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In a variety of scientific and engineering domains, the need for high-fidelity and efficient solutions for high-frequency wave propagation holds great significance. Recent advances in wave modeling use sufficiently accurate fine solver…

Analysis of PDEs · Mathematics 2025-09-17 Luis Kaiser , Richard Tsai , Christian Klingenberg

In this paper we present iterative and noniterative splitting methods, which are used to solve stochastic Burgers' equations. The non-iterative splitting methods are based on Lie-Trotter and Strang-splitting methods, while the iterative…

Numerical Analysis · Mathematics 2021-02-03 Jürgen Geiser , Karsten Bartecki

This paper is a further extension of the method proposed in Itkin, 2014 as applied to another set of jump-diffusion models: Inverse Normal Gaussian, Hyperbolic and Meixner. To solve the corresponding PIDEs we accomplish few steps. First, a…

Computational Finance · Quantitative Finance 2014-05-29 Andrey Itkin

Cases have shown that WENO schemes usually behave robustly on problems containing shocks with high pressure ratios when uniformed or smooth grids are present, while nonlinear schemes based on WENO interpolations might relatively be liable…

Computational Physics · Physics 2019-03-26 Qin Li , Dong Sun

A new, high-order slope-limiting procedure for the Piecewise Parabolic Method (PPM) and the Piecewise Quartic Method (PQM) is described. Following a Weighted Essentially Non-Oscillatory (WENO)-type paradigm, the proposed slope-limiter seeks…

Computational Physics · Physics 2016-06-28 Darren Engwirda , Maxwell Kelley

The partitioned approach for the numerical integration of power system differential algebraic equations faces inherent numerical stability challenges due to delays between the computation of state and algebraic variables. Such delays can…

Numerical Analysis · Mathematics 2024-12-17 Ahmad Ali , Haya Monawwar , Hantao Cui

A numerical method for the direct numerical simulation of incompressible wall turbulence in rectangular and cylindrical geometries is presented. The distinctive feature resides in its design being targeted towards an efficient…

Fluid Dynamics · Physics 2009-11-11 Paolo Luchini , Maurizio Quadrio

Modeling and simulation of High Power Microwave (HPM) breakdown, a multiscale phenomenon, is computationally expensive and requires solving Maxwell's equations (EM solver) coupled with a plasma continuity equation (plasma solver). In this…

Plasma Physics · Physics 2025-09-09 Kalp Pandya , Pratik Ghosh , Ajeya Mandikal , Shivam Gandha , Bhaskar Chaudhury

We investigate the volume growth of ionized regions around UV photon sources with the WENO algorithm, which is an effective solver of photon kinetics in the phase space described by the radiative transfer equation. We show that the volume…

Astrophysics · Physics 2009-11-13 Jing-Mei Qiu , Chi-Wang Shu , Ji-Ren Liu , Li-Zhi Fang

This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a…

Numerical Analysis · Mathematics 2016-06-14 Haider Zia

A fast explicit operator splitting (FEOS) method for the molecular beam epitaxy model has been presented in [Cheng, et al., Fast and stable explicit operator splitting methods for phase-field models, J. Comput. Phys., submitted]. The…

Numerical Analysis · Mathematics 2015-11-30 Xiao Li , Zhonghua Qiao , Hui Zhang

In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…

Numerical Analysis · Mathematics 2021-04-14 Jianbo Cui , Jialin Hong , Lihai Ji , Liying Sun

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

Numerical Analysis · Computer Science 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman

Solving for the frequency-domain scattered wavefield via physics-informed neural network (PINN) has great potential in seismic modeling and inversion. However, when dealing with high-frequency wavefields, its accuracy and training cost…

Machine Learning · Computer Science 2022-06-22 Xinquan Huang , Tariq Alkhalifah

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…

Optimization and Control · Mathematics 2026-04-20 Minh N. Dao , Matthew K. Tam , Thang D. Truong

We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation and general hyperbolic equations. The problem is to evaluate numerically…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Laurent Demanet , Lexing Ying

Neuromorphic computing offers an energy-efficient alternative to conventional deep learning accelerators for real-time time-series processing. However, many edge applications, such as wireless sensing and audio recognition, generate…

Machine Learning · Computer Science 2025-06-26 Dengyu Wu , Jiechen Chen , H. Vincent Poor , Bipin Rajendran , Osvaldo Simeone

Fredholm integral equations of the first kind are the prototypical example of ill-posed linear inverse problems. They model, among other things, reconstruction of distorted noisy observations and indirect density estimation and also appear…

Methodology · Statistics 2021-04-26 Francesca R Crucinio , Arnaud Doucet , Adam M Johansen

A new segmentation fusion method is proposed that ensembles the output of several segmentation algorithms applied on a remotely sensed image. The candidate segmentation sets are processed to achieve a consensus segmentation using a…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Mete Ozay , Fatos T. Yarman Vural , Sanjeev R. Kulkarni , H. Vincent Poor