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We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…
This paper presents a convergence analysis for the Hessian Discretisation Method (HDM) applied to fourth-order semilinear elliptic equations involving a trilinear nonlinearity and general source, based on two complementary approaches. The…
We use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of…
The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…
In this paper, a novel Hermite radial basis function-based differential quadrature method (H-RBF-DQ) is presented. This new method is designed to treat derivative boundary conditions accurately. The developed method is very different from…
In this work, a kernel-based surrogate for integrating Hamiltonian dynamics that is symplectic by construction and tailored to large prediction horizons is proposed. The method learns a scalar potential whose gradient enters a…
In this paper, we develop a simple, efficient, and fifth-order finite difference interpolation-based Hermite WENO (HWENO-I) scheme for one- and two-dimensional hyperbolic conservation laws. We directly interpolate the solution and…
We study the partial differential equation max{Lu - f, H(Du)}=0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function. This is a model equation for…
We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…
We consider the problem of interpolating a function given on scattered points using Hermite-Birkhoff formulas on the sphere and other manifolds. We express each proposed interpolant as a linear combination of basis functions, the…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
We introduce a novel algorithm that converges to level-set convex viscosity solutions of high-dimensional Hamilton-Jacobi equations. The algorithm is applicable to a broad class of curvature motion PDEs, as well as a recently developed…
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…
We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…
We propose a Hermite spectral method for the spatially inhomogeneous Boltzmann equation. For the inverse-power-law model, we generalize an approximate quadratic collision operator defined in the normalized and dimensionless setting to an…
In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…
This research explores the development and application of the High-Order Dynamic Integration Method for solving integro-differential equations, with a specific focus on turbulent fluid dynamics. Traditional numerical methods, such as the…
This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…
We present a multigrid based eigensolver for computing low-modes of the Hermitian Wilson Dirac operator. For the non-Hermitian case multigrid methods have already replaced conventional Krylov subspace solvers in many lattice QCD…