English
Related papers

Related papers: The Second-Generation Shifted Boundary Method and …

200 papers

This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…

Computational Physics · Physics 2024-12-20 Shirzad Hosseinverdi , Hermann F. Fasel

In this work we propose a new kind of parameterized outer estimate of the united solution set to an interval parametric linear system. The new method has several advantages compared to the methods obtaining parameterized solutions…

Numerical Analysis · Mathematics 2020-04-02 Evgenija D. Popova

Based on the stochastic maximum principle for the partially coupled forward-backward stochastic control system (FBSCS for short), a modified method of successive approximations (MSA for short) is established for stochastic recursive optimal…

Optimization and Control · Mathematics 2022-01-11 Shaolin Ji , Rundong Xu

We present a novel approach, referred to as the 'threshold shift method' (TSM), for reliability based design optimization (RBDO). The proposed approach is similar in spirit with the sequential optimization and reliability analysis (SORA)…

Numerical Analysis · Computer Science 2019-04-26 Somdatta Goswami , Souvik Chakraborty , Rajib Chowdhury , Timon Rabczuk

The Reduced Basis Method (RBM) is a popular certified model reduction approach for solving parametrized partial differential equations. One critical stage of the \textit{offline} portion of the algorithm is a greedy algorithm, requiring…

Numerical Analysis · Mathematics 2017-03-17 Jiahua Jiang , Yanlai Chen , Akil Narayan

We study the problem of bounding the posterior distribution of discrete probabilistic programs with unbounded support, loops, and conditioning. Loops pose the main difficulty in this setting: even if exact Bayesian inference is possible,…

Programming Languages · Computer Science 2024-12-06 Fabian Zaiser , Andrzej S. Murawski , C. -H. Luke Ong

We generalize the topological response theory to detect the boundary anomalies of linear subsystem symmetries. This approach allows us to distinguish different subsystem symmetry-protected topological (SSPT) phases and uncover new ones. We…

Strongly Correlated Electrons · Physics 2025-05-20 Ke Ding , Hao-Ran Zhang , Bai-Ting Liu , Shuo Yang

We extend the divergence preserving cut finite element method presented in [T. Frachon, P. Hansbo, E. Nilsson, S. Zahedi, SIAM J. Sci. Comput., 46 (2024)] for the Darcy interface problem to unfitted outer boundaries. We impose essential…

Numerical Analysis · Mathematics 2024-08-20 Thomas Frachon , Erik Nilsson , Sara Zahedi

We propose a method of bi-coordinate variations for non-stationary and non-smooth optimization problems, which involve a single linear equality and box constraints. Here only approximation sequences are known instead of exact values of the…

Optimization and Control · Mathematics 2016-08-16 I. V. Konnov

We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…

Analysis of PDEs · Mathematics 2025-06-23 Shalmali Bandyopadhyay , Curtis J Kunkel

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Mathematical Finance · Quantitative Finance 2017-02-17 Jean-Pierre Fouque , Ning Ning

This work establishes a novel, unified theoretical framework for a class of high order embedded boundary methods, revealing that the Reconstruction for Off-site Data (ROD) treatment shares a fundamental structure with the recently developed…

Numerical Analysis · Mathematics 2026-01-01 Mirco Ciallella

In this paper, the stabilized finite element approximation of the Stokes eigenvalue problems is considered for both the two-field (displacement-pressure) and the three-field (stress-displacement-pressure) formulations. The method presented…

Numerical Analysis · Mathematics 2016-09-21 Önder Türk , Daniele Boffi , Ramon Codina

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

In this paper, a novel immersed boundary method is developed, validated, and applied. Through devising a second-order three-step flow reconstruction scheme, the proposed method is able to enforce the Dirichlet, Neumann, Robin, and Cauchy…

Fluid Dynamics · Physics 2018-09-10 Huangrui Mo , Fue-Sang Lien , Fan Zhang , Duane S. Cronin

High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…

Optimization and Control · Mathematics 2025-04-30 David Fersztand , Xu Andy Sun

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…

Numerical Analysis · Mathematics 2019-07-16 Athena Picarelli , Christoph Reisinger , Julen Rotaetxe Arto

In this paper, we present a unified framework for reduced basis approximations of parametrized partial differential equations defined on parameter-dependent domains. Our approach combines unfitted finite element methods with both classical…

Numerical Analysis · Mathematics 2025-11-24 Nicholas Mueller , Santiago Badia , Yiran Zhao

Many problems in fluid dynamics are effectively modeled as Stokes flows - slow, viscous flows where the Reynolds number is small. Boundary integral equations are often used to solve these problems, where the fundamental solutions for the…

Numerical Analysis · Mathematics 2022-12-21 J. Thomas Beale , Christina Jones , Jillian Reale , Svetlana Tlupova