Related papers: Sparse spectral methods for partial differential e…
We propose a method of solving partial differential equations on the $n$-dimen\-sional unit sphere with methods based on the continuous wavelet transform derived from approximate identities.
We present a novel numerical solver for the systems of coupled non-linear elliptical differential equations. The solver partitions the computational domain into a set of rectangular pseudo-spectral collocation subdomains and is especially…
This work investigates the use of sparse polynomial interpolation as a model order reduction method for the incompressible Navier-Stokes equations. Numerical results are presented underscoring the validity of sparse polynomial…
This article gives a simple treatment of the quantum Birkhoff normal form for semiclassical pseudo-differential operators with smooth coefficients. The normal form is applied to describe the discrete spectrum in a generalised non-degenerate…
In this work, we use the integral definition of the fractional Laplace operator and study a sparse optimal control problem involving a fractional, semilinear, and elliptic partial differential equation as state equation; control constraints…
A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…
This mini-course of 20 lectures aims at highlights of spectral theory for self-adjoint partial differential operators, with a heavy emphasis on problems with discrete spectrum. Part I: Discrete Spectrum (ODE preview, Laplacian - computable…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
This article gives a fundamental discussion on variable coefficients, self-adjoint, formally partially hypoelliptic differential operators. A generalization of the results to pseudo differential operators, is given in a following article in…
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…
This paper deals with nonsmooth convex optimization problems in Euclidean spaces. We identify special elements of the subdifferential of a convex function, called specular gradients. Based on this observation, we propose three numerical…
Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…
The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…
Fueled by many applications in random processes, imaging science, geophysics, etc., fractional Laplacians have recently received significant attention. The key driving force behind the success of this operator is its ability to capture…
The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…
The recent introduction of the Least-Squares Support Vector Regression (LS-SVR) algorithm for solving differential and integral equations has sparked interest. In this study, we expand the application of this algorithm to address systems of…
A discrete spherical harmonics method is developed for the radiative transfer problem in inhomogeneous polarized planar atmosphere illuminated at the top by a collimated sunlight while the bottom reflects the radiation. The method expands…
We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic discretisation based on this new formulation is exemplified by…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
We present a sparse spectral method for nonlinear integro-differential Volterra equations based on the Volterra operator's banded sparsity structure when acting on specific Jacobi polynomial bases. The method is not restricted to…