Related papers: Walk on Spheres Algorithm for Helmholtz and Yukawa…
We use Array-RQMC sampling in a walk on spheres (WOS) algorithm for Dirichlet boundary value problems. On a collection of problems, we find that Array-RQMC-WOS reduces the Monte Carlo variance by factors ranging from $57$-fold to…
This paper is concerned with an inverse wavenumber/frequency-dependent source problem for the Helmholtz equation. In two and three dimensions, the unknown source term is supposed to be compactly supported in spatial variables but…
In the present paper we describe a class of algorithms for the solution of Laplace's equation on polygonal domains with Neumann boundary conditions. It is well known that in such cases the solutions have singularities near the corners which…
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods and the simplicity of a wavelet-based…
We study boundary integral formulations for an interior/exterior initial boundary value problem arising from the thermo-elasto-dynamic equations in a homogeneous and isotropic domain. The time dependence is handled, based on Lubich's…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
This paper is concerned with an inverse boundary value problem for the Helmholtz equation over a bounded domain. The aim is to reconstruct two constant coefficients together with the location and shape of a Dirichlet polygonal obstacle from…
We present a Waveform Relaxation (WR) version of the Dirichlet-Neumann and Neumann-Neumann algorithms for the wave equation in space time. Each method is based on a non-overlapping spatial domain decomposition, and the iteration involves…
Burgers' equation with fixed Dirichlet boundary conditions is considered on generic bounded intervals. By using the Hopf-Cole transformation and the exact operational solution recently established for linear reaction-diffusion equations…
In this paper, we develop a highly parallel and derivative-free fractional neural walk-on-spheres method (FNWoS) for solving high-dimensional fractional Poisson equations on irregular domains. We first propose a simplified fractional…
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…
In this paper we propose a {\it discontinuous} plane wave neural network (DPWNN) method with $hp-$refinement for approximately solving Helmholtz equation and time-harmonic Maxwell equations. In this method, we define a quadratic functional…
We establish the existence of Lipschitz continuous solutions to the Cauchy Dirichlet problem for a class of evolutionary partial differential equations of the form $$ \partial_tu-\text{div}_x \nabla_\xi f(\nabla u)=0 $$ in a space-time…
We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron…
A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…
Dirichlet-Neumann Operators (DNOs) are important to the formulation, analysis, and simulation of many crucial models found in engineering and the sciences. For instance, these operators permit moving-boundary problems, such as the classical…
This is the first of a series of papers devoted to the study of classical initial-boundary value problems of Dirichlet, Neumann and mixed type for the Nonlinear Schr\"odinger equation on the segment. Considering proper periodic…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
A numerical method for the Dirichlet initial boundary value problem for the elastic equation in the exterior and unbounded region of a smooth closed simply connected 2-dimensional domain, is proposed and investigated. This method is based…
Based on the $H^2$ existence of the solution, we investigate weighted estimates for a mixed boundary elliptic system in a two-dimensional corner domain, when the contact angle $\om\in(0,\pi/2)$. This system is closely related to the…