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In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

Linear kinetic transport equations play a critical role in optical tomography, radiative transfer and neutron transport. The fundamental difficulty hampering their efficient and accurate numerical resolution lies in the high dimensionality…

Numerical Analysis · Mathematics 2021-12-07 Zhichao Peng , Yanlai Chen , Yingda Cheng , Fengyan Li

Frequent Directions, as a deterministic matrix sketching technique, has been proposed for tackling low-rank approximation problems. This method has a high degree of accuracy and practicality, but experiences a lot of computational cost for…

Machine Learning · Computer Science 2022-03-07 Chenhao Wang , Qianxin Yi , Xiuwu Liao , Yao Wang

The purpose of this study is to apply some new RBF collocation schemes and recently-developed kernel RBFs to various types of partial differential equation systems. By analogy with the Fasshauer's Hermite interpolation, we recently…

Numerical Analysis · Mathematics 2025-10-20 W. Chen

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…

Numerical Analysis · Mathematics 2018-08-29 Lijie Ji , Yanlai Chen , Zhenli Xu

The finite difference time domain method is one of the simplest and most popular methods in computational electromagnetics. This work considers two possible ways of generalising it to a meshless setting by employing local radial basis…

Computational Physics · Physics 2026-02-27 Andrej Kolar-Požun , Gregor Kosec

We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…

Numerical Analysis · Mathematics 2021-08-31 Hasnaa Alzahrani , George Turkiyyah , Omar Knio , David Keyes

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…

Numerical Analysis · Mathematics 2021-07-12 Alice Cortinovis , Daniel Kressner , Stefano Massei

We describe an efficient method for the approximation of functions using radial basis functions (RBFs), and extend this to a solver for boundary value problems on irregular domains. The method is based on RBFs with centers on a regular grid…

Numerical Analysis · Mathematics 2024-03-05 Yiqing Zhou , Daan Huybrechs

We mainly concerned with a decoupled fractional Laplacian wave equation in this paper. A new time-space domain radial basis function (RBF) collocation method is introduced to solve the fractional wave equation, which describes seismic wave…

Computational Physics · Physics 2018-06-07 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen , Benfeng Wang

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

This paper aims to survey our recent work relating to the radial basis function (RBF) from some new views of points. In the first part, we established the RBF on numerical integration analysis based on an intrinsic relationship between the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen , M. Tanaka

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite…

Numerical Analysis · Mathematics 2021-03-16 Igor Tominec , Elisabeth Larsson , Alfa Heryudono