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We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

We develop efficient and high-order accurate solvers for the Helmholtz equation on complex geometry. The schemes are based on the WaveHoltz algorithm which computes solutions of the Helmholtz equation by time-filtering solutions of the wave…

Numerical Analysis · Mathematics 2025-04-07 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By…

Numerical Analysis · Mathematics 2024-11-04 Akshay Rane , Kunalkumar Shelar

In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a…

Numerical Analysis · Mathematics 2021-10-06 Gregory Etangsale , Marwan Fahs , Vincent Fontaine , Nalitiana Rajaonison

In this paper we investigate the superconvergence properties of the discontinuous Galerkin method based on the upwind-biased flux for linear time-dependent hyperbolic equations. We prove that for even-degree polynomials, the method is…

Numerical Analysis · Mathematics 2016-02-23 Daniel Frean , Jennifer Ryan

This article is devoted to computing the eigenvalue of the Laplace eigenvalue problem by the weak Galerkin (WG) finite element method with emphasis on obtaining lower bounds. The WG method is on the use of weak functions and their weak…

Numerical Analysis · Mathematics 2015-08-24 Hehu Xie , Qilong Zhai , Ran Zhang

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

In this paper we present the applications of methods from wavelet analysis to polynomial approximations for a number of accelerator physics problems. In the general case we have the solution as a multiresolution expansion in the base of…

Accelerator Physics · Physics 2016-09-08 Antonina N. Fedorova , Michael G. Zeitlin

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

While the exterior Helmholtz problem with Dirichlet boundary conditions is always well-posed, the associated standard boundary integral equations are not if the squared wavenumber agrees with an eigenvalue of the interior Dirichlet problem.…

Numerical Analysis · Mathematics 2025-08-19 Théophile Chaumont-Frelet , Gregor Gantner

In this paper, we develop rapidly convergent forward-backward algorithms for computing zeroes of the sum of finitely many maximally monotone operators. A modification of the classical forward-backward method for two general operators is…

Optimization and Control · Mathematics 2021-07-22 Paul-Emile Maingé

We report an efficient program for computing the eigenvalues and symmetry-adapted eigenvectors of very large quaternionic (or Hermitian skew-Hamiltonian) matrices, using which structure-preserving diagonalization of matrices of dimension N…

Chemical Physics · Physics 2017-03-20 Toru Shiozaki

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

Boundary integral equations are an efficient and accurate tool for the numerical solution of elliptic boundary value problems. The solution is expressed as a layer potential; however, the error in its evaluation grows large near the…

Numerical Analysis · Mathematics 2013-10-22 Alex H. Barnett

We propose a fast, optimization-free method for learning the transition operators of high-dimensional Markov processes. The central idea is to perform a Galerkin projection of the transition operator to a suitable set of low-order bases…

Numerical Analysis · Mathematics 2025-12-22 Yuehaw Khoo , Yuguan Wang , Siyao Yang

This paper introduces some efficient initials for a well-known algorithm (an inverse iteration) for computing the maximal eigenpair of a class of real matrices. The initials not only avoid the collapse of the algorithm but are also…

Probability · Mathematics 2016-11-23 Mu-Fa Chen

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

A method to compute guaranteed lower bounds to the eigenvalues of the Maxwell system in two or three space dimensions is proposed as a generalization of the method of Liu and Oishi [SIAM J. Numer. Anal., 51, 2013] for the Laplace operator.…

Numerical Analysis · Mathematics 2022-11-18 Dietmar Gallistl , Vladislav Olkhovskiy

Algebraic multigrid (AMG) solvers and preconditioners are some of the fastest numerical methods to solve linear systems, particularly in a parallel environment, scaling to hundreds of thousands of cores. Most AMG methods and theory assume a…

Numerical Analysis · Mathematics 2019-03-04 Ben S. Southworth , Thomas A. Manteuffel , John Ruge