Related papers: Spectral methods for multiscale stochastic differe…
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…
As a continuation of our previous work \cite{KV2} the aim of the recent paper is to investigate the solutions of special inhomogeneous linear functional equations by using spectral synthesis in translation invariant closed linear subspaces…
This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
This paper presents transient numerical simulations of hydraulic systems in engineering applications using the spectral element method (SEM). Along with a detailed description of the underlying numerical method, it is shown that the SEM…
A homogenization approach is one of effective strategies to solve multiscale elliptic problems approximately. The finite element heterogeneous multiscale method (FEHMM) which is based on the finite element makes possible to simulate such…
We present monostatic sampling methods for limited-aperture scattering problems in two dimensions. The direct sampling method (DSM) is well known to provide a robust, stable, and fast numerical scheme for imaging inhomogeneities from…
In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…
In this paper we consider the numerical solution of the Hamiltonian wave equation in two spatial dimension. We use the Mimetic Finite Difference (MFD) method to approximate the continuous problem combined with a symplectic integration in…
In this paper, the truncated Euler-Maruyama (EM) method is employed together with the Multi-level Monte Carlo (MLMC) method to approximate the expectations of functions of solutions to stochastic differential equations (SDEs). The…
Hermite spectral method plays an important role in the numerical simulation of various partial differential equations (PDEs) on unbounded domains. In this work, we study the superconvergence properties of Hermite spectral interpolation,…
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…
This paper presents a p-adaptive high-order hybridizable discontinuous Galerkin spectral element method (HDG-SEM) for solving the Poisson equation in electrostatic plasma simulations using particle-in-cell (PIC) schemes. This approach…
Numerical homogenization tries to approximate the solutions of elliptic partial differential equations with strongly oscillating coefficients by functions from modified finite element spaces. We present in this paper a class of such methods…
We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…
In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher-order extension of the localized orthogonal decomposition method combined with a higher-order time stepping scheme and…
The numerical waveforms for the extreme mass-ratio inspirals (EMRIs) require a huge amount of homogeneous solutions of the Teukolsky equation in the frequency domain. The calculation accuracy and efficiency of the homogeneous solutions are…