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We consider the problem of building numerically stable algorithms for computing Discrete Fourier Transform (DFT) of $N$- length signals with known frequency support of size $k$. A typical algorithm, in this case, would involve solving…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Charantej Reddy Pochimireddy , Aditya Siripuram , Brad Osgood

Birkhoff normal forms are commonly used in order to ensure the so called "effective stability" in the neighborhood of elliptic equilibrium points for Hamiltonian systems. From a theoretical point of view, this means that the eventual…

Mathematical Physics · Physics 2021-02-12 Chiara Caracciolo , Ugo Locatelli

Effective models for slender structures derived from well-known plate (or shell) theories are justified within the limit of a small thickness, and may therefore prove limited for intermediate slenderness. On the other hand, direct 3D…

Numerical Analysis · Mathematics 2026-03-30 Jean Ruel , Frédéric Legoll , Arthur Lebée , Ludovic Chamoin

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

Numerical Analysis · Mathematics 2015-10-29 Petr N. Vabishchevich

Inspired by recent results on self-avoiding inextensible curves, we propose and experimentally investigate a numerical method for simulating isometric plate bending without self-intersections. We consider a nonlinear two-dimensional…

Numerical Analysis · Mathematics 2021-08-12 Sören Bartels , Frank Meyer , Christian Palus

We present a straightforward and reliable continuous method for computing the full or a partial Lyapunov spectrum associated with a dynamical system specified by a set of differential equations. We do this by introducing a stability…

chao-dyn · Physics 2009-10-28 Freddy Christiansen , Hans Henrik Rugh

The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…

Pricing of Securities · Quantitative Finance 2017-01-31 Rafael Company , Vera Egorova , Lucas Jódar , Fazlollah Soleymani

An FFT-based algorithm is developed to simulate the propagation of elastic waves in heterogeneous $d$-dimensional rectangular shape domains. The method allows one to prescribe the displacement as a function of time in a subregion of the…

Numerical Analysis · Mathematics 2022-12-21 R. Sancho , V. Rey de Pedraza , P. Lafourcade , R. A. Lebensohn , J. Segurado

We develop a stable and efficient numerical scheme for modeling the optical field evolution in a nonlinear dispersive cavity with counter propagating waves and complex, semiconductor physics gain dynamics that are expensive to evaluate. Our…

We extend and analyze the energy-based discontinuous Galerkin method for second order wave equations on staggered and structured meshes. By combining spatial staggering with local time-stepping near boundaries, the method overcomes the…

Numerical Analysis · Mathematics 2022-04-15 Daniel Appelö , Lu Zhang , Thomas Hagstrom , Fengyan Li

Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes…

Numerical Analysis · Mathematics 2020-05-29 Lehel Banjai , Christian Lubich , Joerg Nick

We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…

Numerical Analysis · Mathematics 2021-02-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

We develop a new theory for treating boundary problems for linear ordinary differential equations whose fundamental system may have a singularity at one of the two endpoints of the given interval. Our treatment follows an algebraic…

Classical Analysis and ODEs · Mathematics 2015-05-11 M. Rosenkranz , J. Liu , A. Maletzky , B. Buchberger

We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear…

Numerical Analysis · Mathematics 2023-09-20 Nicolas Boullé , Patrick E. Farrell , Marie E. Rognes

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

Numerical Analysis · Mathematics 2019-07-05 Natanael Quintino , Mauro Rincon

This paper addresses the analysis and numerical assessment of a computational method for solving the Cahn--Hilliard equation defined on a surface. The proposed approach combines the stabilized trace finite element method for spatial…

Numerical Analysis · Mathematics 2025-10-27 Deepika Garg , Maxim Olshanskii

The classical one-phase Stefan problem describes the temperature distribution in a homogeneous medium undergoing a phase transition, such as ice melting to water. This is accomplished by solving the heat equation on a time-dependent domain…

Analysis of PDEs · Mathematics 2013-10-22 Mahir Hadžić , Steve Shkoller

Bilayer plates are compound materials that exhibit large bending deformations when exposed to environmental changes that lead to different mechanical responses in the involved materials. In this article a new numerical method which is…

Numerical Analysis · Mathematics 2020-04-02 Sören Bartels , Christian Palus

The $\delta f$ particle-in-cell algorithm has been a useful tool in studying the physics of plasmas, particularly turbulent magnetized plasmas in the context of gyrokinetics. The reduction in noise due to not having to resolve the full…

Plasma Physics · Physics 2016-05-25 George J. Wilkie , William Dorland