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A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren

We introduce a framework for the recovery of points on a smooth surface in high-dimensional space, with application to dynamic imaging. We assume the surface to be the zero-level set of a bandlimited function. We show that the exponential…

Computer Vision and Pattern Recognition · Computer Science 2018-01-04 Sunrita Poddar , Mathews Jacob

We apply convex regularization techniques to the problem of calibrating the local volatility surface model of Dupire taking into account the practical requirement of discrete grids and noisy data. Such requirements are the consequence of…

Numerical Analysis · Mathematics 2013-08-13 Vinicius V. L. Albani , Adriano De Cezaro , Jorge Passamani Zubelli

This paper is concerned with the nonconforming finite element discretization of geometric partial differential equations. In specific, we construct a surface Crouzeix-Raviart element on the linear approximated surface, analogous to a flat…

Numerical Analysis · Mathematics 2022-08-12 Hailong Guo

We present a new phase-field formulation for the non-equilibrium interface kinetics. The diffuse interface is considered an integral of numerous representative volume elements (RVEs), in which there is a two-phase mixture with two conserved…

Materials Science · Physics 2023-03-20 Yue Li , Lei Wang , Junjie Li , Jincheng Wang , Zhijun Wang

We present a scheme implementing an a posteriori refinement strategy in the context of a high-order meshless method for problems involving point singularities and fluid-solid interfaces. The generalized moving least squares (GMLS)…

Computational Physics · Physics 2019-07-24 Wei Hu , Nathaniel Trask , Xiaozhe Hu , Wenxiao Pan

We develop a unified continuum modeling framework for viscous fluids and hyperelastic solids using the Gibbs free energy as the thermodynamic potential. This framework naturally leads to a pressure primitive variable formulation for the…

Computational Physics · Physics 2020-03-03 Ju Liu , Alison L. Marsden

We present an adaptive reduced-order model for the efficient time-resolved simulation of fluid-structure interaction problems with complex and non-linear deformations. The model is based on repeated linearizations of the structural balance…

Fluid Dynamics · Physics 2020-04-13 Ali Thari , Vito Pasquariello , Niels Aage , Stefan Hickel

Navigation of wheeled vehicles on uneven terrain necessitates going beyond the 2D approaches for trajectory planning. Specifically, it is essential to incorporate the full 6dof variation of vehicle pose and its associated stability cost in…

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

Subsurface datasets inherently possess big data characteristics such as vast volume, diverse features, and high sampling speeds, further compounded by the curse of dimensionality from various physical, engineering, and geological inputs.…

Machine Learning · Computer Science 2024-03-13 Ademide O. Mabadeje , Michael J. Pyrcz

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

In this work, we introduce a novel computational framework for solving the two-dimensional Hele-Shaw free boundary problem with surface tension. The moving boundary is represented by point clouds, eliminating the need for a global…

Numerical Analysis · Mathematics 2026-05-21 Zengyan Zhang , Wenrui Hao , John Harlim

We propose a Semi-Lagrangian scheme coupled with Radial Basis Function interpolation for approximating a curvature-related level set model, which has been proposed by Zhao et al. in \cite{ZOMK} to reconstruct unknown surfaces from sparse,…

Numerical Analysis · Mathematics 2016-11-08 Elisabetta Carlini , Roberto Ferretti

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Numerical Analysis · Mathematics 2026-05-26 Yun Zeng , Jian-Feng Cai , Deren Han , Jiaxin Xie

Level set-based immersed boundary techniques operate on nonconforming meshes while providing a crisp definition of interface and external boundaries. In such techniques, an isocontour of a level set field interpolated from nodal level set…

Computational Engineering, Finance, and Science · Computer Science 2020-07-15 Jorge L. Barrera , Kurt Maute

We present an algorithm for computing the nonlinear interface dynamics of the Mullins-Sekerka model for interfaces that are defined implicitly (e.g. by a level set function) using integral equations . The computation of the dynamics…

Numerical Analysis · Mathematics 2016-04-04 Chieh Chen , Catherine Kublik , Richard Tsai

Estimation of the level set of a function (i.e., regions where the function exceeds some value) is an important problem with applications in digital elevation mapping, medical imaging, astronomy, etc. In many applications, the function of…

Applications · Statistics 2018-03-06 Kalyani Krishnamurthy , Waheed U. Bajwa , Rebecca Willett

A passively advected sharp interface can be represented as the zero level set of a level set function $f$. The linear transport equation $\partial_tf+v\cdot \nabla f =0$ is the simplest governing equation for such a level set function.…

Analysis of PDEs · Mathematics 2024-12-19 Dieter Bothe , Kohei Soga

Being able to effectively locate saddle (and other fixed) points in dynamical systems holds tremendous implications in a number of applications in engineering and science, among which the study of rare events in molecular simulations stands…

Other Condensed Matter · Physics 2025-02-06 Eliodoro Chiavazzo