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This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedure which allows to compute such approximations online, i.e.…

Methodology · Statistics 2018-03-14 Pierre Gloaguen , Marie-Pierre Etienne , Sylvain Le Corff

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the maximum of the finite number of continuously differentiable (in…

Optimization and Control · Mathematics 2023-05-04 Alexander Fominyh

An extension of the regularized least-squares in which the estimation parameters are stretchable is introduced and studied in this paper. The solution of this ridge regression with stretchable parameters is given in primal and dual spaces…

Machine Learning · Computer Science 2018-06-12 Kar-Ann Toh , Lei Sun , Zhiping Lin

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…

Numerical Analysis · Mathematics 2016-09-14 David B. Stein , Robert D. Guy , Becca Thomases

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have…

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

In this paper we provide a reconstruction algorithm for piecewise-smooth functions with a-priori known smoothness and number of discontinuities, from their Fourier coefficients, posessing the maximal possible asymptotic rate of convergence…

Numerical Analysis · Mathematics 2014-03-18 Dmitry Batenkov

We propose a spectral solver for the Poisson equation on a square domain, achieving optimal complexity through the ultraspherical spectral method and the alternating direction implicit (ADI) method. Compared with the state-of-the-art…

Numerical Analysis · Mathematics 2025-02-25 Ouyuan Qin

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

In this study we develop a systematic procedure to construct a Poisson operator that describes the dynamics of a three dimensional nonholonomic system. Instead of reducing by symmetry the antisymmetric operator that links the energy…

Mathematical Physics · Physics 2020-12-22 Naoki Sato

We develop innovative algorithms for solving the strong-constraint formulation of four-dimensional variational data assimilation in large-scale applications. We present a space-time decomposition approach that employs domain decomposition…

Numerical Analysis · Mathematics 2022-05-16 Luisa D'Amore. Emil Constantinescu , Luisa Carracciuolo

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

We present an approximation scheme for functions in three dimensions, that requires only their samples on the Cartesian grid, under the assumption that the functions are sufficiently concentrated in both space and frequency. The scheme is…

Numerical Analysis · Mathematics 2022-12-16 Rami Katz , Yoel Shkolnisky

We develop a quantum algorithm for solving high-dimensional fractional Poisson equations. By applying the Caffarelli-Silvestre extension, the $d$-dimensional fractional equation is reformulated as a local partial differential equation in…

Numerical Analysis · Mathematics 2025-05-06 Shi Jin , Nana Liu , Yue Yu

We introduce a new method for constructing solenoidal extensions of fairly general boundary data in (2d or 3d) cubes that contain an obstacle. This method allows us to provide explicit bounds for the Dirichlet norm of the extensions. It…

Analysis of PDEs · Mathematics 2020-06-22 Ilaria Fragalà , Filippo Gazzola , Gianmarco Sperone

Numerical algorithms for solving problems of mathematical physics on modern parallel computers employ various domain decomposition techniques. Domain decomposition schemes are developed here to solve numerically initial/boundary value…

Numerical Analysis · Computer Science 2011-02-04 Petr N. Vabishchevich

The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes

The main result of this paper is a proof of the continuity of a family of integral functionals defined on the space of functions of bounded variation with respect to a topology under which smooth functions are dense. These functionals occur…

Analysis of PDEs · Mathematics 2014-11-24 Filip Rindler , Giles Shaw

Meshing of geometric domains having curved boundaries by affine simplices produces a polytopial approximation of those domains. The resulting error in the representation of the domain limits the accuracy of finite element methods based on…

Numerical Analysis · Mathematics 2018-02-09 James Cheung , Mauro Perego , Pavel Bochev , Max Gunzburger