Related papers: On the wavelets-based SWIFT method for backward st…

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Finding a computationally efficient algorithm for the inverse continuous wavelet transform is a fundamental topic in applications. In this paper, we show the convergence of the inverse wavelet transform.

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…

In this paper, we develop an optimization-based framework for solving coupled forward-backward stochastic differential equations. We introduce an integral-form objective function and prove its equivalence to the error between consecutive…

In this paper we consider the inverse problem of identifying the initial data in a fractionally damped wave equation from time trace measurements on a surface, as relevant in photoacoustic or thermoacoustic tomography. We derive and analyze…

This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

In this paper, we introduce several new schemes for calculation of discrete wavelet transforms of images. These schemes reduce the number of steps and, as a consequence, allow to reduce the number of synchronizations on parallel…

In this paper, we investigate the inverse problem of determining an unknown time-dependent source term in a semilinear pseudo-parabolic equation with variable coefficients and a Dirichlet boundary condition. The unknown source term is…

We propose a new numerical scheme for Backward Stochastic Differential Equations based on branching processes. We approximate an arbitrary (Lipschitz) driver by local polynomials and then use a Picard iteration scheme. Each step of the…

In this work, we present the \emph{twiddless fast Fourier transform (TFFT)}, a novel algorithm for computing the $N$-point discrete Fourier transform (DFT). The TFFT's divide strategy builds on recent results that decimate an $N$-point…

The WS time delay matrix relates a lossless and reciprocal system's scattering matrix to its frequency derivative, and enables the synthesis of modes that experience well-defined group delays when interacting with the system. The elements…

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

We derive an a priori error estimate for the numerical solution obtained by time and space discretization by the finite volume/finite element method of the barotropic Navier--Stokes equations. The numerical solution on a convenient…

As Einstein's equations for binary compact object inspiral have only been approximately or intermittently solved by analytic or numerical methods, the models used to infer parameters of gravitational wave (GW) sources are subject to…

This paper presents a gradient-based method for on-the-fly optimization for both per-frame and per-frequency window length of the short-time Fourier transform (STFT), related to previous work in which we developed a differentiable version…

Waveform Relaxation method (WR) is a beautiful algorithm to solve Ordinary Differential Equations (ODEs). However, because of its poor convergence capability, it was rarely used. In this paper, we propose a new distributed algorithm, named…

A numerical method is proposed for computing time-periodic and relative time-periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation…

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…