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This paper considers linear rational expectations models in the frequency domain. The paper characterizes existence and uniqueness of solutions to particular as well as generic systems. The set of all solutions to a given system is shown to…

Econometrics · Economics 2024-11-20 Majid M. Al-Sadoon

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

A rigorous and powerful theoretical framework is proposed to obtain systems of orthogonal functions (or shape modes) to represent optical surfaces. The method is general so it can be applied to different initial shapes and different…

Numerical Analysis · Mathematics 2016-09-12 Chelo Ferreira , Jose L. Lopez , Rafael Navarro , Ester Perez Sinusia

Sparse spectral methods for solving partial differential equations have been derived in recent years using hierarchies of classical orthogonal polynomials on intervals, disks, and triangles. In this work we extend this methodology to a…

Numerical Analysis · Mathematics 2020-01-17 Ben Snowball , Sheehan Olver

In this work, we investigate (energy) stability of global radial basis function (RBF) methods for linear advection problems. Classically, boundary conditions (BC) are enforced strongly in RBF methods. By now it is well-known that this can…

Numerical Analysis · Mathematics 2021-02-11 Jan Glaubitz , Elise Le Mélédo , Philipp Öffner

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

Orthonormal bases serve as a powerful mathematical tool in theoretical and experimental optics. However, producing arbitrary optical fields in real-world experiments is limited by the hardware, which in many cases involves a phase-only…

Optics · Physics 2025-01-30 Daniël W. S. Cox , Ivo M. Vellekoop

In this exploratory article, we present a constructive method for scattering points on the surface of $d$ dimensional spheres which we believe is new and of interest. Indeed, the problem of uniformly distributing points on spheres is an…

Number Theory · Mathematics 2016-10-24 Béla Bajnok , Steven B. Damelin , Jenny Li , Gary L. Mullen

A collection of codes (in MATLAB & Fortran 77), and examples, for solving reaction-diffusion equations in one and two space dimensions is presented. In areas of the mathematical community spectral methods are used to remove the stiffness…

Numerical Analysis · Mathematics 2018-10-18 Richard V. Craster , Roberto Sassi

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

We develop a theoretical framework for the analysis of stabilized cut finite element methods for the Laplace-Beltrami operator on a manifold embedded in $\mathbb{R}^d$ of arbitrary codimension. The method is based on using continuous…

Numerical Analysis · Mathematics 2016-10-07 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing

We develop a spectral method for solving the incompressible generalized Navier--Stokes equations in the ball with no-flux and prescribed slip boundary conditions. The algorithm achieves an optimal complexity per time step of…

Numerical Analysis · Mathematics 2021-04-21 Nicolas Boullé , Jonasz Słomka , Alex Townsend

The aim of this short note is to give a synthetic presentation of the mathematical elements that are used to solve the elastic wave system of equations in a bounded anisotropic elastic body, in a general framework. In particular, the proof…

Analysis of PDEs · Mathematics 2023-07-04 Laurent Seppecher

An initial-boundary value problem for the 1D self-adjoint parabolic equation on the half-axis is solved. We study a broad family of two-level finite-difference schemes with two parameters related to averagings both in time and space.…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Natalya Koltsova

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

This paper proposes a new approach to construct high quality space-filling sample designs. First, we propose a novel technique to quantify the space-filling property and optimally trade-off uniformity and randomness in sample designs in…

We consider the 2D quasi-periodic scattering problem in optics, which has been modelled by a boundary value problem governed by Helmholtz equation with transparent boundary conditions. A spectral collocation method and a tensor product…

Numerical Analysis · Mathematics 2015-07-14 Kui Du

Pseudospectral time domain (PSTD) methods are widely used in many branches of acoustics for the numerical solution of the wave equation, including biomedical ultrasound and seismology. The use of the Fourier collocation spectral method in…

Computational Physics · Physics 2020-12-03 E. S. Wise , J. Jaros , B. T. Cox , B. E. Treeby