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When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze…

Numerical Analysis · Mathematics 2018-08-23 Siyang Wang , Anna Nissen , Gunilla Kreiss

The aim of the paper is twofold. Firstly, by using the constant rank level set theorem from differential geometry, we establish sharp upper bounds for the dimensions of the solution sets of polynomial variational inequalities under mild…

Optimization and Control · Mathematics 2020-01-28 Vu Trung Hieu

We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…

Numerical Analysis · Mathematics 2023-09-26 Daniil Bochkov , Frederic Gibou

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

Numerical Analysis · Mathematics 2019-04-29 Dishi Liu , Hermann G. Matthies

We introduce a unified approach for studying the polynomial Fourier decay of classical multiplicative chaos measures. As consequences, we obtain the precise Fourier dimensions for multiplicative chaos measures arising from the following key…

Probability · Mathematics 2025-06-18 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is…

Numerical Analysis · Mathematics 2021-11-08 Jeffrey S. Geronimo , Karl Liechty

POD-DL-ROMs have been recently proposed as an extremely versatile strategy to build accurate and reliable reduced order models (ROMs) for nonlinear parametrized partial differential equations, combining (i) a preliminary dimensionality…

Numerical Analysis · Mathematics 2023-05-09 Simone Brivio , Stefania Fresca , Nicola Rares Franco , Andrea Manzoni

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…

Machine Learning · Computer Science 2025-05-19 Lothar Heimbach , Sebastian Kaltenbach , Petr Karnakov , Francis J. Alexander , Petros Koumoutsakos

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

Finding the product of two polynomials is an essential and basic problem in computer algebra. While most previous results have focused on the worst-case complexity, we instead employ the technique of adaptive analysis to give an improvement…

Symbolic Computation · Computer Science 2010-07-20 Daniel S. Roche

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

Many quantum systems admit an explicit analytic Fourier space expansion, besides the usual analytic Schrodinger configuration space representation. We argue that the use of weighted orthonormal polynomial expansions for the physical states…

Mathematical Physics · Physics 2014-11-20 Carlos R. Handy , Daniel Vrinceanu , Carl Marth , Harold A. Brooks

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

Computational Physics · Physics 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

This paper is devoted to dimensional reductions via the norm resolvent convergence. We derive explicit bounds on the resolvent difference as well as spectral asymptotics. The efficiency of our abstract tool is demonstrated by its…

Mathematical Physics · Physics 2018-11-26 David Krejcirik , Nicolas Raymond , Julien Royer , Petr Siegl

Uncertainty quantification (UQ) has received much attention in the literature in the past decade. In this context, Sparse Polynomial chaos expansions (PCE) have been shown to be among the most promising methods because of their ability to…

Methodology · Statistics 2017-03-17 N. Fajraoui , S. Marelli , B. Sudret

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

Since the early 1900s, numerous research efforts have been devoted to developing quantitative solutions to stochastic mechanical systems. In general, the problem is perceived as solved when a complete or partial probabilistic description on…

Machine Learning · Statistics 2020-03-05 Ziqi Wang , Marco Broccardo , Junho Song