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We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…

Machine Learning · Statistics 2021-06-16 Nicholas Krämer , Philipp Hennig

We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Daniel Appelö , Thomas Hagstrom

We consider an approximate solution for the one-dimensional semilinear singularly-perturbed boundary value problem, using the previously obtained numerical values of the boundary value problem in the mesh points and the representation of…

Numerical Analysis · Mathematics 2017-11-21 Samir Karasuljić , Enes Duvnjaković , Vedad Pasic , Elvis Barakovic

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

This paper focuses on fast direct solvers for integral equations in the low-to-moderate-frequency regime obtained by leveraging preconditioned first kind or second kind operators regularized with Laplacian filters. The spectral errors…

Numerical Analysis · Mathematics 2022-10-18 Clément Henry , Davide Consoli , Alexandre Dély , Lyes Rahmouni , Adrien Merlini , Francesco P. Andriulli

Direct solvers are a common method for solving finite difference frequency domain (FDFD) systems that arise in numerical solutions of Maxwell's equations. In a direct solver, one factorizes the system matrix. Since the system matrix is…

Numerical Analysis · Mathematics 2022-07-27 Nathan Zhao , Shanhui Fan

In this paper, we propose a fast distributed solver for linear equations given by symmetric diagonally dominant M-Matrices. Our approach is based on a distributed implementation of the parallel solver of Spielman and Peng by considering a…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-12 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

The simulation of turbulence in the boundary region of a tokamak is crucial for understanding and optimizing the performance of fusion reactors. In this work, the use of low-rank linear algebra techniques is shown to enhance the efficiency…

Plasma Physics · Physics 2025-08-18 Margherita Guido , Daniel Kressner , Davide Mancini , Paolo Ricci

In this paper, we present a GPU-accelerated direct-sum boundary integral method to solve the linear Poisson-Boltzmann (PB) equation. In our method, a well-posed boundary integral formulation is used to ensure the fast convergence of Krylov…

Numerical Analysis · Mathematics 2015-06-12 Weihua Geng , Ferosh Jacob

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

The objective of this study is to present a novel, efficient, and fast direct method for solving linear systems of equations whose coefficient matrix is a tridiagonal Quasi-Toeplitz matrix. Such matrices are frequently encountered in the…

Numerical Analysis · Mathematics 2024-12-24 Shahin Hasanbeigi

We present a simple formula to update the pseudoinverse of a full-rank rectangular matrix that undergoes a low-rank modification, and demonstrate its utility for solving least squares problems. The resulting algorithm can be dramatically…

Numerical Analysis · Mathematics 2024-07-02 Stefan Güttel , Yuji Nakatsukasa , Marcus Webb , Alban Bloor Riley

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist

We present an efficient algorithm for solving local linear systems with a boundary condition using the Green's function of a connected induced subgraph related to the system. We introduce the method of using the Dirichlet heat kernel…

Data Structures and Algorithms · Computer Science 2015-08-03 Fan Chung , Olivia Simpson

A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza

In this paper we propose a Local Orthogonal Decomposition method (LOD) for elliptic partial differential equations with inhomogeneous Dirichlet- and Neumann boundary conditions. For this purpose, we present new boundary correctors which…

Numerical Analysis · Mathematics 2014-07-18 Patrick Henning , Axel Målqvist

We consider the numerical solution of the scattering of time-harmonic plane waves from an infinite periodic array of reflection or transmission obstacles in a homogeneous background medium, in two dimensions. Boundary integral formulations…

Mathematical Physics · Physics 2015-06-12 Adrianna Gillman , Alex Barnett

This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…

Numerical Analysis · Mathematics 2018-07-03 Peter Geldermans , Adrianna Gillman

In this paper, we are concerned with the recovery of the geometric shapes of inhomogeneous inclusions from the associated far field data in electrostatics and acoustic scattering. We present a local resolution analysis and show that the…

Analysis of PDEs · Mathematics 2021-08-17 Habib Ammari , Yat Tin Chow , Hongyu Liu