Related papers: Spectral Galerkin methods for transfer operators i…
We propose a fast, optimization-free method for learning the transition operators of high-dimensional Markov processes. The central idea is to perform a Galerkin projection of the transition operator to a suitable set of low-order bases…
We present a fast spectral Galerkin scheme for the discretization of boundary integral equations arising from two-dimensional Helmholtz transmission problems in multi-layered periodic structures or gratings. Employing suitably parametrized…
The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…
Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…
The Discontinuous Galerkin time-domain method is well suited for adaptive algorithms to solve the time-domain Maxwell's equations and depends on robust and economically computable drivers. Adaptive algorithms utilize local indicators to…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
In this paper the author reviews a version of the global Galerkin that was developed and applied in a series of earlier publications. The method is based on divergence-free basis functions satisfying all the linear and homogeneous boundary…
Historically, the machine learning community has derived spectral decompositions from graph-based approaches. We break with this approach and prove the statistical and computational superiority of the Galerkin method, which consists in…
Discontinuous Galerkin methods are developed for solving the Vlasov-Maxwell system, methods that are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy. Such properties in…
The transfer matrix method is applied to quasi one-dimensional and one-dimensional disordered systems with long-range interactions, described by band random matrices. We investigate the convergence properties of the whole Lyapunov spectra…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
Super-time-stepping (STS) methods provide an attractive approach for enabling explicit time integration of parabolic operators, particularly in large-scale, higher-dimensional kinetic simulations where fully implicit schemes are…
In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…
Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…
Unions of graph multiplier operators are an important class of linear operators for processing signals defined on graphs. We present a novel method to efficiently distribute the application of these operators. The proposed method features…
Distributed-order PDEs are tractable mathematical models for complex multiscaling anomalous transport, where derivative orders are distributed over a range of values. We develop a fast and stable Petrov-Galerkin spectral method for such…
This paper develops and analyses semi-discrete numerical method for two dimensional Vlasov-Stokes' system with periodic boundary condition. The method is based on coupling of semi-discrete discontinuous Galerkin method for the Vlasov…
This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…
Mathematical modeling at the level of the full cardiovascular system requires the numerical approximation of solutions to a one-dimensional nonlinear hyperbolic system describing flow in a single vessel. This model is often simulated by…
We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…