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This paper is concerned with orthonormal systems in real intervals, given with zero Dirichlet boundary conditions. More specifically, our interest is in systems with a skew-symmetric differentiation matrix (this excludes orthonormal…

Numerical Analysis · Mathematics 2023-02-09 Arieh Iserles

The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice of an orthonormal basis depends on a number of desirable…

Numerical Analysis · Mathematics 2026-03-13 Arieh Iserles , Marcus Webb

The subject of this paper is the design of efficient and stable spectral methods for time-dependent partial differential equations in unit balls. We commence by sketching the desired features of a spectral method, which is defined by a…

Numerical Analysis · Mathematics 2023-12-21 Jing Gao , Arieh Iserles

We demonstrate an application of the spectral method as a numerical approximation for solving Hyperbolic PDEs. In this method a finite basis is used for approximating the solutions. In particular, we demonstrate a set of such solutions for…

Mathematical Physics · Physics 2008-11-26 P. Pedram , M. Mirzaei , S. S. Gousheh

We present an overarching framework for stable spectral methods on a triangle, defined by a multivariate W-system and based on orthogonal polynomials on the triangle. Motivated by the Koornwinder orthogonal polynomials on the triangle, we…

Numerical Analysis · Mathematics 2024-08-05 Jing Gao , Arieh Iserles

Low-rank approximation using time-dependent bases (TDBs) has proven effective for reduced-order modeling of stochastic partial differential equations (SPDEs). In these techniques, the random field is decomposed to a set of deterministic…

Numerical Analysis · Mathematics 2022-11-08 Prerna Patil , Hessam Babaee

We present a spectral method for parabolic partial differential equations with zero Dirichlet boundary conditions. The region {\Omega} for the problem is assumed to be simply-connected and bounded, and its boundary is assumed to be a smooth…

Numerical Analysis · Mathematics 2012-04-02 Kendall Atkinson , Olaf Hansen , David Chien

A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…

Numerical Analysis · Mathematics 2012-08-16 Sheehan Olver , Alex Townsend

We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…

Numerical Analysis · Mathematics 2023-06-23 Lu Cheng , Kuan Xu

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

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Probability · Mathematics 2019-12-13 Andrea Pascucci , Antonello Pesce

Many PDEs involving fractional Laplacian are naturally set in unbounded domains with underlying solutions decay very slowly, subject to certain power laws. Their numerical solutions are under-explored. This paper aims at developing accurate…

Numerical Analysis · Mathematics 2019-05-08 Tao Tang , Li-Lian Wang , Huifang Yuan , Tao Zhou

Time-independent scattering methods are widely used to analyze transport in periodic $\mathcal{PT}$-symmetric systems. However, their predictions become unphysical when the system supports time-growing bound states (TGBSs), which manifest…

Quantum Physics · Physics 2026-05-12 Chao Zheng

In this article, we propose p and hp least-squares spectral element methods for one-dimensional elliptic boundary layer problems. Stability estimates are derived and we design numerical schemes based on minimizing the residuals in the sense…

Numerical Analysis · Mathematics 2025-08-26 Akhlaq Husain , Aliya Kazmi , Subhashree Mohapatra , Ziya Uddin

We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…

Numerical Analysis · Mathematics 2020-01-29 Alec Dektor , Daniele Venturi

This article proposes spectral numerical methods to solve the time evolution of convection problems with viscosity strongly depending on temperature at infinite Prandtl number. Although we verify the proposed techniques just for viscosities…

Computational Physics · Physics 2013-11-05 Jezabel Curbelo , Ana M. Mancho

We establish the existence of Lipschitz continuous solutions to the Cauchy Dirichlet problem for a class of evolutionary partial differential equations of the form $$ \partial_tu-\text{div}_x \nabla_\xi f(\nabla u)=0 $$ in a space-time…

Analysis of PDEs · Mathematics 2025-04-25 Verena Bögelein , Frank Duzaar , Giulia Treu

In this paper we obtain necessary and sufficient conditions for a linear bounded operator in a Hilbert space $H$ to have a three-diagonal complex symmetric matrix with non-zero elements on the first sub-diagonal in an orthonormal basis in…

Functional Analysis · Mathematics 2011-02-17 Sergey M. Zagorodnyuk

Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes…

Numerical Analysis · Mathematics 2020-05-29 Lehel Banjai , Christian Lubich , Joerg Nick

Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…

Statistics Theory · Mathematics 2016-07-19 Stefan Birr , Stanislav Volgushev , Tobias Kley , Holger Dette , Marc Hallin
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