Related papers: Fast Ewald summation for free-space Stokes potenti…
The Fast Fourier Transform (FFT) is one of the most widely used algorithms in high performance computing, with critical applications in spectral analysis for both signal processing and the numerical solution of partial differential…
The graph Laplacian is a standard tool in data science, machine learning, and image processing. The corresponding matrix inherits the complex structure of the underlying network and is in certain applications densely populated. This makes…
The standard particle-in-cell algorithm suffers from grid heating. There exists a gridless alternative which bypasses the deposition step and calculates each Fourier mode of the charge density directly from the particle positions. We show…
We proposed a provably stable FDTD subgridding method for accurate and efficient transient electromagnetic analysis. In the proposed method, several field components are properly added to the boundaries of Yee's grid to make sure that the…
We present a fast algorithm for the subset convolution problem: given functions f and g defined on the lattice of subsets of an n-element set N, compute their subset convolution f*g, defined for all S\subseteq N by (f * g)(S) = \sum_{T…
We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…
Accurately estimating the point spread function (PSF) of an optical system requires solving free-space wave propagation, which entails evaluating a diffraction integral. This integral is traditionally computed numerically using Fast Fourier…
Fast and high-order accurate algorithms for three dimensional elastic scattering are of great importance when modeling physical phenomena in mechanics, seismic imaging, and many other fields of applied science. In this paper, we develop a…
The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions…
We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…
A variety of problems in acoustic and electromagnetic scattering require the evaluation of impedance or layered media Green's functions. Given a point source located in an unbounded half-space or an infinitely extended layer, Sommerfeld and…
We develop a high order cut finite element method for the Stokes problem based on general inf-sup stable finite element spaces. We focus in particular on composite meshes consisting of one mesh that overlaps another. The method is based on…
We present an efficient algorithm for the all-electron periodic Coulomb matrix based on the Ewald summation combined with the Fourier-transformed Coulomb method. The short-range contributions involving compact densities are evaluated in…
This paper, Part I in a two-part series, presents (i) A simple and highly efficient algorithm for evaluation of quasi-periodic Green functions, as well as (ii) An associated boundary-integral equation method for the numerical solution of…
A simple least-squares optimisation enables the determination of the spectrum for irregularly sampled data that is readily reconstructed using an adjoint transformation of the Non-Uniform Fast Fourier Transform (NFFT). This is an…
The smooth particle mesh Ewald (SPME) method is an FFT based method for the fast evaluation of electrostatic interactions under periodic boundary conditions. A highly optimized implementation of this method is available in GROMACS, a widely…
We study the capability of the Fast Fourier Transform (FFT) to accelerate exact and approximate matrix multiplication without using Strassen-like divide-and-conquer. We present a simple exact algorithm running in $O(n^{2.89})$ time, which…
A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…
Stability and error analysis of a hybridized discontinuous Galerkin finite element method for Stokes equations is presented. The method is locally conservative, and for particular choices of spaces the velocity field is point-wise…
Stokes inversion techniques are very powerful methods for obtaining information on the thermodynamic and magnetic properties of solar and stellar atmospheres. In recent years, very sophisticated inversion codes have been developed that are…