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We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…

Numerical Analysis · Mathematics 2022-03-25 Marie Billaud-Friess , Arthur Macherey , Anthony Nouy , Clémentine Prieur

We look for spectral type differential equations for the generalized Jacobi polynomials and for the Sobolev-Laguerre polynomials. We use a method involving computeralgebra packages like Maple and Mathematica and we will give some…

Classical Analysis and ODEs · Mathematics 2007-05-23 Roelof Koekoek

In this article, we present a space-frequency theory for spherical harmonics based on the spectral decomposition of a particular space-frequency operator. The presented theory is closely linked to the theory of ultraspherical polynomials on…

Numerical Analysis · Mathematics 2013-07-16 Wolfgang Erb , Sonja Mathias

In this paper we use different techniques from the fractional and pseudo-operators calculus to solve partial differential equations involving operators with non integer exponents. We apply the method to equations resembling generalizations…

Mathematical Physics · Physics 2011-06-27 D. Babusci , G. Dattoli , M. Quattromini

We develop an efficient numerical scheme for the 3D mean-field spherical dynamo equation. The scheme is based on a semi-implicit discretization in time and a spectral method in space based on the divergence-free spherical harmonic…

Numerical Analysis · Mathematics 2019-10-04 Ting cheng , Lina Ma , Jie Shen

We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal control problems posed on Lipschitz polytopes. We consider two strategies of…

Numerical Analysis · Mathematics 2023-03-02 Enrique Otarola

In this work, we propose a new approach called ``stationary reduction method based on nonisospectral deformation of orthogonal polynomials" for deriving discrete Painlev\'{e}-type (d-P-type) equations. We apply this approach to…

Exactly Solvable and Integrable Systems · Physics 2025-09-18 Xiao-Lu Yue , Xiang-Ke Chang , Xing-Biao Hu

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

Numerical Analysis · Mathematics 2019-02-20 Houman Owhadi , Lei Zhang , Leonid Berlyand

In this paper, we develop a numerical multiscale method to solve the fractional Laplacian with a heterogeneous diffusion coefficient. When the coefficient is heterogeneous, this adds to the computational costs. Moreover, the fractional…

Numerical Analysis · Mathematics 2017-09-05 Donald L. Brown , Joscha Gedicke , Daniel Peterseim

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

A method is described by which a function defined on a cubic grid (as from a finite difference solution of a partial differential equation) can be resolved into spherical harmonic components at some fixed radius. This has applications to…

General Relativity and Quantum Cosmology · Physics 2010-04-06 Charles W. Misner

We present spectral methods developed in our group to solve three-dimensional partial differential equations. The emphasis is put on equations arising from astrophysical problems in the framework of general relativity.

General Relativity and Quantum Cosmology · Physics 2007-05-23 S. Bonazzola , E. Gourgoulhon , J. -A. Marck

This paper introduces the sparsifying preconditioner for the pseudospectral approximation of highly indefinite systems on periodic structures, which include the frequency-domain response problems of the Helmholtz equation and the…

Numerical Analysis · Mathematics 2014-09-18 Lexing Ying

We investigate numerical methods for wave equations in $n+2$ spacetime dimensions, written in spherical coordinates, decomposed in spherical harmonics on $S^n$, and finite-differenced in the remaining coordinates $r$ and $t$. Such an…

Numerical Analysis · Mathematics 2024-07-11 Carsten Gundlach , Jose M. Martin-Garcia , David Garfinkle

Spectral geometric methods have brought revolutionary changes to the field of geometry processing. Of particular interest is the study of the Laplacian spectrum as a compact, isometry and permutation-invariant representation of a shape.…

Graphics · Computer Science 2023-03-13 Robin Magnet , Maks Ovsjanikov

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We present a dimension-incremental method for function approximation in bounded orthonormal product bases to learn the solutions of various differential equations. Therefore, we decompose the source function of the differential equation…

Numerical Analysis · Mathematics 2025-05-20 Daniel Potts , Fabian Taubert

The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes