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We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…

Probability · Mathematics 2007-05-23 Thoms Mueller-Gronbach , Klaus Ritter

Time-lapse full-waveform inversion (FWI) has become a powerful tool for characterizing and monitoring subsurface changes in various geophysical applications. However, non-repeatability (NR) issues caused, for instance, by GPS inaccuracies,…

Geophysics · Physics 2024-07-11 Sergio Luiz E. F. da Silva , Ammir Karsou , Roger M. Moreira , Marco Cetale

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

This paper investigates an adaptive wavelet collocation time domain method for the numerical solution of Maxwell's equations. In this method a computational grid is dynamically adapted at each time step by using the wavelet decomposition of…

Numerical Analysis · Mathematics 2012-04-06 Haojun Li , Kirankumar R. Hiremath , Andreas Rieder , Wolfgang Freude

Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…

Optimization and Control · Mathematics 2017-02-17 Egil Bae , Ekaterina Merkurjev

In this paper we continue our work on adaptive timestep control for weakly non- stationary problems. The core of the method is a space-time splitting of adjoint error representations for target functionals due to S\"uli and Hartmann. The…

Numerical Analysis · Mathematics 2014-06-19 Christina Steiner , Siegfried Müller , Sebastian Noelle

This paper presents a new monolithic free-surface formulation that exhibits correct kinetic and potential energy behavior. We focus in particular on the temporal energy behavior of two-fluids flow with varying densities. Correct energy…

Numerical Analysis · Mathematics 2019-01-11 I. Akkerman , M. ten Eikelder

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

Distributed wireless clock synchronization is essential for aligning the clocks of distributed transceivers in support of joint transmission and reception techniques. One recently explored method involves synchronizing distributed…

Signal Processing · Electrical Eng. & Systems 2025-10-01 Kumar Sai Bondada , Hiten Kothari , Yibin Liang , Daniel J. Jakubisin , R. Michael Buehrer

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

In order to address the asynchronous interference issue for a generalized scenario with multiple primary and multiple secondary receivers, in this paper, we propose an innovative cooperative beamforming technique. In particular, the…

Optimization and Control · Mathematics 2014-05-09 Mai H. Hassan , Md. J. Hossain

We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the…

General Relativity and Quantum Cosmology · Physics 2009-05-28 R. Terenzi , R. Sturani

An asynchronous, variational method for simulating elastica in complex contact and impact scenarios is developed. Asynchronous Variational Integrators (AVIs) are extended to handle contact forces by associating different time steps to…

Numerical Analysis · Mathematics 2015-05-19 Etienne Vouga , David Harmon , Rasmus Tamstorf , Eitan Grinspun

Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-05 Frederic Magoules , Qinmeng Zou

In this paper we are interested in the "fast path" fracture and we aim to use global-in-time, nonoverlapping domain decomposition methods to model flow and transport problems in a porous medium containing such a fracture. We consider a…

Numerical Analysis · Mathematics 2015-03-04 Thi-Thao-Phuong Hoang , Caroline Japhet , Michel Kern , Jean E. Roberts

Efficient and accurate numerical propagation of the time dependent Schroedinger equation is a problem with applications across a wide range of physics. This paper develops an efficient, trivially parallelizeable method for relaxing a trial…

Computational Physics · Physics 2011-11-21 Zachary B. Walters

In this work, we study the parallel-in-time iterative solution of coupled flow and geomechanics in porous media, modelled by a two-field formulation of the Biot's equations. In particular, we propose a new version of the fixed stress…

Numerical Analysis · Mathematics 2018-02-06 Manuel Borregales , Kundan Kumar , Florin Adrian Radu , Carmen Rodrigo , Francisco José Gaspar

The forthcoming communication systems are advancing towards improved flexibility in various aspects. Improved flexibility is crucial to cater diverse service requirements. This letter proposes a novel waveform design scheme that exploits…

Signal Processing · Electrical Eng. & Systems 2019-02-19 Mostafa Ibrahim , Ali Fatih Demir , Huseyin Arslan

This paper presents a combined field and boundary integral equation method for solving the time-dependent scattering problem of a thermoelastic body immersed in a compressible, inviscid and homogeneous fluid. The approach here is a…

Numerical Analysis · Mathematics 2018-04-23 George Hsiao , Tonatiuh Sanchez-Vizuet , Francisco-Javier Sayas , Richard Weinacht

In this work, a multirate in time approach resolving the different time scales of a convection-dominated transport and coupled fluid flow is developed and studied in view of goal-oriented error control by means of the Dual Weighted Residual…

Numerical Analysis · Mathematics 2022-12-09 Marius Paul Bruchhäuser , Uwe Köcher , Markus Bause
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