Related papers: Open Source Implementations of Numerical Algorithm…
Let $A(x)=A\_0+x\_1A\_1+...+x\_nA\_n$ be a linear matrix, or pencil, generated by given symmetric matrices $A\_0,A\_1,...,A\_n$ of size $m$ with rational entries. The set of real vectors x such that the pencil is positive semidefinite is a…
We review some recent developments in numerical algorithms to solve the time-dependent Maxwell equations for systems with spatially varying permittivity and permeability. We show that the Suzuki product-formula approach can be used to…
In this work we study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. These equations are formulated in an infinite horizon framework and provide a probabilistic representation for elliptic…
This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…
We present a discontinuous Galerkin internal-penalty scheme that is applicable to a large class of linear and nonlinear elliptic partial differential equations. The unified scheme can accommodate all second-order elliptic equations that can…
We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by…
There exist sound literature and algorithms for computing Liouvillian solutions for the important problem of linear ODEs with rational coefficients. Taking as sample the 363 second order equations of that type found in Kamke's book, for…
We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…
We give closed form evaluations for many families of integrals, whose integrands contain algebraic functions of the complete elliptic integrals $K$ and $E$. Our methods exploit the rich structures connecting complete elliptic integrals,…
In this paper, we develop an efficient spectral-Galerkin-type search extension method (SGSEM) for finding multiple solutions to semilinear elliptic boundary value problems. This method constructs effective initial data for multiple…
We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…
The Deligne-Ogus-Shioda theorem guarantees the existence of isomorphisms between products of supersingular elliptic curves over finite fields. In this paper, we present methods for explicitly computing these isomorphisms in polynomial time,…
We present a novel certified and complete algorithm to compute arrangements of real planar algebraic curves. It provides a geometric-topological analysis of the decomposition of the plane induced by a finite number of algebraic curves in…
In our preceding paper, we have proposed an algorithm for obtaining finite-norm solutions of higher-order linear ordinary differential equations of the Fuchsian type [\sum_m p_m (x) (d/dx)^m] f(x) = 0 (where p_m is a polynomial with…
Symplectic integrators are the established standard for long-term simulations of nearly-integrable Hamiltonian systems due to their preservation of geometric structures. However, they suffer from an inherent limitation: secular phase-shift…
Ensemble Kalman inversion (EKI) is a sequential Monte Carlo method used to solve inverse problems within a Bayesian framework. Unlike backpropagation, EKI is a gradient-free optimization method that only necessitates the evaluation of…
Algorithms for the computation of the real zeros of hypergeometric functions which are solutions of second order ODEs are described. The algorithms are based on global fixed point iterations which apply to families of functions satisfying…
A new algorithms for computing discrete logarithms on elliptic curves defined over finite fields is suggested. It is based on a new method to find zeroes of summation polynomials. In binary elliptic curves one is to solve a cubic system of…
Three algorithms of Gram-Schmidt type are given that produce an orthogonal decomposition of finite $d$-dimensional symmetric, alternating, or Hermitian forms over division rings. The first uses $d^3/3+O(d^2)$ ring operations with very…
Geometric integration theory can be employed when numerically solving ODEs or PDEs with constraints. In this paper, we present several one-step algorithms of various orders for ODEs on a collection of spheres. To demonstrate the versatility…