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We present algorithms for computing weakly singular and near-singular integrals arising when solving the 3D Helmholtz equation with curved boundary elements. These are based on the computation of the preimage of the singularity in the…

Numerical Analysis · Mathematics 2022-06-28 Hadrien Montanelli , Matthieu Aussal , Houssem Haddar

In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective. At every step of such methods, we use approximate solution of the auxiliary problem, defined by the bound for the…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

This paper introduces a numerical scheme for time harmonic Maxwell's equations by using weak Galerkin (WG) finite element methods. The WG finite element method is based on two operators: discrete weak curl and discrete weak gradient, with…

Numerical Analysis · Mathematics 2013-12-10 Lin Mu , Junping Wang , Xiu Ye , Shangyou Zhang

Sufficient conditions for existence and uniqueness of the solution of the Volterra integral equations of the first kind with piecewise continuous kernels are derived in framework of Sobolev-Schwartz distribution theory. The asymptotic…

Mathematical Physics · Physics 2012-04-26 Denis Sidorov

In this paper, we develop the Galerkin-like method to address first-order integro-differential inclusions. Under compactness or monotonicity conditions, we obtain new results for the existence of solutions for this class of problems, which…

Optimization and Control · Mathematics 2024-08-06 Pedro Pérez-Aros , Manuel Torres-Valdebenito , Emilio Vilches

We introduce a new weak Galerkin finite element method whose weak functions on interior neighboring edges are double-valued for parabolic problems. Based on $(P_k(T), P_{k}(e), RT_k(T))$ element, a fully discrete approach is formulated with…

Numerical Analysis · Mathematics 2018-12-04 Wenya Qi

Algorithms for numerical computation of symmetric elliptic integrals of all three kinds are improved in several ways and extended to complex values of the variables (with some restrictions in the case of the integral of the third kind).…

Classical Analysis and ODEs · Mathematics 2015-06-26 Bille C. Carlson

Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…

Optimization and Control · Mathematics 2016-07-01 Michael Preischl

This article introduces a weak Galerkin (WG) finite element method for quad-curl problems in three dimensions. It is proved that the proposed WG method is stable and accurate in an optimal order of error estimates for the exact solution in…

Numerical Analysis · Mathematics 2022-11-01 Chunmei Wang , Junping Wang , Shangyou Zhang

We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…

Optimization and Control · Mathematics 2022-12-07 Jean-Baptiste Caillau , Roberto Ferretti , Emmanuel Trélat , Hasnaa Zidani

We offer a new Monte-Carlo method for solving of linear integral equation which gives the unbiased estimation for solution of Volterra's and Fredholm's type, and consider the problem of confidence region building. We study especially the…

Numerical Analysis · Mathematics 2014-08-20 E. Ostrovsky , L. Sirota

This paper presents a new and efficient numerical algorithm for the biharmonic equation by using weak Galerkin (WG) finite element methods. The WG finite element scheme is based on a variational form of the biharmonic equation that is…

Numerical Analysis · Mathematics 2013-09-24 Chunmei Wang , Junping Wang

In this paper we consider the problem of constructing numerical algorithms for approximating of convex compact bodies in d-dimensional Euclidean space by polytopes with any given accuracy. It is well known that optimal with respect to the…

Metric Geometry · Mathematics 2018-12-10 G. K. Kamenev

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

We study quadrature methods for solving Volterra integral equations of the first kind with smooth kernels under the presence of noise in the right-hand sides, with the quadrature methods being generated by linear multistep methods. The…

Numerical Analysis · Mathematics 2016-05-02 Robert Plato

The authors propose and analyze a well-posed numerical scheme for a type of ill-posed elliptic Cauchy problem by using a constrained minimization approach combined with the weak Galerkin finite element method. The resulting Euler-Lagrange…

Numerical Analysis · Mathematics 2018-06-06 Chunmei Wang , Junping Wang

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Optimization and Control · Mathematics 2014-10-31 H. Heitsch , H. Leövey , W. Römisch

We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…

Optimization and Control · Mathematics 2016-11-26 Markus Hofer , Maria Rita Iacò

We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…

Numerical Analysis · Mathematics 2024-05-10 Francisco Fuica , Felipe Lepe , Pablo Venegas

In this paper, we present a posteriori error estimation for weak Galerkin method applied to fourth order singularly perturbed problem. The weak Galerkin discretization space and numerical scheme are first described. A fully computable…

Numerical Analysis · Mathematics 2025-10-02 Shicheng Liu , Qilong Zhai
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