Related papers: Spectral methods for multiscale stochastic differe…
We propose an adaptive Hermite spectral method for the Vlasov-Poisson system based on a recently developed frequency indicator that measures the contribution of the high-order expansion coefficients. Precisely, the symmetrically weighted…
In this work, we introduce a Variational Multi-Scale (VMS) method for the numerical approximation of parabolic problems, where sub-grid scales are approximated from the eigenpairs of associated elliptic operator. The abstract method is…
In this work, we introduce a novel Hermite method to handle Maxwell's equations for nonlinear dispersive media. The proposed method achieves high-order accuracy and is free of any nonlinear algebraic solver, requiring solving instead small…
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…
We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…
This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…
We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
This paper shows that the Heterogeneous Multiscale Method can be applied to elliptic problem without scale separation. The Localized Orthogonal Method is a special case of the Heterogeneous Multiscale Method.
We present a spectral method for parabolic partial differential equations with zero Dirichlet boundary conditions. The region {\Omega} for the problem is assumed to be simply-connected and bounded, and its boundary is assumed to be a smooth…
Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…
We discuss the development, analysis, implementation, and numerical assessment of a spectral method for the numerical simulation of the three-dimensional Vlasov-Maxwell equations. The method is based on a spectral expansion of the velocity…
In this paper, we study the Boltzmann equation with uncertainties and prove that the spectral convergence of the semi-discretized numerical system holds in a combined velocity and random space, where the Fourier-spectral method is applied…
In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…
In this work, we apply the finite element heterogeneous multiscale method to a class of dispersive first-order time-dependent Maxwell systems. For this purpose, we use an analytic homogenization result, which shows that the effective system…
We present improved convergence results for the Boosting Algorithm (BA), and demonstrate that an existing formulation of the Heterogeneous Multiscale Methods (HMM) is accurate to first order only in the macro time step, regardless of the…
The pseudospectral method is a powerful tool for finding highly precise solutions of Schr\"{o}dinger's equation for few-electron problems. We extend the method's scope to wave functions with non-zero angular momentum and test it on several…
High-precision numerical scheme for nonlinear hyperbolic evolution equations is proposed based on the spectral method. The detail discretization processes are discussed in case of one-dimensional Klein-Gordon equations. In conclusion, a…