Related papers: Exact splitting methods for semigroups generated b…
We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components which describe the coupling and the dynamics in the bulk and on the surface,…
We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…
We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…
The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…
We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…
Integrable systems in low dimensions, constructed through the symmetry reduction method, are studied using phase portrait and variable separation techniques. In particular, invariant quantities and explicit periodic solutions are…
We present a general derivation of semi-fermionic representation for spin operators in terms of a bilinear combination of fermions in real and imaginary time formalisms. The constraint on fermionic occupation numbers is fulfilled by means…
Using a variant of Schreier's Theorem, and the theory of Green's relations, we show how to reduce the computation of an arbitrary subsemigroup of a finite regular semigroup to that of certain associated subgroups. Examples of semigroups to…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
Arnold, Falk, & Winther, in "Finite element exterior calculus, homological techniques, and applications" (2006), show how to geometrically decompose the full and trimmed polynomial spaces on simplicial elements into direct sums of…
We present a general algorithm to show that a scattering operator associated to a semilinear dispersive equation is real analytic, and to compute the coefficients of its Taylor series at any point. We illustrate this method in the case of…
In recent publications, the construction of explicit symplectic integrators for Schwarzschild and Kerr type spacetimes is based on splitting and composition methods for numerical integrations of Hamiltonians or time-transformed Hamiltonians…
In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…
In recent work, Darmon, Pozzi and Vonk explicitly construct a modular form whose spectral coefficients are $p$-adic logarithms of Gross-Stark units and Stark-Heegner points. Here we describe how this construction gives rise to a practical…
We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…
We describe general methods for enumerating subsemigroups of finite semigroups and techniques to improve the algorithmic efficiency of the calculations. As a particular application we use our algorithms to enumerate all transformation…
We state and prove here semiclassical results about the construction of asymptotic solutions by the WKB method for pseudo-differential equations of real principal type. It is a Gevrey version; the smooth $C^\infty$ and the analytic ones may…
The generalized pseudospectral method is employed for the accurate calculation of eigenvalues, densities and expectation values for the spiked harmonic oscillators. This allows \emph{nonuniform} and \emph{optimal} spatial discretization of…
We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a…