Related papers: Inexact Methods for Symmetric Stochastic Eigenvalu…
In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…
In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…
We propose and analyze an efficient spectral-Galerkin approximation for the Maxwell transmission eigenvalue problem in spherical geometry. Using a vector spherical harmonic expansion, we reduce the problem to a sequence of equivalent…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
We develop a stochastic Galerkin method for a coupled Navier-Stokes-cloud system that models dynamics of warm clouds. Our goal is to explicitly describe the evolution of uncertainties that arise due to unknown input data, such as model…
We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…
We discuss two approaches to solving the parametric (or stochastic) eigenvalue problem. One of them uses a Taylor expansion and the other a Chebyshev expansion. The parametric eigenvalue problem assumes that the matrix $A$ depends on a…
We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…
An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…
A Petrov-Galerkin finite element method is constructed for a singularly perturbed elliptic problem in two space dimensions. The solution contains a regular boundary layer and two characteristic boundary layers. Exponential splines are used…
We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…
We study two nonlinear methods for statistical linear inverse problems when the operator is not known. The two constructions combine Galerkin regularization and wavelet thresholding. Their performances depend on the underlying structure of…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
We consider Galerkin approximations of holomorphic Fredholm operator eigenvalue problems for which the operator values don't have the structure "coercive+compact". In this case the regularity (in sense of [O. Karma, Numer. Funct. Anal.…
In this paper, we rewrite the Stokes eigenvalue problem as an Elliptic eigenvalue problem restricted to subspace, and introduce an abstract framework of solving abstract elliptic eigenvalue problem to give the WG scheme, error estimates and…
We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…
In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…
Lin, Chan (High order entropy stable discontinuous Galerkin spectral element methods through subcell limiting, 2024) enforces a cell entropy inequality for nodal discontinuous Galerkin methods by combining flux corrected transport…