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This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

Numerical Analysis · Mathematics 2016-02-02 William McLean , Vidar Thomée

The numerical solution of the algebraic Riccati equation is a challenging task especially for very large problem dimensions. In this paper we present a new algorithm that combines the very appealing computational features of projection…

Numerical Analysis · Mathematics 2019-11-27 Davide Palitta

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

Numerical Analysis · Mathematics 2019-03-01 Jeffrey M. Hokanson , Paul G. Constantine

This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

Numerical Analysis · Mathematics 2025-10-22 James G. Nagy , Lucas Onisk

We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…

Numerical Analysis · Mathematics 2026-05-14 Francesco Dell'Accio , Federico Nudo , Teresa E. Pérez , Miguel A. Piñar

We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…

Numerical Analysis · Mathematics 2023-09-26 Daniil Bochkov , Frederic Gibou

Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex…

Optimization and Control · Mathematics 2018-11-06 Dmitriy Drusvyatskiy , Adrian S. Lewis

We study a nonlinear fourth-order extension of Richards' equation that describes infiltration processes in unsaturated soils. We prove the well-posedness of the fourth-order equation by first applying Kirchhoff's transformation to linearize…

Analysis of PDEs · Mathematics 2019-05-20 Alaa Armiti-Juber , Christian Rohde

In this work, we fully explore three refined convergence structures of the lowest-order rectangular Raviart-Thomas element in solving the Laplace eigenvalue problem. Firstly, the scheme possesses a property of supercloseness between the…

Numerical Analysis · Mathematics 2026-05-22 Yifan Yue , Hongtao Chen , Shuo Zhang

This work investigates the use of sparse polynomial interpolation as a model order reduction method for the incompressible Navier-Stokes equations. Numerical results are presented underscoring the validity of sparse polynomial…

Numerical Analysis · Mathematics 2022-01-11 Martin W. Hess , Gianluigi Rozza

Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…

Numerical Analysis · Mathematics 2026-02-03 Abdellatif Mouhssine

We describe how to approximate the Riemann curvature tensor as well as sectional curvatures on possibly infinite-dimensional shape spaces that can be thought of as Riemannian manifolds. To this end, we extend the variational time…

Numerical Analysis · Mathematics 2019-12-17 Alexander Effland , Behrend Heeren , Martin Rumpf , Benedikt Wirth

We consider the numerical approximation of variational problems with orthotropic growth, that is those where the integrand depends strongly on the coordinate directions with possibly different growth in each direction. Under realistic…

Numerical Analysis · Mathematics 2023-12-27 Anna Kh. Balci , Lars Diening , Abner J. Salgado

We obtain a full asymptotic expansion for orthogonal polynomials with respect to weighted area measure on a Jordan domain $\mathscr{D}$ with real-analytic boundary. The weight is fixed and assumed to be real-analytically smooth and strictly…

Complex Variables · Mathematics 2020-08-28 Haakan Hedenmalm , Aron Wennman

Conic optimization is the minimization of a convex quadratic function subject to conic constraints. We introduce a novel first-order method for conic optimization, named \emph{extrapolated proportional-integral projected gradient method…

Optimization and Control · Mathematics 2022-06-27 Yue Yu , Purnanand Elango , Behçet Açıkmeşe , Ufuk Topcu

This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

Optimization and Control · Mathematics 2018-03-26 Yu. Malitsky

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

We study equivalence, in the context of a variable diffusion problem, between (conforming) mixed methods and (primal) nonconforming methods defined on potentially general polytopal partitions. In this first paper of a series of two, we…

Numerical Analysis · Mathematics 2026-02-18 Simon Lemaire