Related papers: Weighted quadrature for hierarchical B-splines
The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…
We explain four variants of an adaptive finite element method with cubic splines and compare their performance in simple elliptic model problems. The methods in comparison are Truncated Hierarchical B-splines with two different refinement…
This paper is concerned with the construction, analysis and realization of a numerical method to approximate the solution of high dimensional elliptic partial differential equations. We propose a new combination of an Adaptive Wavelet…
We present W-cycle multigrid algorithms for the solution of the linear system of equations arising from a wide class of $hp$-version discontinuous Galerkin discretizations of elliptic problems. Starting from a classical framework in…
We introduce optimal quadrature rules for spline spaces that are frequently used in Galerkin discretizations to build mass and stiffness matrices. Using the homotopy continuation concept [6] that transforms optimal quadrature rules from…
The B-spline Galerkin method is investigated for the simple eigenvalue problem, $y^{\prime\prime} = -\lambda^2 y$. Special attention is give to boundary conditions. From this analysis, we propose a stable method for the Dirac equation and…
We develop a high-order hybridized discontinuous Galerkin (HDG) method for a linear degenerate elliptic equation arising from a two-phase mixture of mantle convection or glacier dynamics. We show that the proposed HDG method is well-posed…
We present explicit algorithms for computing structured matrix-vector products that are optimal in the sense of Strassen, i.e., using a provably minimum number of multiplications. These structures include Toeplitz/Hankel/circulant,…
In this paper we present a method for direct evaluation of generalized B-splines (GB-splines) via the local representation of these curves as piecewise functions. To accomplish this we introduce a local structure that makes GB-spline curves…
Detector response to a high-energy physics process is often estimated by Monte Carlo simulation. For purposes of data analysis, the results of this simulation are typically stored in large multi-dimensional histograms, which can quickly…
Weight-adjusted inner products are easily invertible approximations to weighted $L^2$ inner products. These approximations can be paired with a discontinuous Galerkin (DG) discretization to produce a time-domain method for wave propagation…
This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility…
The matrix formation associated to high-order discretizations is known to be numerically demanding. Based on the existing procedure of interpolation and lookup, we design a multiscale assembly procedure to reduce the exorbitant assembly…
In this work we address the complexity problem of the isogeometric Boundary Element Method by proposing a collocation scheme for practical problems in linear elasticity and the application of hierarchical matrices. For mixed boundary value…
We construct a weight matrix for the 3D Ising model satisfying the so-called twisted tetrahedron equation. The result is based on the theory of the n-simplicial complex and the invented recursion procedure on the space of n-simplex…
Tensor B-spline methods are a high-performance alternative to solve partial differential equations (PDEs). This paper gives an overview on the principles of Tensor B-spline methodology, shows their use and analyzes their performance in…
The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…
In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a…
A posteriori residual and hierarchical upper bounds for the error estimates were proved when solving the hypersingular integral equation on the unit sphere by using the Galerkin method with spherical splines. Based on these a posteriori…
Penalized spline estimation with discrete difference penalties (P-splines) is a popular estimation method for semiparametric models, but the classical least-squares estimator is highly sensitive to deviations from its ideal model…