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A cheapest stable nonconforming finite element method is presented for solving the incompressible flow in a square cavity without smoothing the corner singularities. The stable cheapest nonconforming finite element pair based on $P_1\times…

Numerical Analysis · Mathematics 2016-03-07 Roktaek Lim , Dongwoo Sheen

This work focuses on the development of a self adjusting multirate strategy based on an implicit time discretization for the numerical solution of hyperbolic equations, that could benefit from different time steps in different areas of the…

Numerical Analysis · Mathematics 2018-02-14 Ludovica Delpopolo Carciopolo , Luca Bonaventura , Anna Scotti , Luca Formaggia

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Dynamical Systems · Mathematics 2016-03-11 Ian Melbourne , Paulo Varandas

A mixed finite element method combining an iso-parametric $Q_2$-$P_1$ element and an iso-parametric $P_2^+$-$P_1$ element is developed for the computation of multiple cavities in incompressible nonlinear elasticity. The method is…

Analysis of PDEs · Mathematics 2018-01-09 Weijie Huang , Zhiping Li

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

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

Numerical Analysis · Mathematics 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

We use the concept of barrier-based smoothing approximations introduced in [ C. B. Chua and Z. Li, A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones, SIOPT 23(2), 2010] to extend the non-interior…

Optimization and Control · Mathematics 2020-03-06 Le Thi Khanh Hien , Chek Beng Chua

A third-order weighted essentially non-oscillatory compact least-squares scheme is developed for the finite volume method on structured curvilinear non-uniform grids. The proposed scheme features compact least-squares reconstruction with…

Fluid Dynamics · Physics 2025-08-05 Jianhua Pana , Luxin Li , Wei-Gang Zeng

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…

Numerical Analysis · Mathematics 2026-01-12 Shengyue Wang , Aihui Zhou

The paper develops a hybrid method for solving a system of advection--diffusion equations in a bulk domain coupled to advection--diffusion equations on an embedded surface. A monotone nonlinear finite volume method for equations posed in…

Computational Physics · Physics 2018-06-05 Alexey Y. Chernyshenko , Maxim A. Olshanskii , Yuri V. Vassilevski

The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration. In contrast to the Black-Scholes formula its inverse, the implied volatility, is…

Computational Finance · Quantitative Finance 2017-10-06 Kathrin Glau , Paul Herold , Dilip B. Madan , Christian Pötz

In this paper, building on a previous analysis [1] of exact diagonalization of the space-discretized evolution operator for the study of properties of non-relativistic quantum systems, we present a substantial improvement to this method. We…

Statistical Mechanics · Physics 2011-08-08 Ivana Vidanovic , Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

Numerical Analysis · Mathematics 2023-09-14 Marzieh Alireza Mirhoseini , Matthew J. Zahr

Consider the two-dimensional inverse elastic wave scattering by an infinite rough surface with a Dirichlet boundary condition. A non-interative sampling technique is proposed for detecting the rough surface by taking elastic wave…

Analysis of PDEs · Mathematics 2020-12-15 Tielei Zhu , Jiaqing Yang

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

In this paper we analyze a nonconforming virtual element method to approximate the eigenfunctions and eigenvalues of the two dimensional Oseen eigenvalue problem. The spaces under consideration lead to a divergence-free method which is…

Numerical Analysis · Mathematics 2024-12-24 Dibyendu Adak , Felipe Lepe , Gonzalo Rivera

We present careful numerical convergence studies, using parameterized curves to reach very high resolutions in two dimensions, of a level set method for multiphase curvature motion known as the Voronoi implicit interface method. Our tests…

Numerical Analysis · Mathematics 2019-05-22 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati