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This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…

Numerical Analysis · Mathematics 2021-03-08 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…

Numerical Analysis · Mathematics 2015-03-05 Daniele Boffi , Nicola Cavallini , Lucia Gastaldi

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…

Numerical Analysis · Mathematics 2021-04-28 Leopold Lautsch , Thomas Richter

The latent class model is a widely used mixture model for multivariate discrete data. Besides the existence of qualitatively heterogeneous latent classes, real data often exhibit additional quantitative heterogeneity nested within each…

Methodology · Statistics 2025-01-23 Zhongyuan Lyu , Ling Chen , Yuqi Gu

We propose a multiscale approach for a nonlinear Helmholtz problem with possible oscillations in the Kerr coefficient, the refractive index, and the diffusion coefficient. The method does not rely on structural assumptions on the…

Numerical Analysis · Mathematics 2021-12-10 Roland Maier , Barbara Verfürth

We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…

Numerical Analysis · Mathematics 2018-12-03 M. P. Calvo , J. M. Sanz-Serna , Beibei Zhu

This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…

Numerical Analysis · Mathematics 2026-04-22 Hao Dong

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);…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…

Applications · Statistics 2023-05-31 Yu Chen , Fengpei Li , Anderson Schneider , Yuriy Nevmyvaka , Asohan Amarasingham , Henry Lam

We study two-dimensional wave propagation in materials whose properties vary periodically in one direction only. High order homogenization is carried out to derive a dispersive effective medium approximation. One-dimensional materials with…

Numerical Analysis · Mathematics 2014-09-16 Manuel Quezada de Luna , David I. Ketcheson

Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods…

Numerical Analysis · Mathematics 2026-04-30 Xiang Zhong , Eric T. Chung , Xingguang Jin

By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

In this paper, we present a multiscale framework for solving the Helmholtz equation in heterogeneous media without scale separation and in the high frequency regime where the wavenumber $k$ can be large. The main innovation is that our…

Numerical Analysis · Mathematics 2022-10-21 Yifan Chen , Thomas Y. Hou , Yixuan Wang

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…

Numerical Analysis · Mathematics 2023-01-30 Zhiqiang Cai , Binghe Chen , Jing Yang

In this paper, we present a numerical homogenization scheme for indefinite, time-harmonic Maxwell's equations involving potentially rough (rapidly oscillating) coefficients. The method involves an $\mathbf{H}(\mathrm{curl})$-stable,…

Numerical Analysis · Mathematics 2017-12-01 Barbara Verfürth

We study homogenization problem for the stationary Maxwell system. It is supposed that the magnetic permeability and the dielectric permittivity locally close to fast-oscillating (with respect to some small parameter) periodic functions…

Mathematical Physics · Physics 2011-01-28 Alexey A. Pozharskii

In this paper, a method to solve functionally commutative time- dependent linear homogeneous differential equation is discussed. We apply this technique to solve some dynamical quantum problems.

Quantum Physics · Physics 2016-07-07 Takeo Kamizawa

We introduce an adaptive superconvergent finite element method for a class of mixed formulations to solve partial differential equations involving a diffusion term. It combines a superconvergent postprocessing technique for the primal…

Numerical Analysis · Mathematics 2025-02-03 Ignacio Muga , Sergio Rojas , Patrick Vega

In this paper, we provide an analysis of a recently proposed multicontinuum homogenization technique. The analysis differs from those used in classical homogenization methods for several reasons. First, the cell problems in multicontinuum…

Numerical Analysis · Mathematics 2025-04-23 Wing Tat Leung