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This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

A Dyson map explicitly determines the appropriate basis of electromagnetic fields which yields a unitary representation of the Maxwell equations in an inhomogeneous medium. A qubit lattice algorithm (QLA) is then developed perturbatively to…

We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block…

Numerical Analysis · Mathematics 2022-08-12 Eugenio Aulisa , Giacomo Capodaglio , Guoyi Ke

Eigenvalue problems and linear systems of equations involving large symmetric matrices are commonly solved in quantum chemistry using Krylov space methods, such as the Davidson algorithm. The preconditioner is a key component of Krylov…

Chemical Physics · Physics 2024-04-29 Zehao Zhou , Shane M. Parker

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

The phenomena that emerge from the interaction of the stochastic opening and closing of ion channels (channel noise) with the non-linear neural dynamics are essential to our understanding of the operation of the nervous system. The effects…

Neurons and Cognition · Quantitative Biology 2012-05-29 Patricio Orio , Daniel Soudry

Ensembles of variational data assimilations (EDA) require solving systems of linear equations with iterative methods. The solution process can be accelerated using a limited memory preconditioner constructed with approximations of the…

Numerical Analysis · Mathematics 2026-05-25 I. Daužickaitė , S. Gürol , M. Destouches , L. Berre , A. T. Weaver

The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…

Numerical Analysis · Computer Science 2015-03-17 Hisham bin Zubair , Bram Reps , Wim Vanroose

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…

Numerical Analysis · Mathematics 2016-08-16 Robert Eymard , Thierry Gallouët , Raphaèle Herbin

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

Numerical Analysis · Mathematics 2008-07-23 Alessandro Russo , Cristina Tablino Possio

In this paper, we study the large--time behavior of a numerical scheme discretizing drift-- diffusion systems for semiconductors. The numerical method is finite volume in space, implicit in time, and the numerical fluxes are a…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet

Obtaining accurate high-resolution representations of model outputs is essential to describe the system dynamics. In general, however, only spatially- and temporally-coarse observations of the system states are available. These observations…

Dynamical Systems · Mathematics 2022-11-08 Mohamad Abed El Rahman Hammoud , Olivier LeMaitre , Edriss S. Titi , Ibrahim Hoteit , Omar Knio

We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated…

Probability · Mathematics 2014-04-11 Martin Hairer , Jonathan Weare

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

In this work the Lippmann-Schwinger equation is used to model seismic waves in strongly scattering acoustic media. We consider the Helmholtz equation, which is the scalar wave equation in the frequency domain with constant density and…

Computational Physics · Physics 2021-02-24 Kjersti Solberg Eikrem , Geir Nævdal , Morten Jakobsen

The phase separation processes are typically modeled by Cahn-Hilliard equations. This equation was originally introduced to model phase separation in binary alloys, where phase stands for concentration of different components in alloy. When…

Numerical Analysis · Computer Science 2016-01-14 Pawan Kumar

We propose a preconditioner that can accelerate the rate of convergence of the Multiple Shooting Shadowing (MSS) method. This recently proposed method can be used to compute derivatives of time-averaged objectives (also known as…

Numerical Analysis · Mathematics 2019-10-02 Karim Shawki , George Papadakis