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We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

We present a convergent and scalable multigrid solver for high-frequency Helmholtz equations. Standard multigrid methods do not converge for high-frequency Helmholtz problems, and a common cure is adding a complex shift and using the…

Numerical Analysis · Mathematics 2026-04-22 Rachel Yovel , Eran Treister

This paper analyzes inverse scattering for the one-dimensional Helmholtz equation in the case where the wave speed is piecewise constant. Scattering data recorded for an arbitrarily small interval of frequencies is shown to determine the…

Analysis of PDEs · Mathematics 2020-08-26 Sophia Bugarija , Peter C. Gibson , Guanghui Hu , Peijun Li , Yue Zhao

A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…

Numerical Analysis · Mathematics 2025-10-20 Eitan Tadmor

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

This letter proposes a fast identification algorithm for Wiener-Hammerstein systems. The computational cost of separating the front and the back linear time invariant block dynamics is significantly improved by using discrete optimization.…

Systems and Control · Computer Science 2018-04-20 M. Schoukens , G. Vandersteen , Y. Rolain , F. Ferranti

The goal of this paper is to reconstruct spatially distributed dielectric constants from complex-valued scattered wave field by solving a 3D coefficient inverse problem for the Helmholtz equation at multi-frequencies. The data are generated…

Numerical Analysis · Mathematics 2016-12-14 Michael V. Klibanov , Dinh-Liem Nguyen , Loc H. Nguyen , Hui Liu

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Geometric discretizations that preserve certain Hamiltonian structures at the discrete level has been proven to enhance the accuracy of numerical schemes. In particular, numerous symplectic and multi-symplectic schemes have been proposed to…

Classical Physics · Physics 2013-04-23 Denys Dutykh , Marx Chhay , Francesco Fedele

We present a new numerical scheme to solve the Helmholtz equation in a wave-guide. We consider a medium that is bounded in the $x_2$-direction, unbounded in the $x_1$-direction and $\varepsilon$-periodic for large $|x_1|$, allowing…

Numerical Analysis · Mathematics 2017-08-23 Tomáš Dohnal , Ben Schweizer

This paper is concerned with reconstruction issue of some typical inverse problems and consists of three parts. First a framework of the enclosure method for an inverse source problem governed by the Helmholtz equation at a fixed wave…

Analysis of PDEs · Mathematics 2021-11-12 Masaru Ikehata

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

Numerical Analysis · Mathematics 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

The high-frequency Helmholtz equation on the entire space is truncated into a bounded domain using the perfectly matched layer (PML) technique and subsequently, discretized by the higher-order finite element method (FEM) and the continuous…

Numerical Analysis · Mathematics 2023-12-06 Yonglin Li , Haijun Wu

We describe a compatible finite element discretisation for the shallow water equations on the rotating sphere, concentrating on integrating consistent upwind stabilisation into the framework. Although the prognostic variables are velocity…

Numerical Analysis · Mathematics 2018-10-17 J. Shipton , T. H. Gibson , C. J. Cotter

The Helmholtz equation is a prototypical model for time-harmonic wave propagation. Numerical solutions become increasingly challenging as the wave number $k$ grows, due to the equation's elliptic yet noncoercive character and the highly…

Numerical Analysis · Mathematics 2025-08-01 Anjiao Gu , Shi Jin , Chuwen Ma

We present a fast solver for the 3D high-frequency Helmholtz equation in heterogeneous, constant density, acoustic media. The solver is based on the method of polarized traces, coupled with distributed linear algebra libraries and…

Numerical Analysis · Mathematics 2018-01-29 Leonardo Zepeda-Núñez , Adrien Scheuer , Russell J. Hewett , Laurent Demanet