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A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
We study recovery from incomplete random spatial samples for discretized fields arising as fixed-time snapshots of partial differential equations. The organizing parameter is the Fourier ratio $$ FR(g)=\frac{\|\widehat g\|_1}{\|\widehat…
Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
The one-dimensional PDE model of the wave equation with a state feedback controller at its boundary, which describes wave dynamics of a wide-range of controlled mechanical systems, has exponentially stable solutions. However, it is known…
A butterfly-accelerated volume integral equation (VIE) solver is proposed for fast and accurate electromagnetic (EM) analysis of scattering from heterogeneous objects. The proposed solver leverages the hierarchical off-diagonal butterfly…
Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network…
We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation and general hyperbolic equations. The problem is to evaluate numerically…
Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized…
Recently, the volume integral equation (VIE) approach has been proposed as an efficient simulation tool for silicon photonics applications [J. Lightw. Technol. 36, 3765 (2018)]. However, for the high-frequency and strong contrast problems…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
A transient Mie-like solution for acoustic scattering from a spherical object is derived within a mesh-free and singularity-free Time Domain Integral Equation (TDIE) framework for the sound-soft, sound-rigid and penetrable cases. The method…
In this article a two-sided variable coefficient fractional diffusion equation (FDE) is investigated, where the variable coefficient occurs outside of the fractional integral operator. Under a suitable transformation the variable…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…
In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…
This paper introduces an efficient approach for solving the Electric Field Integral Equation (EFIE) with high-order accuracy by explicitly enforcing the continuity of the impressed current densities across boundaries of the surface patch…
This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy…
Frequency-domain full-waveform inversion (FWI) is suitable for long-offset stationary-recording acquisition, since reliable subsurface models can be reconstructed with a few frequencies and attenuation is easily implemented without…
This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…