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In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We…

Numerical Analysis · Mathematics 2020-02-14 Kazufumi Ito , Christoph Reisinger , Yufei Zhang

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Numerical Analysis · Mathematics 2024-10-16 Djulustan Nikiforov , Leonardo A. Poveda , Dmitry Ammosov , Yesy Sarmiento , Juan Galvis

We present an improved form of the integration technique known as NDIM (Negative Dimensional Integration Method), which is a powerful tool in the analytical evaluation of Feynman diagrams. Using this technique we study a $% \phi ^{3}\oplus…

High Energy Physics - Theory · Physics 2009-09-10 Ivan Gonzalez , Ivan Schmidt

A path integral Monte Carlo method (PIMC) based on Feynman-Kac formula for mixed boundary conditions of elliptic equations is proposed to solve the forward problem of electrical impedance tomography (EIT) on the boundary to obtain…

Numerical Analysis · Mathematics 2019-08-01 Yijing Zhou , Wei Cai

In brain imaging, the image acquisition and processing processes themselves are likely to introduce noise to the images. It is therefore imperative to reduce the noise while preserving the geometric details of the anatomical structures for…

Numerical Analysis · Mathematics 2022-01-04 Moo K. Chung

Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…

Numerical Analysis · Mathematics 2024-09-19 Fredrik Fryklund , Leslie Greengard , Shidong Jiang , Samuel Potter

This work utilizes the Immersed Boundary Conformal Method (IBCM) to analyze Kirchhoff-Love and Reissner-Mindlin shell structures within an immersed domain framework. Immersed boundary methods involve embedding complex geometries within a…

Numerical Analysis · Mathematics 2024-08-06 Giuliano Guarino , Alberto Milazzo , Annalisa Buffa , Pablo Antolin

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

In this paper, we present a GPU-accelerated direct-sum boundary integral method to solve the linear Poisson-Boltzmann (PB) equation. In our method, a well-posed boundary integral formulation is used to ensure the fast convergence of Krylov…

Numerical Analysis · Mathematics 2015-06-12 Weihua Geng , Ferosh Jacob

We present a general strategy for mapping fermionic systems to quantum hardware with square qubit connectivity which yields low-depth quantum circuits, counted in the number of native two-qubit fSIM gates. We achieve this by leveraging…

Quantum Physics · Physics 2024-05-01 Manuel G. Algaba , P. V. Sriluckshmy , Martin Leib , Fedor Šimkovic

Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators…

Numerical Analysis · Mathematics 2012-10-16 Wolf-Juergen Beyn , Yuri Latushkin , Jens Rottmann-Matthes

The immersed boundary (IB) method is an approach to fluid-structure interaction that uses Lagrangian variables to describe the structure and Eulerian variables to describe the fluid. Explicit time stepping schemes for the IB method require…

Numerical Analysis · Mathematics 2017-04-06 Robert D. Guy , Bobby Philip , Boyce E. Griffith

Physics-informed neural networks (PINNs) have been widely utilized for solving a range of partial differential equations (PDEs) in various scientific and engineering disciplines. This paper presents a Fourier heuristic-enhanced PINN (termed…

Numerical Analysis · Mathematics 2025-09-19 Yujia Huang , Xi'an Li ansd Jinran Wu

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev

This paper addresses the numerical implementation of the transparent boundary condition (TBC) and its various approximations for the free Schr\"odinger equation on a rectangular computational domain. In particular, we consider the exact TBC…

Numerical Analysis · Mathematics 2024-05-28 Samardhi Yadav , Vishal Vaibhav

This paper presents a matrix-free approach for implementing the shifted boundary method (SBM) in finite element analysis. The SBM is a versatile technique for solving partial differential equations on complex geometries by shifting boundary…

Numerical Analysis · Mathematics 2025-07-24 Michał Wichrowski

We present a coupling of the Finite Element and the Boundary Element Method in an isogeometric framework to approximate either two-dimensional Laplace interface problems or boundary value problems consisting in two disjoint domains. We…

Numerical Analysis · Mathematics 2020-07-24 Mehdi Elasmi , Christoph Erath , Stefan Kurz

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

This paper presents a finite-volume method, together with fully adaptive multi-resolution scheme to obtain spatial adaptation, and a Runge-Kutta-Fehlberg scheme with a local time-varying step to obtain temporal adaptation, to solve…

Numerical Analysis · Mathematics 2008-10-20 Mostafa Bendahmane , Raimund Bürger , Ricardo Ruiz Baier

A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Bhashyam Balaji
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