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We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…

Optimization and Control · Mathematics 2019-09-23 Fei Li , Zheng Qu

We develop two approaches for analyzing the approximation error bound for the Nystr\"{o}m method, one based on the concentration inequality of integral operator, and one based on the compressive sensing theory. We show that the…

Machine Learning · Computer Science 2015-09-28 Rong Jin , Tianbao Yang , Mehrdad Mahdavi , Yu-Feng Li , Zhi-Hua Zhou

An H-matrix accelerated direct solver employing the high-order Chebyshev-based Boundary Integral Equation (CBIE) method has been formulated, tested, and profiled for performance on high contrast dielectric materials and electrically large…

Numerical Analysis · Mathematics 2024-10-14 Jin Hu , Emrah Sever , Omid Babazadeh , Ian Jeffrey , Vladimir Okhmatovski , Constantine Sideris

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…

Numerical Analysis · Mathematics 2016-09-14 David B. Stein , Robert D. Guy , Becca Thomases

Three types of boundary integral equation (BIE) methods are employed to obtain closed-form solutions of a wave-scattering problem which are compared to the exact, closed-form (reference), solution deriving from the separation-of-variables…

Geophysics · Physics 2020-12-22 Armand Wirgin

A trigonometric interpolation algorithm for non-periodic functions has been recently proposed and applied to study general ordinary differential equation (ODE). This paper enhances the algorithm to approximate functions in $2$-dim space.…

Numerical Analysis · Mathematics 2025-08-14 Xiaorong Zou

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

This paper is the direct-formulation companion to [Burbano-Gallegos, P\'erez-Arancibia, and Turc, ESAIM: M2AN, 60(1):273--315, 2026], which developed indirect combined-field-only boundary integral equations (BIEs) for time-harmonic…

Numerical Analysis · Mathematics 2026-05-07 Carlos Pérez-Arancibia , Catalin Turc

The method of regularized stokeslets is a powerful numerical method to solve the Stokes flow equations for problems in biological fluid mechanics. A recent variation of this method incorporates a nearest-neighbor discretization to improve…

Fluid Dynamics · Physics 2018-06-06 Meurig T. Gallagher , Debajyoti Choudhuri , David J. Smith

In this work we propose a simple but effective high order polynomial correction allowing to enhance the consistency of all kind of boundary conditions for the Euler equations (Dirichlet, characteristic far-field and slip-wall), both in 2D…

Numerical Analysis · Mathematics 2022-09-30 Mirco Ciallella , Elena Gaburro , Marco Lorini , Mario Ricchiuto

We present two (a decoupled and a coupled) integral-equation-based methods for the Morse-Ingard equations subject to Neumann boundary conditions on the exterior domain. Both methods are based on second-kind integral equation (SKIE)…

Numerical Analysis · Mathematics 2023-04-24 Xiaoyu Wei , Andreas Klöckner , Robert C. Kirby

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Machine Learning · Computer Science 2022-06-17 Sebastian Ament , Carla Gomes

A method is presented for the analytical evaluation of the singular and near-singular integrals arising in the Boundary Element Method solution of the Helmholtz equation. An error analysis is presented for the numerical evaluation of such…

Numerical Analysis · Mathematics 2019-02-15 Michael Carley

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…

Numerical Analysis · Mathematics 2020-01-29 Alex H. Barnett , Leslie Greengard , Tom Hagstrom

Symmetric polynomial quadrature rules for triangles are commonly used to efficiently integrate two-dimensional domains in finite-element-type problems. While the development of such rules focuses on the maximum degree a given number of…

Numerical Analysis · Mathematics 2025-12-19 Brian A. Freno , Neil R. Matula , Joseph E. Bishop

A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…

Numerical Analysis · Mathematics 2022-09-08 Nathaniel Overton-Katz , Xinfeng Gao , Stephen Guzik , Oscar Antepara , Daniel T. Graves , Hans Johansen

Our objective is to stabilise and accelerate the time-domain boundary element method (TDBEM) for the three-dimensional wave equation. To overcome the potential time instability, we considered using the Burton--Miller-type boundary integral…

Numerical Analysis · Mathematics 2022-01-05 Toru Takahashi , Masaki Tanigawa , Naoya Miyazawa

This paper develops a computational framework with unfitted meshes to solve linear piezoelectricity and flexoelectricity electromechanical boundary value problems including strain gradient elasticity at infinitesimal strains. The high-order…

Numerical Analysis · Mathematics 2020-10-08 David Codony , Onofre Marco , Sonia Fernández-Méndez , Irene Arias

This paper extends previous work on finitedifference schemes over staggered grids for infinite-dimensional port-Hamiltonian systems. In the one-dimensional setting, it generalizes the discretization approach originally developed for the…

Numerical Analysis · Mathematics 2025-12-09 Ignacio Diaz Alastuey , Yann Le Gorrec , Yongxin Wu
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