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Trefftz schemes are high-order Galerkin methods whose discrete spaces are made of elementwise exact solutions of the underlying PDE. Trefftz basis functions can be easily computed for many PDEs that are linear, homogeneous, and have…

Numerical Analysis · Mathematics 2026-03-10 Lise-Marie Imbert-Gérard , Andrea Moiola , Chiara Perinati , Paul Stocker

This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…

Numerical Analysis · Mathematics 2022-12-14 Devika Shylaja

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

Numerical Analysis · Mathematics 2025-03-25 Wenrui Hao , Sun Lee , Xiangxiong Zhang

The article considers minimization of the expectation of convex function. Problems of this type often arise in machine learning and a number of other applications. In practice, stochastic gradient descent (SGD) and similar procedures are…

Optimization and Control · Mathematics 2020-11-10 Egor Gladin , Karina Zaynullina

The paper describes a sparse direct solver for the linear systems that arise from the discretization of an elliptic PDE on a two dimensional domain. The scheme decomposes the domain into thin subdomains, or ``slabs'' and uses a two-level…

Numerical Analysis · Mathematics 2025-09-01 Anna Yesypenko , Per-Gunnar Martinsson

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

Numerical Analysis · Mathematics 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

In this paper, elliptic control problems with pointwise box constraints on the state is considered, where the corresponding Lagrange multipliers in general only represent regular Borel measure functions. To tackle this difficulty, the…

Optimization and Control · Mathematics 2017-06-19 Zixuan Chen , Xiaoliang Song , Xuping Zhang , Bo Yu

A numerical method for variable coefficient elliptic problems on two dimensional domains is described. The method is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system of…

Numerical Analysis · Mathematics 2015-06-04 P. G. Martinsson

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

We present a Ritz-Galerkin discretization on sparse grids using pre-wavelets, which allows to solve elliptic differential equations with variable coefficients for dimension $d=2,3$ and higher dimensions $d>3$. The method applies multilinear…

Numerical Analysis · Mathematics 2016-03-10 Rainer Hartmann , Christoph Pflaum

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…

Numerical Analysis · Mathematics 2023-02-13 Weifeng Qiu , Jin Ren , Ke Shi , Yuesheng Xu

We develop a new, efficient, and accurate method to simulate frequency-domain borehole electromagnetic (EM) measurements acquired in the presence of three-dimensional (3D) variations of the anisotropic subsurface conductivity. The method is…

This work investigates a two-stage method for constructing projection-based reduced-order models (ROMs) of parameterized partial differential equations (PDEs). Based on established tensorial ROM methodology, the proposed approach reduces…

Numerical Analysis · Mathematics 2026-04-30 Arjun Vijaywargia , Eric C. Cyr , Anthony Gruber

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

Based on sketching techniques, we propose two randomized algorithms for tensor ring (TR) decomposition. Specifically, by defining new tensor products and investigating their properties, we apply the Kronecker sub-sampled randomized Fourier…

Numerical Analysis · Mathematics 2022-09-14 Yajie Yu , Hanyu Li

The dynamic matrix method addresses the Landau-Lifshitz-Gilbert (LLG) equation in the frequency domain by transforming it into an eigenproblem. Subsequent numerical solutions are derived from the eigenvalues and eigenvectors of the dynamic…

Computational Physics · Physics 2024-04-02 D. E. Gonzalez-Chavez , G. P. Zamudio , R. L. Sommer

We analyze numerical approximation of the fractional elliptic problem $L^{\beta}u=f$, ${\beta>0}$, where $L$ is a second-order self-adjoint elliptic operator with homogeneous Dirichlet or Neumann boundary conditions. The paper develops a…

Numerical Analysis · Mathematics 2026-05-13 Kelvin J. R. Almeida-Sousa , David Bolin , Alexandre B. Simas

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Numerical Analysis · Mathematics 2019-01-01 Michael Griebel , Helmut Harbrecht , Michael D. Multerer

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying