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We propose a novel $hp$-multilevel Monte Carlo method for the quantification of uncertainties in the compressible Navier-Stokes equations, using the Discontinuous Galerkin method as deterministic solver. The multilevel approach exploits…

Numerical Analysis · Mathematics 2020-08-25 A. Beck , J. Dürrwächter , T. Kuhn , F. Meyer , C. -D. Munz , C. Rohde

A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…

Artificial Intelligence · Computer Science 2024-07-01 Yongchao Huang

The multigrid algorithm is a multilevel approach to accelerate the numerical solution of discretized differential equations in physical problems involving long-range interactions. Multiresolution analysis of wavelet theory provides an…

Computational Physics · Physics 2007-05-23 D. Yesilleten , T. A. Arias

We study a class of nonlinear elliptic problems driven by a double-phase operator with variable exponents, arising in the modeling of heterogeneous materials undergoing phase transitions. The associated Poisson problem features a…

Analysis of PDEs · Mathematics 2025-07-09 Mohamed Khamsi , Osvaldo Mendez

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

Numerical Analysis · Mathematics 2026-03-31 J. P. Lucero Lorca

We introduce and derive the Fourier-enhanced 3D electrostatic field solver of the gyrokinetic full-f PIC code PICLS. The solver makes use of a Fourier representation in one periodic direction of the domain to make the solving of the system…

Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…

Numerical Analysis · Mathematics 2022-02-08 Shantanu Shahane , Surya Pratap Vanka

The standard Maxwell formulation of the problem of polarized dielectrics suffers from a number of difficulties, both conceptual and practical. These difficulties are particularly significant in the case of liquid interfaces, where the…

Soft Condensed Matter · Physics 2015-06-18 Dmitry V. Matyushov

In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in…

Numerical Analysis · Mathematics 2021-04-28 Sijing Li , Cheng Zhang , Zhiwen Zhang , Hongkai Zhao

Cellular electrophysiology is often modeled using the cable equations. The cable model can only be used when ionic concentration effects and three dimensional geometry effects are negligible. The Poisson model, in which the electrostatic…

Neurons and Cognition · Quantitative Biology 2009-01-27 Yoichiro Mori

Pressure Poisson equation (PPE) reformulations of the incompressible Navier-Stokes equations (NSE) replace the incompressibility constraint by a Poisson equation for the pressure and a suitable choice of boundary conditions. This yields a…

Numerical Analysis · Mathematics 2023-08-16 Rodolfo Ruben Rosales , Benjamin Seibold , David Shirokoff , Dong Zhou

This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…

Numerical Analysis · Mathematics 2026-05-12 Vincent N. Novellino , Dmitriy Y. Anistratov

Outstanding advances in solid-state laser technology, employing the optical parametric chirped-pulse-amplification (OPCPA) technique, have led physicists to focus laser pulses to highly-relativistic intensities which led to novel schemes…

Plasma Physics · Physics 2026-01-28 Szilárd Majorosi , Nasr Hafz , Zsolt Lécz

Kinetic Monte Carlo (KMC) is an important computational tool in physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted to systems in equilibrium.…

Computational Physics · Physics 2020-04-22 William Robert Saunders , James Grant , Eike Hermann Müller , Ian Thompson

This work deals with the solution of a non-convex optimization problem to enhance the performance of an energy harvesting device, which involves a nonlinear objective function and a discontinuous constraint. This optimization problem, which…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Americo Cunha

The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…

Numerical Analysis · Mathematics 2012-01-04 A. Gillman , P. G. Martinsson

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Numerical Analysis · Mathematics 2008-11-05 C. Le Bris , T. Lelievre , Y. Maday
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