Related papers: On the implementation of exponential methods for s…
An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and…
For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…
Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
We consider the {\em Shaped Partition Problem} of partitioning $n$ given vectors in real $k$-space into $p$ parts so as to maximize an arbitrary objective function which is convex on the sum of vectors in each part, subject to arbitrary…
This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…
This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…
This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…
Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…
Consider the scattering of a time-harmonic plane wave by a rigid obstacle embedded in a homogeneous and isotropic elastic medium in two dimensions. In this paper, a novel boundary integral formulation is proposed and its highly accurate…
Boundary value problem for a fractional power of an elliptic operator is considered. An integral representation by means of a standard solution problem for parabolic equations is used to solve such problems. Quadrature generalized…
Given a quadratic map Q : K^n -> K^k defined over a computable subring D of a real closed field K, and a polynomial p(Y_1,...,Y_k) of degree d, we consider the zero set Z=Z(p(Q(X)),K^n) of the polynomial p(Q(X_1,...,X_n)). We present a…
In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…
We propose a new nonconforming finite element algorithm to approximate the solution to the elliptic problem involving the fractional Laplacian. We first derive an integral representation of the bilinear form corresponding to the variational…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
We give a simplified and direct proof of the Kato square root estimate for parabolic operators with elliptic part in divergence form and coefficients possibly depending on space and time in a merely measurable way. The argument relies on…
A boundary element method (BEM) simulation is used to compare the efficiency of numerical inverse Laplace transform strategies, considering general requirements of Laplace-space numerical approaches. The two-dimensional BEM solution is used…
Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…