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In this paper, we propose a fast and accurate numerical method based on Fourier transform to solve Kolmogorov forward equations of symmetric scalar L\'evy processes. The method is based on the accurate numerical formulas for Fourier…

Numerical Analysis · Mathematics 2015-07-28 Ken'ichiro Tanaka

In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…

Numerical Analysis · Mathematics 2021-07-09 Awanish Kumar Tiwari , Ambuj Pandey , Jagabandhu Paul , Akash Anand

We leverage the proximal Galerkin algorithm (Keith and Surowiec, Foundations of Computational Mathematics, 2024, DOI: 10.1007/s10208-024-09681-8), a recently introduced mesh-independent algorithm, to obtain a high-order finite element…

Numerical Analysis · Mathematics 2025-03-11 Ioannis P. A. Papadopoulos

Although FFT-based methods are renowned for their numerical efficiency and stability, traditional discretizations fail to capture material interfaces that are not aligned with the grid, resulting in suboptimal accuracy. To address this…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Flavia Gehrig , Matti Schneider

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi

We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…

Numerical Analysis · Mathematics 2015-05-01 Harendra Singh , Manas Ranjan Sahoo , Om Prakash Singh

Combination of low-tensor rank techniques and the Fast Fourier transform (FFT) based methods had turned out to be prominent in accelerating various statistical operations such as Kriging, computing conditional covariance, geostatistical…

Computation · Statistics 2019-04-23 Sergey Dolgov , Alexander Litvinenko , Dishi Liu

This paper presents a hybridized formulation for the weak Galerkin mixed finite element method (WG-MFEM) which was introduced and analyzed for second order elliptic equations. The WG-MFEM method was designed by using discontinuous piecewise…

Numerical Analysis · Mathematics 2015-08-25 Lin Mu , Junping Wang , Xiu Ye

The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…

Numerical Analysis · Computer Science 2017-06-19 Luc Le Magoarou , Rémi Gribonval , Nicolas Tremblay

The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE…

Computational Physics · Physics 2020-06-24 Niklas Fehn , Peter Munch , Wolfgang A. Wall , Martin Kronbichler

We consider the computation of averaged coefficients for the homogenization of elliptic partial differential equations. In this problem, like in many multiscale problems, a large number of similar computations parametrized by the…

Numerical Analysis · Mathematics 2016-08-14 Sébastien Boyaval

This article presents a simplified formulation for the weak Galerkin finite element method for the Stokes equation without using the degrees of freedom associated with the unknowns in the interior of each element as formulated in the…

Numerical Analysis · Mathematics 2018-08-02 Yujie Liu , Junping Wang

A new weak Galerkin (WG) method is introduced and analyzed for the second order elliptic equation formulated as a system of two first order linear equations. This method, called WG-MFEM, is designed by using discontinuous piecewise…

Numerical Analysis · Mathematics 2013-06-27 Junping Wang , Xiu Ye

Numerical approximation of the Boltzmann equation presents a challenging problem due to its high-dimensional, nonlinear, and nonlocal collision operator. Among the deterministic methods, the Fourier-Galerkin spectral method stands out for…

Numerical Analysis · Mathematics 2021-05-20 Jingwei Hu , Xiaodong Huang , Jie Shen , Haizhao Yang

The $k$-method is the isogeometric method based on splines (or NURBS, etc.) with maximum regularity. When implemented following the paradigms of classical finite element methods, the computational resources required by the $k-$method are…

Numerical Analysis · Mathematics 2018-05-23 Giancarlo Sangalli , Mattia Tani

Three kinds of Fragile Points Methods based on Petrov-Galerkin weak-forms (PG-FPMs) are proposed for analyzing heat conduction problems in nonhomogeneous anisotropic media. This is a follow-up of the previous study on the original FPM based…

Numerical Analysis · Mathematics 2021-01-27 Yue Guan , Satya N. Atluri

We present a unified algorithmic framework for the numerical solution, constrained optimization, and physics-informed learning of PDEs with a variational structure. Our framework is based on a Galerkin discretization of the underlying…

Machine Learning · Computer Science 2026-05-26 Shizheng Wen , Mingyuan Chi , Tianwei Yu , Ben Moseley , Mike Yan Michelis , Pu Ren , Hao Sun , Siddhartha Mishra

The finite element method, finite difference method, finite volume method and spectral method have achieved great success in solving partial differential equations. However, the high accuracy of traditional numerical methods is at the cost…

Numerical Analysis · Mathematics 2020-09-25 Jian Li , Jing Yue , Wen Zhang , Wansuo Duan

The \emph{Fast Gaussian Transform} (FGT) enables subquadratic-time multiplication of an $n\times n$ Gaussian kernel matrix $\mathsf{K}_{i,j}= \exp ( - \| x_i - x_j \|_2^2 ) $ with an arbitrary vector $h \in \mathbb{R}^n$, where $x_1,\dots,…

Data Structures and Algorithms · Computer Science 2024-02-07 Baihe Huang , Zhao Song , Omri Weinstein , Junze Yin , Hengjie Zhang , Ruizhe Zhang

Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the…

Numerical Analysis · Mathematics 2026-05-21 Moataz Dawor , Nils Margenberg , Markus Bause
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