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We present a novel gradient-free algorithm to solve a convex stochastic optimization problem, such as those encountered in medicine, physics, and machine learning (e.g., adversarial multi-armed bandit problem), where the objective function…

Optimization and Control · Mathematics 2024-11-22 Georgii Bychkov , Darina Dvinskikh , Anastasia Antsiferova , Alexander Gasnikov , Aleksandr Lobanov

Factorization of large dense matrices are ubiquitous in engineering and data science applications, e.g. preconditioners for iterative boundary integral solvers, frontal matrices in sparse multifrontal solvers, and computing the determinant…

Numerical Analysis · Mathematics 2022-08-24 Qianxiang Ma , Sameer Deshmukh , Rio Yokota

This paper presents a matrix-free approach for implementing the shifted boundary method (SBM) in finite element analysis. The SBM is a versatile technique for solving partial differential equations on complex geometries by shifting boundary…

Numerical Analysis · Mathematics 2025-07-24 Michał Wichrowski

We present a fast and memory-efficient algorithm for transient, space-time-domain, and elastodynamic boundary-integral analysis. Associated data-sparse approximations and operations are named fast domain partitioning hierarchical matrices…

Computational Physics · Physics 2026-03-20 Dye SK Sato , Ryosuke Ando

In this paper we propose an algorithm for the formation of matrices of isogeometric Galerkin methods. The algorithm is based on three ideas. The first is that we perform the external loop over the rows of the matrix. The second is that we…

Numerical Analysis · Mathematics 2017-04-05 Francesco Calabrò , Giancarlo Sangalli , Mattia Tani

We present a refinement of the Spectral Method by incorporating an optimization method into it and generalize it to two space dimensions. We then apply this Refined Spectral Method as an extremely accurate technique for finding the bound…

Mathematical Physics · Physics 2007-05-23 P. Pedram , M. Mirzaei , S. S. Gousheh

We develop a quantum algorithm for linear algebraic equations $ A\bb{x} = \bb{b} $ from the perspective of Schr\"odingerization-form problems, which are characterized by a system of linear convection equations in one higher dimension. When…

Quantum Physics · Physics 2026-04-14 Yin Yang , Yue Yu , Long Zhang

Recent hardware-aware matrix-free algorithms for higher-order finite-element (FE) discretized matrix-vector multiplications reduce floating point operations and data access costs compared to traditional sparse matrix approaches. This work…

Computational Physics · Physics 2024-12-31 Gourab Panigrahi , Nikhil Kodali , Debashis Panda , Phani Motamarri

In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…

Numerical Analysis · Mathematics 2026-05-08 Siyu Cen , Bangti Jin , Yavar Kian , Zhi Zhou

The higher-order nonlinear Schrodinger equation (Dysthe's equation in the context of water-waves) models the time evolution of the slowly modulated amplitude of a wave-packet in dispersive partial differential equations (PDE). These…

Analysis of PDEs · Mathematics 2024-12-18 Jack Keeler , Alberto Alberello , Ben Humphries , Emilian Parau

This paper proposes and analyzes a fully discrete scheme that discretizes space with an ultra-weak local discontinuous Galerkin scheme and time with the Crank--Nicolson method for the nonlinear biharmonic Schr\"odinger equation. We first…

Numerical Analysis · Mathematics 2022-04-15 Lu Zhang

Let $\Omega$ be an open, simply connected, and bounded region in $\mathbb{R}^{d}$, $d\geq2$, and assume its boundary $\partial\Omega$ is smooth. Consider solving an elliptic partial differential equation $-\Delta u+\gamma u=f$ over $\Omega$…

Numerical Analysis · Mathematics 2011-06-20 Kendall Atkinson , David Chien , Olaf Hansen

In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…

Numerical Analysis · Mathematics 2018-11-12 Wenjie Liu , Boying Wu

This paper proposes an efficient ADER (Arbitrary DERivatives in space and time) discontinuous Galerkin (DG) scheme to directly solve the Hamilton-Jacobi equation. Unlike multi-stage Runge-Kutta methods used in the Runge-Kutta DG (RKDG)…

Numerical Analysis · Mathematics 2024-12-20 Junming Duan , Huazhong Tang

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

We consider the efficient numerical solution of the three-dimensional wave equation with Neumann boundary conditions via time-domain boundary integral equations. A space-time Galerkin method with $C^\infty$-smooth, compactly supported basis…

Numerical Analysis · Mathematics 2015-03-26 A. Veit , M. Merta , J. Zapletal , D. Lukáš

We consider the problem of inferring latent stochastic differential equations (SDEs) with a time and memory cost that scales independently with the amount of data, the total length of the time series, and the stiffness of the approximate…

Machine Learning · Computer Science 2023-12-19 Kevin Course , Prasanth B. Nair

We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

Numerical approximation of the Boltzmann equation presents a challenging problem due to its high-dimensional, nonlinear, and nonlocal collision operator. Among the deterministic methods, the Fourier-Galerkin spectral method stands out for…

Numerical Analysis · Mathematics 2021-05-20 Jingwei Hu , Xiaodong Huang , Jie Shen , Haizhao Yang
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