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This paper considers the analysis of partial differential equations (PDE) containing multiple random variables. Recently developed collocation methods enable the construction of high-order stochastic solutions by converting a stochastic PDE…

Numerical Analysis · Mathematics 2013-09-17 Daniela Steffes-lai , Eveline Rosseel , Tanja Clees

Although Galerkin discretizations have been intensively employed in the IgA context, an efficient implementation requires special numerical quadrature rules when constructing the system of equations. To avoid this issue, isogeometric…

Numerical Analysis · Mathematics 2017-11-30 Fabio Roman

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

In this paper we present a pseudospectral method in the disk. Unlike the methods known until now, the disk is not duplicated. Moreover, we solve the Laplace equation subjected to nonhomogeneous Dirichlet, Neumann and Robin boundary…

Numerical Analysis · Mathematics 2019-04-03 Marcela Molina Meyer , Frank Richard Prieto Medina

In this paper we present two new approaches for finding good starting solutions to the planar p-median problem. Both methods rely on a discrete approximation of the continuous model that restricts the facility locations to the given set of…

Optimization and Control · Mathematics 2020-04-14 Jack Brimberg , Zvi Drezner

A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…

Numerical Analysis · Mathematics 2012-08-16 Sheehan Olver , Alex Townsend

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

Discrete Optimal Transport problems give rise to very large linear programs (LP) with a particular structure of the constraint matrix. In this paper we present a hybrid algorithm that mixes an interior point method (IPM) and column…

Optimization and Control · Mathematics 2023-05-15 Filippo Zanetti , Jacek Gondzio

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can…

Numerical Analysis · Mathematics 2018-03-29 G. Garmanjani , R. Cavoretto , M. Esmaeilbeigi

The boundary element method (BEM) enables the efficient electromagnetic modelling of lossy conductors with a surface-based discretization. Existing BEM techniques for conductor modelling require either expensive dual basis functions or the…

Computational Physics · Physics 2020-12-29 Shashwat Sharma , Piero Triverio

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia

We study some convergence issues for a recent approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. The approach is based on the minimization on an integral functional which arises from…

Numerical Analysis · Mathematics 2014-06-23 Giulio Ciraolo , Francesco Gargano , Vincenzo Sciacca

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. In this paper, we study the stochastic collocation methods that can be combined with reduced basis…

Numerical Analysis · Mathematics 2022-04-19 Heyrim Cho , Howard C. Elman

The Poisson-Boltzmann equation (PBE) is a nonlinear elliptic PDE that arises in biomolecular modeling and is a fundamental tool for structural biology. It is used to calculate electrostatic potentials around an ensemble of fixed charges…

Numerical Analysis · Mathematics 2017-10-12 Cleophas Kweyu , Lihong Feng , Matthias Stein , Peter Benner

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

In order to solve Prandtl-type equations we propose a collocation-quadrature method based on VP filtered interpolation at Chebyshev nodes. Uniform convergence and stability are proved in a couple of Holder - Zygmund spaces of locally…

Numerical Analysis · Mathematics 2020-09-04 Maria Carmela De Bonis , Donatella Occorsio , Woula Themistoclakis

Second order integrals of motion for 3d quantum mechanical systems with position dependent masses (PDM) are classified. Namely, all PDM systems are specified which, in addition to their rotation invariance, admit at least one second order…

Mathematical Physics · Physics 2016-03-04 A. G. Nikitin

In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Method. The resulting Proximal Stabilized IPM (PS-IPM) is…

Optimization and Control · Mathematics 2022-05-05 Stefano Cipolla , Jacek Gondzio

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

Numerical Analysis · Mathematics 2019-12-10 Zhanjing Tao , Yan Jiang , Yingda Cheng

In this work, we explore various relevant aspects of the Smoothed Particle Hydrodynamics regarding Burger's equation. The stability, precision, and efficiency of the algorithm are investigated in terms of different implementations. In…

Computational Physics · Physics 2020-01-08 Chong Ye , Philipe Mota , Jin Li , Kai Lin , Wei-Liang Qian
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