm to compute an easily-interpretable low-rank approximation to an n × n Gram matrix G such that computations of interest may be performed more rapidly. The approximation is of the form ${\tilde G}_{k} = CW^{+}_{k}C^{T}$, where C is a matrix consisting of a small number c of columns of G and Wk is the best rank-k approximation to W, the matrix formed by the intersection between those c columns of G and the corresponding c rows of G. An important aspect of the algorithm is the probability distribution used to randomly sample the columns; we will use a judiciously-chosen and data-dependent nonuniform probability distribution. Let || ·||2 and || ·||F denote the spectral norm and the Frobenius norm, respectively, of a matrix, and let Gk be the best rank-k approximation to G. We prove that by choosing O(k/e4) columns $${\left\|G - CW^{+}_{k}C^{T}\right\|_{\xi}} \leq \|A problem for many kernel-based methods is that the amount of computation required to find the solution scales as O(n3), where n is the number of training examples. We develop and analyze an algorithm to compute an easily-interpretable low-rank approximation to an n × n Gram matrix G such that computations of interest may be performed more rapidly. The approximation is of the form ${\tilde G}_{k} = CW^{+}_{k}C^{T}$, where C is a matrix consisting of a small number c of columns of G and Wk is the best rank-k approximation to W, the matrix formed by the intersection between those c columns of G and the corresponding c rows of G. An important aspect of the algorithm is the probability distribution used to randomly sample the columns; we will use a judiciously-chosen and data-dependent nonuniform probability distribution. Let || ·||2 and || ·||F denote the spectral norm and the Frobenius norm, respectively, of a matrix, and let Gk be the best rank-k approximation to G. We prove that by choosing O(k/e4) columns $${\left\|G - CW^{+}_{k}C^{T}\right\|_{\xi}} \leq \|G - G_{k}\|_{\xi} + \sum\limits_{i=1}^{n} G^{2}_{ii},$$ both in expectation and with high probability, for both ξ = 2,F, and for all k : 0 ≤k≤ rank(W). This approximation can be computed using O(n) additional space and time, after making two passes over the data from external storage. |_{\xi} + \sum\limits_{i=1}^{n} G^{2}_{ii},$$ both in expectation and with high probability, for both ξ = 2,F, and for all k : 0 ≤k≤ rank(W). This approximation can be computed using O(n) additional space and time, after making two passes over the data from external storage.

On the Nyström Method for Approximating a Gram Matrix for Improved Kernel-Based Learning

Abstract: A problem for many kernel-based methods is that the amount of computation required to find the solution scales as O(n3), where n is the number of training examples. We develop and analyze an algorithm to compute an easily-interpretable low-rank approximation to an n × n Gram matrix G such that computations of interest may be performed more rapidly. The approximation is of the form ~Gk = CWk+CT, where C is a matrix consisting of a small number c of columns of G and Wk is the best rank-k approximation to W, the matrix formed by the intersection between those c columns of G and the corresponding c rows of G. An important aspect of the algorithm is the probability distribution used to randomly sample the columns; we will use a judiciously-chosen and data-dependent nonuniform probability distribution. Let ||·||2 and ||·||F denote the spectral norm and the Frobenius norm, respectively, of a matrix, and let Gk be the best rank-k approximation to G. We prove that by choosing O(k/e4) columns||G-CWk+CT||ξ ≤ ||G-Gk||ξ + e Σi=1n Gii2 ,both in expectation and with high probability, for both ξ = 2, F, and for all k: 0 ≤ k ≤ rank(W). This approximation can be computed using O(n) additional space and time, after making two passes over the data from external storage. The relationships between this algorithm, other related matrix decompositions, and the Nystrom method from integral equation theory are discussed.

Robust Monte Carlo methods for light transport simulation

Abstract: Light transport algorithms generate realistic images by simulating the emission and scattering of light in an artificial environment. Applications include lighting design, architecture, and computer animation, while related engineering disciplines include neutron transport and radiative heat transfer. The main challenge with these algorithms is the high complexity of the geometric, scattering, and illumination models that are typically used. In this dissertation, we develop new Monte Carlo techniques that greatly extend the range of input models for which light transport simulations are practical. Our contributions include new theoretical models, statistical methods, and rendering algorithms. We start by developing a rigorous theoretical basis for bidirectional light transport algorithms (those that combine direct and adjoint techniques). First, we propose a linear operator formulation that does not depend on any assumptions about the physical validity of the input scene. We show how to obtain mathematically correct results using a variety of bidirectional techniques. Next we derive a different formulation, such that for any physically valid input scene, the transport operators are symmetric. This symmetry is important for both theory and implementations, and is based on a new reciprocity condition that we derive for transmissive materials. Finally, we show how light transport can be formulated as an integral over a space of paths. This framework allows new sampling and integration techniques to be applied, such as the Metropolis sampling algorithm. We also use this model to investigate the limitations of unbiased Monte Carlo methods, and to show that certain kinds of paths cannot be sampled. Our statistical contributions include a new technique called multiple importance sampling, which can greatly increase the robustness of Monte Carlo integration. It uses more than one sampling technique to evaluate an integral, and then combines these samples in a

Conjugate Gradient Methods for Toeplitz Systems

Abstract: In this expository paper, we survey some of the latest developments in using preconditioned conjugate gradient methods for solving Toeplitz systems. One of the main results is that the complexity of solving a large class of $n$-by-$n$ Toeplitz systems is reduced to $O(n \log n)$ operations as compared to $O(n \log ^2 n)$ operations required by fast direct Toeplitz solvers. Different preconditioners proposed for Toeplitz systems are reviewed. Applications to Toeplitz-related systems arising from partial differential equations, queueing networks, signal and image processing, integral equations, and time series analysis are given.