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We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…

Numerical Analysis · Mathematics 2021-07-28 Dong T. P. Nguyen , Dirk Nuyens

Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods…

Numerical Analysis · Mathematics 2026-04-30 Xiang Zhong , Eric T. Chung , Xingguang Jin

This paper presents a hybrid numerical method for linear collisional kinetic equations with diffusive scaling. The aim of the method is to reduce the computational cost of kinetic equations by taking advantage of the lower dimensionality of…

Numerical Analysis · Mathematics 2022-02-09 Tino Laidin

Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…

Numerical Analysis · Mathematics 2023-01-25 Fredrik Fryklund , Sara Pålsson , Anna-Karin Tornberg

We show a method resulting in the improvement of several polynomial-space, exponential-time algorithms. An instance of the problem Max (r,2)-CSP, or simply Max 2-CSP, is parametrized by the domain size r (often 2), the number of variables n…

Data Structures and Algorithms · Computer Science 2017-11-20 Serge Gaspers , Gregory B. Sorkin

Current quantum computers can only solve optimization problems of a very limited size. For larger problems, decomposition methods are required in which the original problem is broken down into several smaller sub-problems. These are then…

Optimization and Control · Mathematics 2025-04-30 Zongji Li , Tobias Seidel , Michael Bortz , Raoul Heese

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

When solving partial differential equations using boundary integral equation methods, accurate evaluation of singular and nearly singular integrals in layer potentials is crucial. A recent scheme for this is quadrature by expansion (QBX),…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Anna-Karin Tornberg

In this work, we first present an adaptive deterministic block coordinate descent method with momentum (mADBCD) to solve the linear least-squares problem, which is based on Polyak's heavy ball method and a new column selection criterion for…

Numerical Analysis · Mathematics 2024-10-29 Long-Ze Tan , Ming-Yu Deng , Jia-Li Qiu , Xue-Ping Guo

This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

This paper shows that the weighting coefficient matrices of the differential quadrature method (DQM) are centrosymmetric or skew-centrosymmetric if the grid spacings are symmetric irrespective of whether they are equal or unequal. A new…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen , Xinwei Wang , Yongxi Yu

We present and experimentally realize a quantum algorithm for efficiently solving the following problem: given an $N\times N$ matrix $\mathcal{M}$, an $N$-dimensional vector $\textbf{\emph{b}}$, and an initial vector $\textbf{\emph{x}}(0)$,…

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

In this paper we present a family of algorithms that can simultaneously align and cluster sets of multidimensional curves measured on a discrete time grid. Our approach is based on a generative mixture model that allows non-linear time…

Applications · Statistics 2012-12-12 Darya Chudova , Scott Gaffney , Padhraic Smyth

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…

Numerical Analysis · Mathematics 2022-07-26 Marco Zank

The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…

Numerical Analysis · Mathematics 2024-10-15 Eike Hermann Müller

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

We present a new method that efficiently solves TO problems and provides a practical pathway to leverage quantum computing to exploit potential quantum advantages. This work targets on large-scale, multi-material TO challenges for…

Computational Physics · Physics 2026-01-16 Zisheng Ye , Wenxiao Pan