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This paper studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…

Numerical Analysis · Mathematics 2026-01-01 Xiang Gao , Cody Hyndman

We present a spectrally accurate method for the rapid evaluation of free-space Stokes potentials, i.e. sums involving a large number of free space Green's functions. We consider sums involving stokeslets, stresslets and rotlets that appear…

Numerical Analysis · Mathematics 2018-01-18 Ludvig af Klinteberg , Davoud Saffar Shamshirgar , Anna-Karin Tornberg

The purpose of this work is to study a finite element method for finding solutions to the eigenvalue problem for the fractional Laplacian. We prove that the discrete eigenvalue problem converges to the continuous one and we show the order…

Numerical Analysis · Mathematics 2019-02-04 Juan Pablo Borthagaray , Leandro M. Del Pezzo , Sandra Martínez

We develop and analyze a new approach for simultaneously computing multiple solutions to the Helmholtz equation for different frequencies and different forcing functions. The new Multi-Frequency WaveHoltz (MFWH) algorithm is an extension of…

The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequency as the data. We develop an explicit reconstruction of the wavespeed using a multi-level nonlinear projected…

Numerical Analysis · Mathematics 2014-06-11 Elena Beretta , Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the…

Numerical Analysis · Mathematics 2009-11-13 Veerle Ledoux , Marnix Van Daele , Guido Vanden Berghe

In this work, we present the \emph{twiddless fast Fourier transform (TFFT)}, a novel algorithm for computing the $N$-point discrete Fourier transform (DFT). The TFFT's divide strategy builds on recent results that decimate an $N$-point…

Computational Complexity · Computer Science 2025-12-23 Saulo Queiroz

In this paper we revisit an approach pioneered by Auchmuty to approximate solutions of the Laplace- Robin boundary value problem. We demonstrate the efficacy of this approach on a large class of non-tensorial domains, in contrast with other…

Numerical Analysis · Mathematics 2022-09-20 Kthim Imeri , Nilima Nigam

The main difficulty in solving the Helmholtz equation within polygons is due to non-analytic vertices. By using a method nearly identical to that used by Fox, Henrici, and Moler in their 1967 paper; it is demonstrated that such eigenvalue…

Numerical Analysis · Mathematics 2016-03-01 Robert Jones

In this paper we consider the problem of approximating function evaluations $f(\boldsymbol x_j)$ at given nonequispaced points $\boldsymbol x_j$, $j=1,\dots N$, of a bandlimited function from given values $\hat{f}(\boldsymbol k)$,…

Numerical Analysis · Mathematics 2025-04-17 Melanie Kircheis , Daniel Potts

Fast Fourier Transform (FFT) is an efficient algorithm to compute the Discrete Fourier Transform (DFT) and its inverse. In this paper, we pay special attention to the description of complex-data FFT. We analyze two common descriptions of…

Numerical Analysis · Computer Science 2011-10-28 Zhengjun Cao , Xiao Fan

This research work focuses on the design of a high-resolution fast Fourier transform (FFT) /inverse fast Fourier transform (IFFT) processors for constraints analysis purpose. Amongst the major setbacks associated with such high resolution,…

Signal Processing · Electrical Eng. & Systems 2018-06-13 Rozita Teymourzadeh , Mometo Jim Abigo , Mok Vee Hoong

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…

Analysis of PDEs · Mathematics 2024-05-22 E. Yu. Panov

Over the last ten years, results from [Melenk-Sauter, 2010], [Melenk-Sauter, 2011], [Esterhazy-Melenk, 2012], and [Melenk-Parsania-Sauter, 2013] decomposing high-frequency Helmholtz solutions into "low"- and "high"-frequency components have…

Analysis of PDEs · Mathematics 2022-08-02 Jeffrey Galkowski , David Lafontaine , Euan A. Spence , Jared Wunsch

This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

Analysis of PDEs · Mathematics 2022-05-18 Mitia Duerinckx

In this paper, we study the computational question of whether the Steklov spectrum of smooth simply connected planar domains can be approximated accurately by a boundary-only formulation based on harmonic conjugation. For the unit disk, the…

Numerical Analysis · Mathematics 2026-04-08 Jamie Swan , Mohamed M. S. Nasser , Harri Hakula , Matti Vuorinen

We prove conditions for existence of analytical solutions for boundary value problems with the Hilfer fractional derivative, generalizing the commonly used Riemann-Liouville and Caputo operators. The boundary values, referred to in this…

Numerical Analysis · Mathematics 2026-01-21 Niels Goedegebure , Kateryna Marynets