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Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

This paper is concerned with an efficient numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Being a hybrid, analytical-numerical approach it does not have to resolve each oscillation, in…

Numerical Analysis · Mathematics 2021-08-06 Jannis Körner , Anton Arnold , Kirian Döpfner

The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…

Optimization and Control · Mathematics 2024-05-14 Safouane Taoufik , Badr Missaoui

Obtainable computational efficiency is evaluated when using an Adaptive Mesh Refinement (AMR) strategy in time accurate simulations governed by sets of conservation laws. For a variety of 1D, 2D, and 3D hydro- and magnetohydrodynamic…

Astrophysics · Physics 2009-11-10 R. Keppens , M. Nool , G. Toth , J. P. Goedbloed

We describe a powerful methodology for numerical solution of 3-D self-gravitational hydrodynamics problems with extremely high resolution. Our method utilizes the technique of local adaptive mesh refinement (AMR), employing multiple grids…

Astrophysics · Physics 2016-01-27 Richard I. Klein , Robert T. Fisher , Christopher F. McKee , J. Kelly Truelove

The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…

Optimization and Control · Mathematics 2020-11-18 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch

It is found that the wave functions of the Gross-Pitaevskii equation (GPE) often vary significantly in different spatial regions, with some components exhibiting sharp variations while others remain smooth. Solving the GPE on a single mesh,…

Numerical Analysis · Mathematics 2026-01-14 Mingzhe Li , Yang Kuang , Zhicheng Hu

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

Numerical Analysis · Mathematics 2022-10-21 Ángel J. Omella , David Pardo

Integrable self-adaptive moving mesh schemes for short pulse type equations (the short pulse equation, the coupled short pulse equation, and the complex short pulse equation) are investigated. Two systematic methods, one is based on…

Exactly Solvable and Integrable Systems · Physics 2014-04-03 Bao-Feng Feng , Ken-ichi Maruno , Yasuhiro Ohta

The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…

Numerical Analysis · Mathematics 2021-04-29 Luke Lozenski , Umberto Villa

An equation of Monge-Amp\`ere type has, for the first time, been solved numerically on the surface of the sphere in order to generate optimally transported (OT) meshes, equidistributed with respect to a monitor function. Optimal transport…

Numerical Analysis · Mathematics 2016-02-17 Hilary Weller , Philip Browne , Chris Budd , Mike Cullen

We explore the problem of approximate matrix multiplication (AMM) within the sliding window model, where algorithms utilize limited space to perform large-scale matrix multiplication in a streaming manner. This model has garnered increasing…

Data Structures and Algorithms · Computer Science 2025-02-27 Ziqi Yao , Mingsong Chen , Cheng Chen

This paper studies the numerical solution of traveling singular sources problems. In such problems, a big challenge is the sources move with different speeds, which are described by some ordinary differential equations. A…

Numerical Analysis · Mathematics 2018-11-30 Zhicheng Hu , Keiwei Liang

This paper proposes a numerical method for solving time-dependent Schrodinger equations with finite spectral bandwidth, which applies to both periodic and non-periodic cases. We introduce the concept of Pulse Width Modulation (PWM), which…

Quantum Physics · Physics 2022-09-23 Qi-Ming Chen , Re-Bing Wu

We study the question of well-posedness of the Cauchy problem for Schr\"odinger maps from $\rone \times \rtwo$ to the sphere $\stwo$ or to ${\mathbb H^2}$, the hyperbolic space. The idea is to choose an appropriate gauge change so that the…

Analysis of PDEs · Mathematics 2007-05-23 Andrea Nahmod , Atanas Stefanov , Karen Uhlenbeck

The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…

Machine Learning · Computer Science 2017-07-20 Zheng Xu , Mario A. T. Figueiredo , Tom Goldstein

In this paper, we show that the adaptive projected subgradient method (APSM) is bounded perturbation resilient. To illustrate a potential application of this result, we propose a set-theoretic framework for MIMO detection, and we devise…

Signal Processing · Electrical Eng. & Systems 2023-05-10 Jochen Fink , Renato L. G. Cavalcante , Slawomir Stanczak

Simulating physical systems is essential in engineering, but analytical solutions are limited to straightforward problems. Consequently, numerical methods like the Finite Element Method (FEM) are widely used. However, the FEM becomes…

Machine Learning · Computer Science 2026-01-30 Niklas Freymuth , Philipp Dahlinger , Tobias Würth , Simon Reisch , Luise Kärger , Gerhard Neumann

We describe and implement an adaptive particle-mesh algorithm to solve the Poisson equation for grid-based hydrodynamics codes with nested grids. The algorithm is implemented and extensively tested within the astrophysical code Enzo against…

Instrumentation and Methods for Astrophysics · Physics 2015-06-23 Jean-Claude Passy , Greg L. Bryan

This paper is concerned with the time-domain stochastic acoustic scattering problem driven by a spatially white additive Gaussian noise. The main contributions of the work are twofold. First, we prove the existence and uniqueness of the…

Numerical Analysis · Mathematics 2025-08-19 Hongxia Guo , Tianjiao Wang , Xiang Xu , Yue Zhao
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