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An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically…

Numerical Analysis · Mathematics 2013-05-14 Ben Adcock , Daan Huybrechs , Jesus Martin-Vaquero

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We present an auxiliary space theory that provides a unified framework for analyzing various iterative methods for solving linear systems that may be semidefinite. By interpreting a given iterative method for the original system as an…

Numerical Analysis · Mathematics 2025-09-10 Jongho Park , Jinchao Xu

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

The problem of the Taylor-Ito and Taylor-Stratonovich expansions of the Ito stochastic processes in a neighborhood of a fixed moment of time is considered. The classical forms of the Taylor-Ito and Taylor-Stratonovich expansions are…

Probability · Mathematics 2026-02-13 Dmitriy F. Kuznetsov

In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh…

Numerical Analysis · Mathematics 2019-11-27 Chang Yang , Fabrice Deluzet , Jacek Narski

Specification theories as a tool in model-driven development processes of component-based software systems have recently attracted a considerable attention. Current specification theories are however qualitative in nature, and therefore…

Logic in Computer Science · Computer Science 2012-10-23 Sebastian S. Bauer , Uli Fahrenberg , Line Juhl , Kim G. Larsen , Axel Legay , Claus Thrane

In this paper we analyze the finite element approximation of the Stokes equations with non-smooth Dirichlet boundary data. To define the discrete solution, we first approximate the boundary datum by a smooth one and then apply a standard…

Numerical Analysis · Mathematics 2019-12-12 Ricardo G. Durán , Lucia Gastaldi , Ariel L. Lombardi

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

Numerical Analysis · Mathematics 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the…

Computational Finance · Quantitative Finance 2008-12-10 Maria Siopacha , Josef Teichmann

This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…

Numerical Analysis · Mathematics 2026-04-22 Hao Dong

In this paper, we propose a smoothing method to solve nonlinear complementarity problems involving P 0-functions. We propose a nonparametric algorithm to solve the nonlinear corresponding system of equations and prove some global and local…

Optimization and Control · Mathematics 2022-02-22 El Hassene Osmani , Mounir Haddou , Lina Abdallah , Naceurdine Bensalem

Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such…

Machine Learning · Computer Science 2024-10-31 Wei Wu , Liang Tang , Zhongjie Zhao , Chung-Piaw Teo

This paper examines a number of extrapolation and acceleration methods, and introduces a few modifications of the standard Shanks transformation that deal with general sequences. One of the goals of the paper is to lay out a general…

Numerical Analysis · Mathematics 2021-07-09 Claude Brezinski , Stefano Cipolla , Michela Redivo-Zaglia , Yousef Saad

The method of Taylor series expansion is used to develop a numerical solution to the reactor point kinetics equations. It is shown that taking a first order expansion of the neutron density and precursor concentrations at each time step…

Computational Physics · Physics 2013-04-03 David McMahon , Adam Pierson

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

We present an approach to reduced-order modelling that builds off recent graph-theoretic work for representation, exploration, and analysis of computed states of physical systems (Banerjee et al., Comp. Meth. App. Mech. Eng., 351, 501-530,…

Numerical Analysis · Mathematics 2022-12-21 Matthew Duschenes , Siddhartha Srivastava , Krishna Garikipati

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

Probability · Mathematics 2022-10-20 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

There are many application papers that solve elliptic boundary value problems by meshless methods, and they use various forms of generalized stiffness matrices that approximate derivatives of functions from values at scattered nodes…

Numerical Analysis · Mathematics 2016-12-23 Robert Schaback

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini
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