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Discretization is a fundamental step in numerical analysis for the problems described by differential equations, and the difference between the continuous model and discrete model is one of the most important problems. In this paper, we…

Analysis of PDEs · Mathematics 2020-09-03 Fumihiko Hirosawa

High-frequency wave propagation in near-inertial wave shear has been considered fundamental in setting the spectral character of the oceanic internal wave continuum and for transporting energy to wave-breaking. We compare idealized ray…

Atmospheric and Oceanic Physics · Physics 2023-10-27 Kurt L Polzin , Yuri V Lvov

In this paper, we present a rigorous proof of the convergence of first order and second order exponential time differencing (ETD) schemes for solving the nonlocal Cahn-Hilliard (NCH) equation. The spatial discretization employs the Fourier…

Numerical Analysis · Mathematics 2024-07-02 Danni Zhang , Dongling Wang

The discovery of equations with knowledge of the process origin is a tempting prospect. However, most equation discovery tools rely on gradient methods, which offer limited control over parameters. An alternative approach is the…

Neural and Evolutionary Computing · Computer Science 2023-08-10 Elizaveta Ivanchik , Alexander Hvatov

Recently, one-stage trackers that use a joint model to predict both detections and appearance embeddings in one forward pass received much attention and achieved state-of-the-art results on the Multi-Object Tracking (MOT) benchmarks.…

Computer Vision and Pattern Recognition · Computer Science 2022-05-12 Shuzhi Yu , Guanhang Wu , Chunhui Gu , Mohammed E. Fathy

Electrical impedance tomography (EIT) has been successfully applied to several important application domains such as medicine, geophysics and industrial imaging. EIT offers a high temporal resolution, which allows to track the location of a…

Signal Processing · Electrical Eng. & Systems 2019-11-13 Timo Huuhtanen , Antti Lankinen , Alexander Jung

Given the real-time demands of UAV tracking, many methods simplify the backbone to reduce computation, but this often weakens feature representation and degrades performance in complex scenarios. To alleviate this issue, we propose EATrack,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-28 Hongtao Yang , Bineng Zhong , Qihua Liang , Yaozong Zheng , Xiantao Hu , Yuanliang Xue , Shuxiang Song

We introduce a class of explicit exponential Rosenbrock methods for the time integration of large systems of stiff differential equations. Their application with respect to simulation tasks in the field of visual computing is discussed…

Numerical Analysis · Mathematics 2018-05-23 Vu Thai Luan , Dominik L. Michels

The manuscript presents a new technique for computing the exponential of skew-Hermitian operators. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many…

Numerical Analysis · Mathematics 2014-02-24 T. S. Haut , T. Babb , P. G. Martinsson , B. A. Wingate

This paper is a further extension of the method proposed in Itkin, 2014 as applied to another set of jump-diffusion models: Inverse Normal Gaussian, Hyperbolic and Meixner. To solve the corresponding PIDEs we accomplish few steps. First, a…

Computational Finance · Quantitative Finance 2014-05-29 Andrey Itkin

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

Learning good representations is essential for latent planning with world models. While pretrained visual encoders produce strong semantic visual features, they are not tailored to planning and contain information irrelevant -- or even…

Machine Learning · Computer Science 2026-03-13 Ying Wang , Oumayma Bounou , Gaoyue Zhou , Randall Balestriero , Tim G. J. Rudner , Yann LeCun , Mengye Ren

Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…

Fluid Dynamics · Physics 2024-06-14 Hilary Weller , Christian Kuehnlein , Piotr K. Smolarkiewicz

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…

Soft Condensed Matter · Physics 2010-11-19 Teresa Bauer , Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

Consider the scattering of a time-harmonic elastic plane wave by a periodic rigid surface. The elastic wave propagation is governed by the two-dimensional Navier equation. Based on a Dirichlet-to-Neumann (DtN) map, a transparent boundary…

Numerical Analysis · Mathematics 2020-02-19 Peijun Li , Xiaokai Yuan

Time discretization along with space discretization is important in the numerical simulation of subsurface flow applications for long run. In this paper, we derive theoretical convergence error estimates in discrete-time setting for…

Numerical Analysis · Mathematics 2020-03-04 Yerlan Amanbek , Mary Wheeler

Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock--Euler and Rosenbrock-type methods with control-volume (two-point flux approximation)…

Numerical Analysis · Mathematics 2015-06-11 Antoine Tambue , Inga Berre , Jan M. Nordbotten

In this paper we present the first empirical study of the emphatic temporal-difference learning algorithm (ETD), comparing it with conventional temporal-difference learning, in particular, with linear TD(0), on on-policy and off-policy…

Artificial Intelligence · Computer Science 2017-05-15 Sina Ghiassian , Banafsheh Rafiee , Richard S. Sutton