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This article proposes a hybrid adaptive numerical method based on the Dual Reciprocity Method (DRM) to solve problems with non-linear boundary conditions and large-scale problems, named Hybrid Adaptive Dual Reciprocity Method (H-DRM). The…

Numerical Analysis · Mathematics 2024-10-30 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

Analysis of PDEs · Mathematics 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…

Mathematical Finance · Quantitative Finance 2016-10-06 Christopher W. Miller

We introduce a variational algorithm, which solves the classical inverse Sturm-Liouville problem when two spectra are given. In contrast to other approaches, it recovers the potential as well as the boundary conditions without a priori…

Numerical Analysis · Mathematics 2009-09-29 Norbert Roehrl

Two new approaches to solving first-order quasilinear elliptic systems of PDEs in many dimensions are proposed. The first method is based on an analysis of multimode solutions expressible in terms of Riemann invariants, based on links…

Mathematical Physics · Physics 2014-10-01 A. M. Grundland , V. Lamothe

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

Probability · Mathematics 2012-11-19 Tusheng Zhang

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

We study periodic homogenization problems for second-order pde in half-space type domains with Neumann boundary conditions. In particular, we are interested in "singular problems" for which it is necessary to determine both the homogenized…

Analysis of PDEs · Mathematics 2009-10-27 Guy Barles , Francesca Da Lio , Pierre-Louis Lions , Panagiotis E. Souganidis

The goal of this paper is to study some possibly degenerate elliptic equation in a bounded domain with a nonlinear boundary condition involving measure data. We investigate two types of problems: the first one deals with the laplacian in a…

Analysis of PDEs · Mathematics 2010-03-01 Thierry Gallouët , Yannick Sire

The Monotonocity Principle (MP), stating a monotonic relationship between a material property and a proper corresponding boundary operator, is attracting great interest in the field of inverse problems, because of its fundamental role in…

In this article, a posteriori error analysis of the elliptic obstacle problem is addressed using hybrid high-order methods. The method involve cell unknowns represented by degree-$r$ polynomials and face unknowns represented by degree-$s$…

Numerical Analysis · Mathematics 2024-05-09 Kamana Porwal , Ritesh Singla

In this study, we consider the numerical solution of the Neumann initial boundary value problem for the wave equation in 2D domains. Employing the Laguerre transform with respect to the temporal variable, we effectively transform this…

Numerical Analysis · Mathematics 2023-11-20 Roman Chapko , Leonidas Mindrinos

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

In this short note we provide a quantitative version of the classical Runge approximation property for second order elliptic operators. This relies on quantitative unique continuation results and duality arguments. We show that these…

Analysis of PDEs · Mathematics 2017-08-22 Angkana Rüland , Mikko Salo

In this paper we develop an $hp$-adaptive procedure for the numerical solution of general second-order semilinear elliptic boundary value problems, with possible singular perturbation. Our approach combines both adaptive Newton schemes and…

Numerical Analysis · Mathematics 2016-07-25 Paul Houston , Thomas P. Wihler

Gauge-invariant boundary conditions in Euclidean quantum gravity can be obtained by setting to zero at the boundary the spatial components of metric perturbations, and a suitable class of gauge-averaging functionals. This paper shows that,…

High Energy Physics - Theory · Physics 2009-10-30 Ivan G. Avramidi , Giampiero Esposito , Alexander Yu. Kamenshchik

We study inverse boundary problems for semilinear Schr\"odinger equations on smooth compact Riemannian manifolds of dimensions $\ge 2$ with smooth boundary, at a large fixed frequency. We show that certain classes of cubic nonlinearities…

Analysis of PDEs · Mathematics 2024-02-21 Katya Krupchyk , Shiqi Ma , Suman Kumar Sahoo , Mikko Salo , Simon St-Amant