Related papers: A Fast Algorithm for Parabolic PDE-based Inverse P…
We present an algorithm for constructing analytically approximate integrals of motion in simple time periodic Hamiltonians of the form $H=H_0+ \varepsilon H_i$, where $\varepsilon$ is a perturbation parameter. We apply our algorithm in a…
Numerically obtaining the inverse of a function is a common task for many scientific problems, often solved using a Newton iteration method. Here we describe an alternative scheme, based on switching variables followed by spline…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
We consider an inverse problem of reconstructing the conductivity function in a hyperbolic equation using single space-time domain noisy observations of the solution on the backscattering boundary of the computational domain. We formulate…
In this paper, we develop a new adaptive hyperbolic-cross-space mapped Jacobi (AHMJ) method for solving multidimensional spatiotemporal integrodifferential equations in unbounded domains. By devising adaptive techniques for sparse mapped…
We propose to combine the Carleman estimate and the Newton method to solve an inverse source problem for nonlinear parabolic equations from lateral boundary data. The stability of this inverse source problem is conditionally logarithmic.…
Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…
Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…
A version of the convexification numerical method for a Coefficient Inverse Problem for a 1D hyperbolic PDE is presented. The data for this problem are generated by a single measurement event. This method converges globally. The most…
This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…
Tracking Cartesian motion with end~effectors is a fundamental task in robot control. For motion that is not known in advance, the solvers must find fast solutions to the inverse kinematics (IK) problem for discretely sampled target poses.…
Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…
This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…
We consider the Hamburger, Stieltjes and Hausdorff moment problems, that are problems of the construction of a Borel measure supported on a real line, on a half-line or on an interval $(0,1)$, from a prescribed set of moments. We propose a…
For simulating incompressible flows by projection methods. it is generally accepted that the pressure-correction stage is the most time-consuming part of the flow solver. The objective of the present work is to develop a fast hybrid…
We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a single-dimensional heat equation solver that uses fast O(N)…
Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…
Simulating diffusion in heterogeneous media presents a significant computational challenge, as resolving microscopic physical scales traditionally demands excessively fine computational grids. To overcome this barrier, we extend the…
We propose a novel strategy for the perturbative resummation of transverse momentum-dependent (TMD) observables, using the $q_T$ spectra of gauge bosons ($\gamma^*$, Higgs) in $pp$ collisions in the regime of low (but perturbative)…
We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…