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For many applications, we need to use techniques to represent convex shapes and objects. In this work, we use level set method to represent shapes and find a necessary and sufficient condition on the level set function to guarantee the…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…
The object of the present work is to present the new classes of third-order and fourth-order iterative methods for solving nonlinear equations. Our third-order method includes methods of Weerakoon \cite{Weerakoon}, Homeier \cite{Homeier2},…
To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…
The generalized-$\alpha$ method encompasses a wide range of time integrators. The method possesses high-frequency dissipation while minimizing unwanted low-frequency dissipation and the numerical dissipation can be controlled by the user.…
Inverse problems are characterized by their inherent non-uniqueness and sensitivity with respect to data perturbations. Their stable solution requires the application of regularization methods including variational and iterative…
We present two algorithms for computing hypergeometric solutions of second order linear differential operators with rational function coefficients. Our first algorithm searches for solutions of the form \[ \exp(\int r \,…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
The atmospheres of planets (including Earth) and the outer layers of stars have often been treated in radiative transfer as plane-parallel media, instead of spherical shells, which can lead to inaccuracy, e.g. limb darkening. We give an…
Numerical transfer matrices have been widely used in the study of wave propagation and scattering. These may be viewed as descretizations of a recently introduced fundamental notion of transfer matrix which admits a representation in terms…
Second-order methods, which utilize gradients as well as Hessians to optimize a given function, are of major importance in mathematical optimization. In this work, we prove tight bounds on the oracle complexity of such methods for smooth…
This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…
A full-wave numerical scheme of polarisability tensors evaluation is presented. The method accepts highly conducting bodies of arbitrary shape and explicitly accounts for the radiation as well as ohmic losses. The method is verified on…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…
In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…
In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…