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We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…
To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…
We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…
In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results…
The Teukolsky Master Equation is the basic tool for study of perturbations of the Kerr metric in linear approximation. It admits separation of variables, thus yielding the Teukolsky Radial Equation and the Teukolsky Angular Equation. We…
This article aims to present a general study of the Helmholtz problem in slowly varying waveguides. This work is of particular interest at locally resonant frequencies, where a phenomenon close to the tunnel effect for Schr\"odinger…
We study the seismic inverse problem for the recovery of subsurface properties in acoustic media. In order to reduce the ill-posedness of the problem, the heterogeneous wave speed parameter to be recovered is represented using a limited…
We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…
High-frequency issues have been remarkably challenges in numerical methods for partial differential equations. In this paper, a learning based numerical method (LbNM) is proposed for Helmholtz equation with high frequency. The main novelty…
In this paper we develop a plane wave type method for discretization of homogeneous Helmholtz equations with variable wave numbers. In the proposed method, local basis functions (on each element) are constructed by the geometric optics…
We study the convergence of iterative linear solvers for discontinuous Galerkin discretizations of systems of hyperbolic conservation laws with polygonal mesh elements compared with that of traditional triangular elements. We solve the…
We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…
We present the first fast solver for the high-frequency Helmholtz equation that scales optimally in parallel, for a single right-hand side. The L-sweeps approach achieves this scalability by departing from the usual propagation pattern, in…
Boundary element methods for the Helmholtz equation lead to large dense matrices that can only be handled if efficient compression techniques are used. Directional compression techniques can reach good compression rates even for…
Closed combustion devices like gas turbines and rockets are prone to thermoacoustic instabilities. Design engineers in the industry need tools to accurately identify and remove instabilities early in the design cycle. Many different…
We introduce a novel multi-resolution Localized Orthogonal Decomposition (LOD) for time-harmonic acoustic scattering problems that can be modeled by the Helmholtz equation. The method merges the concepts of LOD and operator-adapted wavelets…
We introduce a fast Eikonal Phase Retrieval (EPR) formulation that accelerates eikonal phase retrieval by more than two orders of magnitude while retaining controlled accuracy. The method is derived from a second-order asymptotic expansion…
We study the resonant set of a two-level Schr\"odinger operator with a linear conical intersection. This model operator can be decomposed into a direct sum of first order systems on the real half-line. For these ordinary differential…
Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…
We present a fast method for numerically solving the inhomogeneous Helmholtz equation. Our iterative method is based on the Born series, which we modified to achieve convergence for scattering media of arbitrary size and scattering…