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We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

We present and analyze fully discrete Nystr\"om methods for the solution of three classes of well conditioned boundary integral equations for the solution of two dimensional scattering problems by homogeneous dielectric scatterers.…

Numerical Analysis · Mathematics 2014-04-07 Y. Boubendir , V. Dominguez , C. Turc

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Numerical Analysis · Mathematics 2026-02-20 Boscarino Sebastiano , Giuseppe Izzo

In this paper, we propose an inexact multi-block ADMM-type first-order method for solving a class of high-dimensional convex composite conic optimization problems to moderate accuracy. The design of this method combines an inexact 2-block…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

Consider solving large sparse range symmetric singular linear systems $ A {\bf x}= {\bf b} $ which arise, for instance, in the discretization of convection diffusion equations with periodic boundary conditions, and partial differential…

Numerical Analysis · Mathematics 2022-11-02 Kota Sugihara , Ken Hayami , Liao Zeyu

We present a new high-order accurate spectral element solution to the two-dimensional scalar Poisson equation subject to a general Robin boundary condition. The solution is based on a simplified version of the shifted boundary method…

Numerical Analysis · Mathematics 2023-10-27 Jens Visbech , Allan Peter Engsig-Karup , Mario Ricchiuto

We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…

Numerical Analysis · Mathematics 2023-03-28 Vaishnavi Gujjula , Sivaram Ambikasaran

This work focuses on a class of elliptic boundary value problems with diffusive, advective and reactive terms, motivated by the study of three-dimensional heterogeneous physical systems composed of two or more media separated by a selective…

Numerical Analysis · Mathematics 2018-04-20 Riccardo Sacco , Aurelio Giancarlo Mauri , Giovanna Guidoboni

The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

We analyze a goal-oriented adaptive algorithm that aims to efficiently compute the quantity of interest $G(u^\star)$ with a linear goal functional $G$ and the solution $u^\star$ to a general second-order nonsymmetric linear elliptic partial…

Numerical Analysis · Mathematics 2024-11-18 Philipp Bringmann , Maximilian Brunner , Dirk Praetorius , Julian Streitberger

Linear systems in applications are typically well-posed, and yet the coefficient matrices may be nearly singular in that the condition number $\kappa(\boldsymbol{A})$ may be close to $1/\varepsilon_{w}$, where $\varepsilon_{w}$ denotes the…

Numerical Analysis · Mathematics 2023-03-09 Xiangmin Jiao

Physics-Informed Neural Networks (PINNs) have become a promising research direction in the field of solving Partial Differential Equations (PDEs). Dealing with singular perturbation problems continues to be a difficult challenge in the…

Machine Learning · Computer Science 2024-08-28 Sen Wang , Peizhi Zhao , Qinglong Ma , Tao Song

In this article we develop the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for elliptic partial differential equations with inhomogeneous Dirichlet, Neumann, and Robin boundary conditions, and the…

Numerical Analysis · Mathematics 2022-01-14 Changqing Ye , Eric T. Chung

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…

Machine Learning · Statistics 2020-11-26 Gersende Fort , Eric Moulines , Hoi-To Wai

A modification of the generalized shift-splitting (GSS) method is presented for solving singular saddle point problems. In this kind of modification, the diagonal shift matrix is replaced by a block diagonal matrix which is symmetric…

Numerical Analysis · Mathematics 2017-04-26 Davod Khojasteh Salkuyeh , Maryam Rahimian

In this work, we apply the Stochastic Grid Bundling Method (SGBM) to numerically solve backward stochastic differential equations (BSDEs). The SGBM algorithm is based on conditional expectations approximation by means of bundling of Monte…

Numerical Analysis · Mathematics 2019-08-26 Ki Wai Chau , Cornelis W. Oosterlee

A numerical study of the Einstein field equations, based on the 3+1 foliation of the spacetime, is presented. A pseudo-spectral technique has been employed for simulations in vacuum, within two different formalisms, namely the…

General Relativity and Quantum Cosmology · Physics 2021-06-09 Claudio Meringolo , Sergio Servidio , Pierluigi Veltri

This paper introduces a new accurate model for periodic fractional optimal control problems (PFOCPs) using Riemann-Liouville (RL) and Caputo fractional derivatives (FDs) with sliding fixed memory lengths. The paper also provides a novel…

Optimization and Control · Mathematics 2023-09-26 Kareem T. Elgindy