Related papers: Pseudospectral computational methods for the time-…
Recent developments in machine learning and signal processing have resulted in many new techniques that are able to effectively capture the intrinsic yet complex properties of hyperspectral imagery. Tasks ranging from anomaly detection to…
We develop a fast method for computing the electrostatic energy and forces for a collection of charges in doubly-periodic slabs with jumps in the dielectric permittivity at the slab boundaries. Our method achieves spectral accuracy by using…
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods and the simplicity of a wavelet-based…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…
It is known that the unified transform method may be used to solve any well-posed initial-boundary value problem for a linear constant-coefficient evolution equation on the finite interval or the half-line. In contrast, classical methods…
It is shown that, for spherically symmetric static backgrounds, a simple reduced Dirac equation can be obtained by using the Cartesian tetrad gauge in Cartesian holonomic coordinates. This equation is manifestly covariant under rotations so…
We develop a sparse spectral method for a class of fractional differential equations, posed on $\mathbb{R}$, in one dimension. These equations can include sqrt-Laplacian, Hilbert, derivative and identity terms. The numerical method utilizes…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
This paper is concerned with a direct sampling method for imaging the support of a frequency-dependent source term embedded in a homogeneous and isotropic medium. The source term is given by the Fourier transform of a time-dependent source…
A numerical study of the Einstein field equations, based on the 3+1 foliation of the spacetime, is presented. A pseudo-spectral technique has been employed for simulations in vacuum, within two different formalisms, namely the…
This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulated random fields satisfy a prescribed Power Spectrum and…
Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…
A new approach to the study of spectral asymmetry for systems of partial differential equations (PDEs) on closed manifolds was proposed in a recent series of papers by the first author and collaborator. They showed that information on…
The radiative transport equation accurately describes light transport in participating media such as biological tissues, though analytic solutions are known only for simple geometries. We present a pseudospectral technique to efficiently…
We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…
A novel parallel technique for Fourier-Galerkin pseudo-spectral methods with applications to two-dimensional Navier-Stokes equations and inviscid Boussinesq approximation equations is presented. It takes the advantage of the programming…
Crystalline defects critically influence material properties, necessitating accurate simulation methods. Existing approaches, from atomic-scale configurations to continuum elasticity, face inherent limitations in modeling…
A set of semi-analytical techniques based on Fourier analysis is used to solve wave scattering problems in variously shaped waveguides with varying normal admittance boundary conditions. Key components are newly developed conformal mapping…
In this paper, we present a novel pseudospectral (PS) method for solving a new class of initial-value problems (IVPs) of time-dependent one-dimensional fractional partial differential equations (FPDEs) with variable coefficients and…