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In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

Numerical Analysis · Mathematics 2015-08-17 Paul Houston , Thomas P. Wihler

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

Methodology · Statistics 2022-10-31 J. Smith , M. Arashi , A. Bekker

Algebraic multigrid (AMG) coarse spaces are commonly constructed so that they exhibit the so-called weak approximation (WAP) property which is necessary and sufficient condition for uniform two-grid convergence. This paper studies a…

Numerical Analysis · Mathematics 2019-06-20 Xiaozhe Hu , Panayot S. Vassilevski

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…

Statistics Theory · Mathematics 2012-12-13 T. Tony Cai , Weidong Liu , Harrison H. Zhou

We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…

Numerical Analysis · Mathematics 2021-07-14 Gregor Gantner , Alexander Haberl , Dirk Praetorius , Stefan Schimanko

We present a new algorithm for numerical magnetohydrodynamics on staggered meshes preserving $\nabla \cdot B = 0$. Our algorithm is based on the constrained transport method and supports both cell-based adaptive mesh refinement and temporal…

Space Physics · Physics 2025-12-15 Ilja Honkonen , Riku Jarvinen , David Phillips

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

Methodology · Statistics 2025-03-31 Michele Peruzzi , Sudipto Banerjee , David B. Dunson , Andrew O. Finley

We present a matrix-free GPU multigrid preconditioner with algebraically consistent coarsening for solving Poisson equations on adaptive octree grids with irregular domains. Within uniform-resolution regions, the coarsening satisfies the…

Numerical Analysis · Mathematics 2026-04-22 Mengdi Wang , Yuchen Sun , Bo Zhu

The calibration of sensors comprising inertial measurement units is crucial for reliable and accurate navigation. Such calibration is usually performed with specialized expensive rotary tables or requires sophisticated signal processing…

Signal Processing · Electrical Eng. & Systems 2024-06-04 Marek W. Rupniewski

We perform Markov chain Monte Carlo simulations for a Bayesian inference of the GJR-GARCH model which is one of asymmetric GARCH models. The adaptive construction scheme is used for the construction of the proposal density in the…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi

Gyrokinetic simulation codes are used to understand the microturbulence in the linear and nonlinear regimes of the tokamak and stellarator core. The codes that use flux coordinates to reduce computational complexities introduced by the…

Plasma Physics · Physics 2024-08-26 Jaya Kumar Alageshan , Joydeep Das , Tajinder Singh , Sarveshwar Sharma , Animesh Kuley

The Dynamical Graph Grammar (DGG) formalism can describe complex system dynamics with graphs that are mapped into a master equation. An exact stochastic simulation algorithm may be used, but it is slow for large systems. To overcome this…

Quantitative Methods · Quantitative Biology 2024-07-16 Eric Medwedeff , Eric Mjolsness

Neural processor development is reducing our reliance on remote server access to process deep learning operations in an increasingly edge-driven world. By employing in-memory processing, parallelization techniques, and algorithm-hardware…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Jaeheum Lee , Jason K. Eshraghian , Kyoungrok Cho , Kamran Eshraghian

Numerical heating in particle-in-cell (PIC) codes currently precludes the accurate simulation of cold, relativistic plasma over long periods, severely limiting their applications in astrophysical environments. We present a spatially…

Gyrokinetic codes in plasma physics need outstanding computational resources to solve increasingly complex problems, requiring the effective exploitation of cutting-edge HPC architectures. This paper focuses on the enabling of ORB5, a…

Computational Physics · Physics 2020-02-17 Noé Ohana , Claudio Gheller , Emmanuel Lanti , Andreas Jocksch , Stephan Brunner , Laurent Villard

We develop all of the components needed to construct an adaptive finite element code that can be used to approximate fractional partial differential equations, on non-trivial domains in $d\geq 1$ dimensions. Our main approach consists of…

Numerical Analysis · Mathematics 2018-02-14 Mark Ainsworth , Christian Glusa

We present a GPU-native mesh adaptation procedure that incorporates a complex geometry represented with a triangle mesh within a primary Cartesian computational grid organized as a forest of octrees. A C++/CUDA program implements the…

Computational Geometry · Computer Science 2025-02-25 Khodr Jaber , Ebenezer E. Essel , Pierre E. Sullivan

High order algorithms have emerged in numerical astrophysics as a promising avenue to reduce truncation error (proportional to a power of the linear resolution $\Delta x$) with only a moderate increase to computational expense. Significant…

Instrumentation and Methods for Astrophysics · Physics 2025-02-27 Tomoyuki Hanawa , Patrick D. Mullen

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

This work introduces a novel adaptive mesh refinement (AMR) method that utilizes dominant balance analysis (DBA) for efficient and accurate grid adaptation in computational fluid dynamics (CFD) simulations. The proposed method leverages a…

Fluid Dynamics · Physics 2024-11-06 Gaurav Kumar , Aditya G. Nair