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The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

The fast Fourier transform (FFT) is undoubtedly an essential primitive that has been applied in various fields of science and engineering. In this paper, we present a decomposition method for parallelization of multi-dimensional FFTs with…

Numerical Analysis · Computer Science 2013-02-26 Truong Vinh Truong Duy , Taisuke Ozaki

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…

Numerical Analysis · Mathematics 2025-03-19 Sohail Reddy

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

Statistics Theory · Mathematics 2026-05-18 Guillaume Lecué , Zhifan Li , Zong Shang

Time-frequency analysis for non-linear and non-stationary signals is extraordinarily challenging. To capture features in these signals, it is necessary for the analysis methods to be local, adaptive and stable. In recent years,…

Numerical Analysis · Mathematics 2015-10-26 Antonio Cicone , Jingfang Liu , Haomin Zhou

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

Closing the gap between the hardware requirements of state-of-the-art convolutional neural networks and the limited resources constraining embedded applications is the next big challenge in deep learning research. The computational…

Kernel adaptive filtering (KAF) integrates traditional linear algorithms with kernel methods to generate nonlinear solutions in the input space. The standard approach relies on the representer theorem and the kernel trick to perform…

Signal Processing · Electrical Eng. & Systems 2025-01-16 Kan Li , Jose C. Principe

Fast-Fourier Transform (FFT) methods have been widely used in solid mechanics to address complex homogenization problems. However, current FFT-based methods face challenges that limit their applicability to intricate material models or…

Materials Science · Physics 2024-10-15 Mohit Pundir , David S. Kammer

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia

This study introduces pre-orthogonal adaptive Fourier decomposition (POAFD) to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli and Silvestre…

Numerical Analysis · Mathematics 2022-07-22 Pengtao Li , Tao Qian , Ieng Tak Leong , Wei Qu

In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Wei Zhou , Zhongren Feng , Xiongjiang Wang , Hao Lv

This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna…

Signal Processing · Electrical Eng. & Systems 2018-03-20 Chunyu Tan , Liming Zhang , Hau-tieng Wu

Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochastic approximation methods, such as Kiefer-Wolfowitz (KW) and…

Optimization and Control · Mathematics 2025-03-03 Guo Liang , Guangwu Liu , Kun Zhang

Solving high-dimensional Fokker-Planck (FP) equations is a challenge in computational physics and stochastic dynamics, due to the curse of dimensionality (CoD) and unbounded domains. Existing deep learning approaches, such as…

Computational Physics · Physics 2026-03-25 Xiaolong Wu , Qifeng Liao

We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

Numerical Analysis · Mathematics 2017-03-27 Sarah Osborn , Panayot Vassilevski , Umberto Villa

Random Feature Models (RFMs) have become a powerful tool for approximating multivariate functions and solving partial differential equations efficiently. Sparse Random Feature Expansions (SRFE) improve traditional RFMs by incorporating…

Numerical Analysis · Mathematics 2026-03-20 Ben Adcock , Khiem Can , Xuemeng Wang

We propose conformable Adomian decomposition method (CADM) for fractional partial differential equations (FPDEs). This method is a new Adomian decomposition method (ADM) based on conformable derivative operator (CDO) to solve FPDEs. At the…

General Mathematics · Mathematics 2017-04-11 Omer Acan , Dumitru Baleanu

Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and…

Numerical Analysis · Mathematics 2019-07-26 Karsten Kahl , Nils Kintscher