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We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effective dynamic via conditional expectations. The projection…

Probability · Mathematics 2025-06-19 Manh Hong Duong , Carsten Hartmann , Michela Ottobre

A mesh-free numerical method for solving linear elliptic PDE's using the local kernel theory that was developed for manifold learning is proposed. In particular, this novel approach exploits the local kernel theory which allows one to…

Numerical Analysis · Mathematics 2019-07-02 Faheem Gilani , John Harlim

We analyze the wave equation in mixed form, with periodic and/or Dirichlet homogeneous boundary conditions, and nonconstant coefficients that depend on the spatial variable. For the discretization, the weak form of the second equation is…

Numerical Analysis · Mathematics 2023-12-01 Andrea Bressan , Annalisa Buffa , Alen Kushova , Rafael Vázquez

Recent works have developed new projection-free first-order methods based on utilizing linesearches and normal vector computations to maintain feasibility. These oracles can be cheaper than orthogonal projection or linear optimization…

Optimization and Control · Mathematics 2024-05-01 Thabo Samakhoana , Benjamin Grimmer

In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system Ax = b. In particular, for a given positive integer m, m-dimensional successive projection method (mD-SPM) for…

Numerical Analysis · Mathematics 2020-03-12 Ashif Mustafa , Manideepa Saha

In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…

Optimization and Control · Mathematics 2019-11-19 Fan Zhang , Hao Wang , Jiashan Wang , Kai Yang

We propose three iterative methods for solving the Moser-Veselov equation, which arises in the discretization of the Euler-Arnold differential equations governing the motion of a generalized rigid body. We start by formulating the problem…

Numerical Analysis · Mathematics 2021-09-02 Joao R. Cardoso , Pedro Miraldo

This paper presents a novel multilevel projection-based stabilization method for advection-dominated convection--diffusion problems within the framework of Isogeometric Analysis. The proposed approach extracts and penalizes fine-scale…

Numerical Analysis · Mathematics 2026-05-26 Zakaria El Hasnaoui , Ahmed Ratnani

This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…

Numerical Analysis · Mathematics 2021-03-11 Jürgen Dölz , Olena Palii , Matthias Schlottbom

This paper presents a novel method for solving partial differential equations on three-dimensional CAD geometries by means of immersed isogeometric discretizations that do not require quadrature schemes. It relies on a new developed…

Numerical Analysis · Mathematics 2021-07-20 Pablo Antolin , Thibaut Hirschler

In this article we present a modified S-iteration process that we combine with inertial extrapolation to find a common solution to the split monotone inclusion problem and the fixed point problem in real Hilbert space.Our goal is to…

Numerical Analysis · Mathematics 2021-10-11 Shamshad Husain , Uqba Rafat

We study equivalence, in the context of a variable diffusion problem, between (conforming) mixed methods and (primal) nonconforming methods defined on potentially general polytopal partitions. In this first paper of a series of two, we…

Numerical Analysis · Mathematics 2026-02-18 Simon Lemaire

Splines and subdivision curves are flexible tools in the design and manipulation of curves in Euclidean space. In this paper we study generalizations of interpolating splines and subdivision schemes to the Riemannian manifold of shell…

Numerical Analysis · Mathematics 2017-02-23 Pascal Huber , Ricardo Perl , Martin Rumpf

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its…

Numerical Analysis · Mathematics 2013-04-30 Zhu Wang

We calculate the minimal surface bounded by four-sided figures whose projection on a plane is a rectangle, starting with the bilinear interpolation and using, for smoothness, the Chebyshev polynomial expansion in our discretized numerical…

Mathematical Physics · Physics 2007-05-23 Sadataka Furui , Bilal Masud

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

This work describes a new version of the Fast Multipole Method for summing pairwise particle interactions that arise from discretizing integral transforms and convolutions on the sphere. The kernel approximations use barycentric Lagrange…

Numerical Analysis · Mathematics 2026-04-01 Anthony Chen , Robert Krasny

We consider algebraic iterative reconstruction methods with applications in image reconstruction. In particular, we are concerned with methods based on an unmatched projector/backprojector pair; i.e., the backprojector is not the exact…

Numerical Analysis · Mathematics 2019-02-14 Yiqiu Dong , Per Christian Hansen , Michiel E. Hochstenbach , Nicolai Andre Brogaard Riis

Most numerical methods for conic problems use the homogenous primal-dual embedding, which yields a primal-dual solution or a certificate establishing primal or dual infeasibility. Following Patrinos (and others, 2018), we express the…

Optimization and Control · Mathematics 2018-11-07 E. Busseti , W. Moursi , S. Boyd