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The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…
Complementarity problems often permit distinct solutions, a fact of major significance in optimization, game theory and other fields. In this paper, we develop a numerical technique for computing multiple isolated solutions of…
We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…
This article demonstrates how variation of parameters can be successfully implemented in combination with other classical techniques, such as the method of characteristics, to derive novel classes of solutions to nonlinear partial…
Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…
Given an approximation to a multiple isolated solution of a polynomial system of equations, we have provided a symbolic-numeric deflation algorithm to restore the quadratic convergence of Newton's method. Using first-order derivatives of…
Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit this hierarchy to accelerate convergence by combining coarse-…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
In this paper, we introduce a numerical solution of a stochastic partial differential equation (SPDE) of elliptic type using polynomial chaos along side with polynomial approximation at Sinc points. These Sinc points are defined by a…
In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
We present Neural Spectral Methods, a technique to solve parametric Partial Differential Equations (PDEs), grounded in classical spectral methods. Our method uses orthogonal bases to learn PDE solutions as mappings between spectral…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such…
In this paper the concept of Multirate Partial Differential Equations (MPDEs) is applied to obtain an efficient solution for nonlinear low-frequency electrical circuits with pulsed excitation. The MPDEs are solved by a Galerkin approach and…
It is well known that Newton's method can have trouble converging if the initial guess is too far from the solution. Such a problem particularly occurs when this method is used to solve nonlinear elliptic partial differential equations…
The paper describes a numerical method for solving acoustic multibody scattering problems in two and three dimensions. The idea is to compute a highly accurate approximation to the scattering operator for each body through a local…
In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…
In this paper we discuss the local discontinuous Galerkin methods coupled with two specific explicit-implicit-null time discretizations for solving one-dimensional nonlinear diffusion problems $U_t=(a(U)U_x)_x$. The basic idea is to add and…