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In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

Optimization and Control · Mathematics 2017-05-23 Xiao Wang , Shiqian Ma , Donald Goldfarb , Wei Liu

Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…

Numerical Analysis · Mathematics 2022-02-08 Shantanu Shahane , Surya Pratap Vanka

In order to reduce the computational cost of the simulation of electromagnetic responses in geophysical settings that involve highly heterogeneous media, we develop a multiscale finite volume method with oversampling for the quasi-static…

Computational Physics · Physics 2016-10-10 Luz Angelica Caudillo Mata , Eldad Haber , Christoph Schwarzbach

This paper is to give an overview of AMG methods for solving large scale systems of equations such as those from the discretization of partial differential equations. AMG is often understood as the acronym of "Algebraic Multi-Grid", but it…

Numerical Analysis · Mathematics 2016-11-11 Jinchao Xu , Ludmil T Zikatanov

Accurate prediction of the macroscopic flow parameters needed to describe flow in porous media relies on a good knowledge of flow field distribution at a much smaller scale---in the pore spaces. The extent of the inertial effect in the pore…

Fluid Dynamics · Physics 2016-06-09 Bagus Putra Muljadi

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

We present a fast, unconditionally energy-stable numerical scheme for simulating vesicle deformation under osmotic pressure using a phase-field approach. The model couples an Allen-Cahn equation for the biomembrane interface with a…

Numerical Analysis · Mathematics 2026-01-16 Zhiwei Zhang , Shuwang Li , John Lowengrub , Steven M. Wise

We introduce a novel meshfree Galerkin method for the solution of Reissner-Mindlin plate problems that is written in terms of the primitive variables only (i.e., rotations and transverse displacement) and is devoid of shear-locking. The…

In this paper we present a new multiscale discontinuous Petrov--Galerkin method (MsDPGM) for multiscale elliptic problems. This method utilizes the classical oversampling multiscale basis in the framework of Petrov--Galerkin version of…

Numerical Analysis · Mathematics 2017-02-09 Song Fei , Deng Weibing

This work proposes a novel finite volume paradigm, the face-centred finite volume (FCFV) method. Contrary to the popular vertex (VCFV) and cell (CCFV) centred finite volume methods, the novel FCFV defines the solution on the mesh faces…

Numerical Analysis · Mathematics 2019-08-16 Ruben Sevilla , Matteo Giacomini , Antonio Huerta

In this article, we propose a finite volume limiter function for a reconstruction on the three-point stencil. Compared to classical limiter functions in the MUSCL framework, which yield $2^{\text{nd}}$-order accuracy, the new limiter is…

Numerical Analysis · Mathematics 2016-06-28 Birte Schmidtmann , Rémi Abgrall , Manuel Torrilhon

A second-order face-centred finite volume method (FCFV) is proposed. Contrary to the more popular cell-centred and vertex-centred finite volume (FV) techniques, the proposed method defines the solution on the faces of the mesh (edges in two…

Numerical Analysis · Mathematics 2019-11-12 Luan M Vieira , Matteo Giacomini , Ruben Sevilla , Antonio Huerta

This paper presents a new fast multipole boundary element method (FM-BEM) for solving the acoustic transmission problems in 2D periodic media. We divide the periodic media into many fundamental blocks, and then construct the boundary…

Numerical Analysis · Mathematics 2019-10-25 Wenhui Meng , Ruifei Liu

In this paper, we consider the classical robust adaptive beamforming (RAB) problem. Conventionally, this problem is solved either with an off-the-shelf solver like MOSEK or through the well-known RMVB algorithm based on Lagrange multiplier…

Optimization and Control · Mathematics 2026-03-11 Licheng Zhao , Rui Zhou , Wenqiang Pu

Constant modulus sequence set with low peak side-lobe level is a necessity for enhancing the performance of modern active sensing systems like Multiple Input Multiple Output (MIMO) RADARs. In this paper, we consider the problem of designing…

Signal Processing · Electrical Eng. & Systems 2020-09-08 Surya Prakash Sankuru , R Jyothi , Prabhu Babu , Mohammad Alaee-Kerahroodi

Mesh-free methods have significant potential for simulations of flows in complex geometries, with the difficulties of domain discretisation greatly reduced. However, many mesh-free methods are limited to low order accuracy. In order to…

Fluid Dynamics · Physics 2021-11-10 Jack King , Steven Lind

In this work, we build upon the recently introduced Multiscale Robin Coupled Method with Oversampling and Smoothing (MRCM-OS) to develop two highly efficient iterative multiscale methods. The MRCM-OS methodology demonstrated the ability to…

Numerical Analysis · Mathematics 2025-02-25 Dilong Zhou , Rafael T. Guiraldello , Felipe Pereira

We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach…

Numerical Analysis · Mathematics 2015-03-04 Jean-Marie Mirebeau

In this work, a simple fourth-order accurate finite volume semi-discrete scheme is introduced to solve astrophysical magnetohydrodynamics (MHD) problems on Cartesian meshes. Hydrodynamic quantities like density, momentum and energy are…

Computational Physics · Physics 2018-03-23 Prabal Singh Verma , Jean-Mathieu Teissier , Oliver Henze , Wolf-Christian Müller

The stochastic finite volume method (SFV method) is a high-order accurate method for uncertainty quantification (UQ) in hyperbolic conservation laws. However, the computational cost of SFV method increases for high-dimensional stochastic…

Numerical Analysis · Mathematics 2026-05-19 Ray Qu , Jesse Chan , Svetlana Tokareva
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