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This paper presents a new approach, so-called boundary variation diminishing (BVD), for reconstructions that minimize the discontinuities (jumps) at cell interfaces in Godunov type schemes. It is motivated by the observation that…

Computational Physics · Physics 2016-08-03 Ziyao Sun , Satoshi Inaba , Feng Xiao

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…

Machine Learning · Computer Science 2021-08-04 Minh-Ngoc Tran , Dang H. Nguyen , Duy Nguyen

A scheme to reduce translational noninvariant quasi-one-dimensional wave guides into singly or multiply connected one-dimensional (1D) lines is proposed. It is meant to simplify the analysis of wave guides, with the low-energy properties of…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Khee-Kyun Voo

A novel approach for selecting appropriate reconstructions is implemented to the hyperbolic conservation laws in the high-order local polynomial-based framework, e.g., the discontinuous Galerkin (DG) and flux reconstruction (FR) schemes.…

Numerical Analysis · Mathematics 2016-05-27 Yoshiaki Abe , Ziyao Sun , Feng Xiao

We present in this work a new reconstruction scheme, so-called MUSCL-THINC-BVD scheme, to solve the five-equation model for interfacial two phase flows. This scheme employs the traditional shock capturing MUSCL (Monotone Upstream-centered…

Computational Physics · Physics 2017-05-02 Xi Deng , Satoshi Inaba , Bin Xie , Keh-Ming Shyue , Feng Xiao

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

The boundary discontinuity (BD) design is a non-experimental method for identifying causal effects that exploits a thresholding rule based on a bivariate score and a boundary curve. This widely used method generalizes the univariate…

Econometrics · Economics 2026-02-16 Matias D. Cattaneo , Rocio Titiunik , Ruiqi Rae Yu

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Even though the statistical theory of linear inverse problems is a well-studied topic, certain relevant cases remain open. Among these is the estimation of functions of bounded variation ($BV$), meaning $L^1$ functions on a $d$-dimensional…

Statistics Theory · Mathematics 2019-05-22 Miguel del Álamo , Axel Munk

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

Probability · Mathematics 2009-09-23 Shige Peng , Mingyu Xu

In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…

Numerical Analysis · Mathematics 2018-06-04 Dang Quang A , Dang Quang Long

In this work, we introduce a Variational Multi-Scale (VMS) method for the numerical approximation of parabolic problems, where sub-grid scales are approximated from the eigenpairs of associated elliptic operator. The abstract method is…

We propose numerical schemes that enable the application of particle methods for advection problems in general bounded domains. These schemes combine particle fields with Cartesian tensor product splines and a fictitious domain approach.…

Numerical Analysis · Mathematics 2024-12-20 Matthias Kirchhart

Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…

Numerical Analysis · Mathematics 2021-05-14 Olivier Bokanowski , Kristian Debrabant

Nonlinear boundary value problems (BVPs) by means of the classical Lie symmetry method are studied. A new definition of Lie invariance for BVPs is proposed by the generalization of existing those on much wider class of BVPs. A class of…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

In this paper, a generic extension of variational mode decomposition (VMD) algorithm for multivariate or multichannel data sets is presented. We first define a model for multivariate modulated oscillations that is based on the presence of a…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Naveed ur Rehman , Hania Aftab

A class of high-order shock-capturing schemes, P$_n$T$_m$-BVD (Deng et al., J. Comp. Phys., 386:323-349, 2019; Comput. & Fluids, 200:104433, 2020.) schemes, have been devised to solve the Euler equations with substantially reduced numerical…

Numerical Analysis · Mathematics 2021-06-04 Hiro Wakimura , Shinichi Takagi , Feng Xiao
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