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This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

Numerical Analysis · Mathematics 2017-01-31 Minghua Chen , Weihua Deng

This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

This paper presents a novel {\em Interpolated Factored Green Function} method (IFGF) for the accelerated evaluation of the integral operators in scattering theory and other areas. Like existing acceleration methods in these fields, the IFGF…

Numerical Analysis · Mathematics 2021-02-24 Christoph Bauinger , Oscar P. Bruno

We prove sharp wavenumber-explicit error bounds for first- or second-family-N\'ed\'elec-element (a.k.a. edge-element) conforming discretisations, of arbitrary (fixed) order, of the variable-coefficient time-harmonic Maxwell equations posed…

Numerical Analysis · Mathematics 2026-01-09 Théophile Chaumont-Frelet , Jeffrey Galkowski , Euan A. Spence

The error exponent in lossy source coding characterizes the asymptotic decay rate of error probability with respect to blocklength. The Marton's error exponent provides the theoretically optimal bound on this rate. However, computation…

Information Theory · Computer Science 2025-07-29 Jiachuan Ye , Shitong Wu , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

We propose a multi-step Richardson-Romberg extrapolation method for the computation of expectations $E f(X_{_T})$ of a diffusion $(X_t)_{t\in [0,T]}$ when the weak time discretization error induced by the Euler scheme admits an expansion at…

Probability · Mathematics 2013-04-03 Gilles Pagès

Multigrid is one of the most efficient methods for solving large-scale linear systems that arise from discretized partial differential equations. As a foundation for multigrid analysis, two-grid theory plays an important role in motivating…

Numerical Analysis · Mathematics 2021-08-17 Xuefeng Xu , Chen-Song Zhang

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

A numerical algorithm is presented for solving the direct scattering problems by the Modified Rayleigh Conjecture Method (MRC) introduced by A.G.Ramm. Some numerical examples are given. They show that the method is numerically efficient.

Numerical Analysis · Mathematics 2016-09-07 W. Chen , A. G. Ramm

We present a fast multipole method (FMM) for solving Maxwell's equations in three-dimensional (3-D) layered media, based on the magnetic vector potential $\boldsymbol A$ under the Lorenz gauge, to derive the layered dyadic Green's function.…

Numerical Analysis · Mathematics 2025-07-25 Heng Yuan , Bo Wang , Wenzhong Zhang , Wei Cai

In this paper, we study the error behavior of the nonequispaced fast Fourier transform (NFFT). This approximate algorithm is mainly based on the convenient choice of a compactly supported window function. So far, various window functions…

Numerical Analysis · Mathematics 2021-08-25 Daniel Potts , Manfred Tasche

In this paper, we examine the effectiveness of classic multiscale finite element method (MsFEM) (Hou and Wu, 1997; Hou et al., 1999) for mixed Dirichlet-Neumann, Robin and hemivariational inequality boundary problems. Constructing so-called…

Numerical Analysis · Mathematics 2020-02-06 Changqing Ye , Hao Dong , Junzhi Cui

We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…

Numerical Analysis · Mathematics 2021-07-28 Dong T. P. Nguyen , Dirk Nuyens

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…

Numerical Analysis · Mathematics 2025-11-04 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan , Euan A. Spence

The proposed numerical method, "FLAME-slab," solves electromagnetic wave scattering problems for aperiodic slab structures by exploiting short-range regularities in these structures. The computational procedure involves special difference…

Optics · Physics 2017-12-19 Shampy Mansha , Igor Tsukerman , Y. D. Chong

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

Statistics Theory · Mathematics 2026-05-18 Guillaume Lecué , Zhifan Li , Zong Shang

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

Classical Analysis and ODEs · Mathematics 2015-11-25 Karen Ogilvie , Adri B. Olde Daalhuis

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

Numerical solutions for flows in partially saturated porous media pose challenges related to the non-linearity and elliptic-parabolic degeneracy of the governing Richards' equation. Iterative methods are therefore required to manage the…

Numerical Analysis · Mathematics 2024-02-02 Nicolae Suciu , Florin A. Radu , Jakob S. Stokke , Emil Cătinaş , Andra Malina