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This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

Numerical Analysis · Mathematics 2012-11-09 A. -C. Egloffe , A. Gloria , J. -C. Mourrat , T. N. Nguyen

This paper proposes a novel collocation-type numerical stochastic homogenization method for prototypical stochastic homogenization problems with random coefficient fields of small correlation lengths. The presented method is based on a…

Numerical Analysis · Mathematics 2024-11-05 Moritz Hauck , Hannah Mohr , Daniel Peterseim

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Numerical Analysis · Mathematics 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

In this paper, we suggest a new heterogeneous multiscale method (HMM) for the time-harmonic Maxwell equations in locally periodic media. The method is constructed by using a divergence-regularization in one of the cell problems. This allows…

Numerical Analysis · Mathematics 2015-09-15 Patrick Henning , Mario Ohlberger , Barbara Verfürth

Numerical homotopy continuation methods for three classes of polynomial systems are presented. For a generic instance of the class, every path leads to a solution and the homotopy is optimal. The counting of the roots mirrors the resolution…

Numerical Analysis · Mathematics 2025-10-20 Jan Verschelde

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale…

Numerical Analysis · Mathematics 2018-10-22 Doghonay Arjmand , Gunilla Kreiss

We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…

Numerical Analysis · Mathematics 2023-11-21 Zeyu Jin , Ruo Li

We propose a novel numerical homogenization method based on the edge multiscale approach for solving indefinite time-harmonic Maxwell equations in heterogeneous media with large wavenumber. Numerical methods for these equations in…

Numerical Analysis · Mathematics 2026-04-27 Yueqi Wang , Wing Tat Leung , Guanglian Li

Numerical homogenization aims to efficiently and accurately approximate the solution space of an elliptic partial differential operator with arbitrarily rough coefficients in a $d$-dimensional domain. The application of the inverse operator…

Numerical Analysis · Mathematics 2022-11-24 Moritz Hauck , Daniel Peterseim

In this paper, we consider numerical homogenization of acoustic wave equations with heterogeneous coefficients, namely, when the bulk modulus and the density of the medium are only bounded. We show that under a Cordes type condition the…

Numerical Analysis · Mathematics 2008-05-05 Houman Owhadi , Lei Zhang

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

The aim of the paper is to introduce an alternative notion of two-scale convergence which gives a more natural modeling approach to the homogenization of partial differential equations with periodically oscillating coefficients: while…

Analysis of PDEs · Mathematics 2016-07-20 François Alouges , Giovanni Di Fratta

The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric…

Numerical Analysis · Mathematics 2015-08-31 John W. Pearson , Sheehan Olver , Mason A. Porter

In this paper we prove a general homogenization result for monotone parabolic problems with an arbitrary number of microscopic scales in space as well as in time, where the scale functions are not necessarily powers of epsilon. The main…

Analysis of PDEs · Mathematics 2020-01-17 T. Danielsson , L. Flodén , P. Johnsen , M. Olsson Lindberg

Homogenisation empowers the efficient macroscale system level prediction of physical scenarios with intricate microscale structures. Here we develop an innovative powerful, rigorous and flexible framework for asymptotic homogenisation of…

Dynamical Systems · Mathematics 2025-04-08 A. J. Roberts

We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

This work describes numerical methods that are useful in many areas: examples include statistical modelling (bioinformatics, computational biology), theoretical physics, and even pure mathematics. The methods are primarily useful for the…

Numerical Analysis · Mathematics 2025-10-20 U. D. Jentschura , S. V. Aksenov , P. J. Mohr , M. A. Savageau , G. Soff

Persistent homology is a multiscale method for analyzing the shape of sets and functions from point cloud data arising from an unknown distribution supported on those sets. When the size of the sample is large, direct computation of the…

We investigate various types of symmetries and their mutual relationships in Hamiltonian systems defined on manifolds with different geometric structures: symplectic, cosymplectic, contact and cocontact. In each case we pay special…

Mathematical Physics · Physics 2023-06-28 R. Azuaje , A. Bravetti
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