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We address the study of a class of 1D nonlocal conservation laws from a numerical point of view. First, we present an algorithm to numerically integrate them and prove its convergence. Then, we use this algorithm to investigate various…

Numerical Analysis · Mathematics 2013-03-26 Paulo Amorim , Rinaldo M. Colombo , Andreia Teixeira

Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…

Numerical Analysis · Mathematics 2018-05-01 Yue Mei , Daniel E. Hurtado , Sanjay Pant , Ankush Aggarwal

The goal of this paper is twofold. First, we present a unified way of formulating numerical integration problems from both approximation theory and discrepancy theory. Second, we show how techniques, developed in approximation theory, work…

Numerical Analysis · Mathematics 2017-11-21 V. N. Temlyakov

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…

Numerical Analysis · Mathematics 2021-09-22 Tobias Leibner , Mario Ohlberger

The recent hardware trend towards reduced precision computing has reignited the interest in numerical techniques that can be used to enhance the accuracy of floating point operations beyond what is natively supported for basic arithmetic…

Numerical Analysis · Mathematics 2026-02-24 Longfei Gao , Frimpong Baidoo

In a recent work, we developed three new compact numerical quadrature formulas for finite-range periodic supersingular integrals $I[f]=\intBar^b_a f(x)\,dx$, where $f(x)=g(x)/(x-t)^3,$ assuming that $g\in C^\infty[a,b]$ and $f(x)$ is…

Numerical Analysis · Mathematics 2021-02-15 Avram Sidi

In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh…

Numerical Analysis · Mathematics 2019-11-27 Chang Yang , Fabrice Deluzet , Jacek Narski

We present recent results on optimal algorithms for numerical integration and several open problems. The paper has six parts: 1. Introduction 2. Lower Bounds 3. Universality 4. General Domains 5. iid Information 6. Concluding Remarks

Numerical Analysis · Mathematics 2023-07-14 Erich Novak

It is an established fact that a finite difference operator approximates a derivative with a fixed algebraic rate of convergence. Nevertheless, we exhibit a new finite difference operator and prove it has spectral accuracy. Its rate of…

Numerical Analysis · Mathematics 2019-07-01 Andre Nachbin

The method of regularized stokeslets is a powerful numerical method to solve the Stokes flow equations for problems in biological fluid mechanics. A recent variation of this method incorporates a nearest-neighbor discretization to improve…

Fluid Dynamics · Physics 2018-06-06 Meurig T. Gallagher , Debajyoti Choudhuri , David J. Smith

This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…

Numerical Analysis · Mathematics 2020-02-20 Francisco J. Fernández , F. Adrián F. Tojo

An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…

Chemical Physics · Physics 2018-11-01 Dimitri Laikov

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

Standard numerical integrators suffer from an order reduction when applied to nonlinear Schr\"{o}dinger equations with low-regularity initial data. For example, standard Strang splitting requires the boundedness of the solution in $H^{r+4}$…

Numerical Analysis · Mathematics 2019-06-04 Marvin Knöller , Alexander Ostermann , Katharina Schratz

In many practical applications, spatial data are often collected at areal levels (i.e., block data) and the inferences and predictions about the variable at points or blocks different from those at which it has been observed typically…

Computation · Statistics 2020-01-10 Peter Simonson , Douglas Nychka , Soutir Bandyopadhyay

This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…

Probability · Mathematics 2021-08-31 Nhu Nguyen , George Yin

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

Numerical Analysis · Mathematics 2024-08-23 Herbert Egger , Felix Engertsberger , Bogdan Radu

We propose and analyze numerical methods for the Heath-Jarrow-Morton (HJM) model. To construct the methods, we first discretize the infinite dimensional HJM equation in maturity time variable using quadrature rules for approximating the…

Computational Finance · Quantitative Finance 2016-06-07 M. Krivko , M. V. Tretyakov

We present new higher-order quadratures for a family of boundary integral operators re-derived using the approach introduced in [Kublik, Tanushev, and Tsai - J. Comp. Phys. 247: 279-311, 2013]. In this formulation, a boundary integral over…

Numerical Analysis · Mathematics 2022-04-04 Federico Izzo , Olof Runborg , Richard Tsai

The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However,…

Optimization and Control · Mathematics 2020-03-26 Juan Di Mauro , Hugo D. Scolnik
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