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A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Methodology · Statistics 2021-03-15 Gregor Robinson , Ian Grooms

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

The variable-order fractional Laplacian plays an important role in the study of heterogeneous systems. In this paper, we propose the first numerical methods for the variable-order Laplacian $(-\Delta)^{\alpha({\bf x})/2}$ with $0 <…

Numerical Analysis · Mathematics 2024-02-06 Yixuan Wu , Yanzhi Zhang

The use of Laplacian eigenfunctions is ubiquitous in a wide range of computer graphics and geometry processing applications. In particular, Laplacian eigenbases allow generalizing the classical Fourier analysis to manifolds. A key drawback…

Graphics · Computer Science 2017-11-03 Simone Melzi , Emanuele Rodolà , Umberto Castellani , Michael M. Bronstein

Boundary integral equations are an efficient and accurate tool for the numerical solution of elliptic boundary value problems. The solution is expressed as a layer potential; however, the error in its evaluation grows large near the…

Numerical Analysis · Mathematics 2013-10-22 Alex H. Barnett

We present a unified framework for the construction of localized exponential integrators that bypasses the traditional trade-off between the accuracy of global spectral methods and the efficiency of sparse finite differences. By evaluating…

Numerical Analysis · Mathematics 2026-03-18 Víctor Bayona

The sparse approximation of high-frequency Helmholtz-type integral operators has many important physical applications such as problems in wave propagation and wave scattering. The discrete system matrices are huge and densely populated;…

Numerical Analysis · Mathematics 2019-07-29 Steffen Börm , Maria Lopez-Fernandez , Stefan Sauter

In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…

Optimization and Control · Mathematics 2013-02-11 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…

Numerical Analysis · Mathematics 2016-10-19 Molei Tao

We introduce a new notion of graph sparsificaiton based on spectral similarity of graph Laplacians: spectral sparsification requires that the Laplacian quadratic form of the sparsifier approximate that of the original. This is equivalent to…

Data Structures and Algorithms · Computer Science 2010-07-22 Daniel A. Spielman , Shang-Hua Teng

Solving partial differential equations (PDEs) efficiently is essential for analyzing complex physical systems. Recent advancements in leveraging deep learning for solving PDE have shown significant promise. However, machine learning…

Machine Learning · Computer Science 2024-02-16 Ruichen Li , Chuwei Wang , Haotian Ye , Di He , Liwei Wang

In this paper we solve the Helmholtz equation with multigrid preconditioned Krylov subspace methods. The class of Shifted Laplacian preconditioners are known to significantly speed-up Krylov convergence. However, these preconditioners have…

Analysis of PDEs · Mathematics 2013-09-06 Siegfried Cools , Wim Vanroose

For linear operators which factor with suitable assumptions concerning commutativity of the factors, we introduce several notions of a decomposition. When any of these hold then questions of null space and range are subordinated to the same…

Commutative Algebra · Mathematics 2007-05-23 A. Rod Gover , Josef Silhan

This survey hinges on the interplay between regularity and approximation for linear and quasi-linear fractional elliptic problems on Lipschitz domains. For the linear Dirichlet integral Laplacian, after briefly recalling H\"older regularity…

Numerical Analysis · Mathematics 2023-01-02 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

As the use of spectral/$hp$ element methods, and high-order finite element methods in general, continues to spread, community efforts to create efficient, optimized algorithms associated with fundamental high-order operations have grown.…

Numerical Analysis · Mathematics 2022-01-11 Edward Laughton , Vidhi Zala , Akil Narayan , Robert M. Kirby , David Moxey

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We propose a reformulation of the boundary integral equations for the Helmholtz equation in a domain in terms of incoming and outgoing boundary waves. We obtain transfer operator descriptions which are exact and thus incorporate features…

Classical Physics · Physics 2015-06-16 Stephen C Creagh , Hanya Ben Hamdin , Gregor Tanner

One of the main tools for solving linear systems arising from the discretization of the Helmholtz equation is the shifted Laplace preconditioner, which results from the discretization of a perturbed Helmholtz problem $-\Delta u - (k^2 + i…

Numerical Analysis · Mathematics 2020-06-18 Luis García Ramos , Reinhard Nabben

A boundary integral equation method for the 3-D Helmholtz equation in multilayered media with many quasi-periodic layers is presented. Compared with conventional quasi-periodic Green's function method, the new method is robust at all…

Numerical Analysis · Mathematics 2022-11-29 Bowei Wu , Min Hyung Cho

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

Numerical Analysis · Mathematics 2024-11-11 Johan Helsing , Shidong Jiang