Related papers: Fourier series (based) multiscale method for compu…
The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs), introduced in [21], uses a uniform space grid. In this paper we utilize a tree-like spatial discretization that approximates…
The fast algorithms in Fourier optics have invigorated multifunctional device design and advanced imaging technologies. However, the necessity for fast computations has led to limitations in the widely used conventional Fourier methods,…
Multiscale techniques have been widely shown to potentially overcome the limitation of homogenization schemes in representing the microscopic failure mechanisms in heterogeneous media as well as their influence on their structural response…
In this study, we introduce and explore a delay differential equation that lends itself to explicit solutions in the Fourier-transformed space. Through the careful alignment of the initial function, we can construct a highly accurate…
In even-dimensional Euclidean space for integer powers of the Laplacian greater than or equal to the dimension divided by two, a fundamental solution for the polyharmonic equation has logarithmic behavior. We give two approaches for…
Point forecasting of univariate time series is a challenging problem with extensive work having been conducted. However, nonparametric probabilistic forecasting of time series, such as in the form of quantiles or prediction intervals is an…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…
The Fourier spectrum is a family of dimensions that interpolates between the Fourier and Hausdorff dimensions and are defined in terms of certain energies which capture Fourier decay. In this paper we obtain a convenient discrete…
We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…
Fourier Series is the second of monographs we present on harmonic analysis. Harmonic analysis is one of the most fascinating areas of research in mathematics. Its centrality in the development of many areas of mathematics such as partial…
We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…
This paper presents a Carleman-Fourier linearization method for nonlinear dynamical systems with periodic vector fields involving multiple fundamental frequencies. By employing Fourier basis functions, the nonlinear dynamical system is…
The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is…
A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…
A novel method, connecting the space of solutions of a linear differential equation, of arbitrary order, to the space of monomials, is used for exploring the algebraic structure of the solution space. Apart from yielding new expressions for…
A discrete Fourier analysis on the dodecahedron is studied, from which results on a tetrahedron is deduced by invariance. The results include Fourier analysis in trigonometric functions, interpolation and cubature formulas on these domains.…
Multiperforated plates exhibit high gradients and a loss of regularity concentrated in a boundary layer for which a direct numerical simulation becomes very expensive. For elliptic equations the solution at some distance of the boundary is…
Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
Differential equations may possess coefficients that vary on a spectrum of scales. Because coefficients are typically multiplicative in real space, they turn into convolution operators in spectral space, mixing all wavenumbers. However, in…