Related papers: A parallel method for solving Laplace equations wi…
This paper studies the third boundary problem of the Laplace equation with azimuthal symmetry.Many solutions of the boundary value problems in spherical coordinates are available in the form of infinite series of Legendre polynomials but…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…
This article presents an $O(N\log N)$ method for numerical solution of Maxwell's equations for dielectric scatterers using a 3D boundary integral equation (BIE) method. The underlying BIE method used is based on a hybrid…
In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…
Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that…
We present a waveform relaxation version of the Dirichlet-Neumann and Neumann-Neumann methods for parabolic problems. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain…
The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…
We present a waveform relaxation version of the Dirichlet-Neumann method for parabolic problem. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain decomposition, and the iteration…
In this paper, we consider the boundary integral equation (BIE) method for solving the exterior Neumann boundary value problems of elastic and thermoelastic waves in three dimensions based on the Fredholm integral equations of the first…
Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze the…
Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…
Three-dimensional field distributions from realistic beamline elements can be obtained only by measurement or by numerical solution of a boundary-value problem. In numerical charged-particle map generation, fields along a reference…
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…
We examine the use of the Dirichlet-to-Neumann coarse space within an additive Schwarz method to solve the Helmholtz equation in 2D. In particular, we focus on the selection of how many eigenfunctions should go into the coarse space. We…
This article explores operator learning models that can deduce solutions to partial differential equations (PDEs) on arbitrary domains without requiring retraining. We introduce two innovative models rooted in boundary integral equations…
The Feynman-Kac formula for the exterior-value problem for the fractional Laplacian leads to a walk-outside-spheres algorithm via sampling alpha-stable Levy processes on their exit from maximally inscribed balls and sampling their…
Many boundary element integral equation kernels are based on the Green's functions of the Laplace and Helmholtz equations in three dimensions. These include, for example, the Laplace, Helmholtz, elasticity, Stokes, and Maxwell's equations.…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…