Related papers: Convolution spline approximations for time domain …
We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…
Continuous-time trajectory representation has recently gained popularity for tasks where the fusion of high-frame-rate sensors and multiple unsynchronized devices is required. Lie group cumulative B-splines are a popular way of representing…
We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…
This work focuses on the preconditioning and DC stabilization of the time domain electric field integral equation discretized in time with the convolution quadrature method. The standard formulation of the equation suffers from severe…
In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…
In this paper we present a new regularized electric flux volume integral equation (D-VIE) for modeling high-contrast conductive dielectric objects in a broad frequency range. This new formulation is particularly suitable for modeling…
We present a new approach for boundary integral equations for the wave equation with zero initial conditions. Unlike previous attempts, our mathematical formulation allows us to prove that the associated boundary integral operators are…
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied equations in stochastic analysis and computational stochastics. In this paper we prove that Picard iterations of BSDEs with globally Lipschitz…
The problem of late time instability in time domain integral equations for electromagnetics is longstanding. While several techniques have been suggested for addressing this problem, they either require impractically high degrees of freedom…
Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…
Optimal control problems of forward stochastic Volterra integral equations (SVIEs) are formulated and studied. When control region is arbitrary subset of Euclidean space and control enters into the diffusion, necessary conditions of…
This paper proposes a fast time-domain boundary element method (TDBEM) to solve three-dimensional transient electromagnetic scattering problems regarding perfectly electric conductors in the classical marching-on-in-time manner. The…
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…
We propose a new variational Bayes estimator for high-dimensional copulas with discrete, or a combination of discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is…
The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…
Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…
In this paper, we propose a space-time least-squares isogeometric method to solve parabolic evolution problems, well suited for high-degree smooth splines in the space-time domain. We focus on the linear solver and its computational…
An approach is presented for implicit time integration in computations of red blood cell flow by a spectral boundary integral method. The flow of a red cell in ambient fluid is represented as a boundary integral equation (BIE), whose…
Computing accurate splines of degree greater than three is still a challenging task in today's applications. In this type of interpolation, high-order derivatives are needed on the given mesh. As these derivatives are rarely known and are…