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In this paper, we design and analyze a Hybrid-High Order (HHO) approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages, for instance, it supports arbitrary order of…

Numerical Analysis · Mathematics 2021-11-01 Thirupathi Gudi , Gouranga Mallik , Tamal Pramanick

In the last decade, the perfectly matched layer (PML) approach has proved a flexible and accurate method for the simulation of waves in unbounded media. Most PML formulations, however, usually require wave equations stated in their standard…

Numerical Analysis · Mathematics 2010-01-05 Marcus J. Grote , Imbo Sim

We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori…

Numerical Analysis · Mathematics 2021-06-17 Martin Eigel , Oliver Ernst , Björn Sprungk , Lorenzo Tamellini

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

In this paper, a novel sixth order energy-conserved method is proposed for solving the three-dimensional time-domain Maxwell's equations. The new scheme preserves five discrete energy conservation laws, three momentum conservation laws,…

Numerical Analysis · Mathematics 2018-02-06 Chaolong Jiang , Wenjun Cai , Yushun Wang , Haochen Li

A novel time domain solver of Maxwell's equations in passive (dispersive and absorbing) media is proposed. The method is based on the path integral formalism of quantum theory and entails the use of ({\it i}) the Hamiltonian formalism and…

Numerical Analysis · Mathematics 2025-10-20 Sergei V. Shabanov

We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…

Numerical Analysis · Mathematics 2021-07-14 Gregor Gantner , Alexander Haberl , Dirk Praetorius , Stefan Schimanko

With a view to having further insight into the mathematical content of the non-Hermitian Hamiltonian associaterd with the diffusion-reaction (D-R) equation in one dimension, we investigate (a) the solitary wave solutions of certain types of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 R. S. Kaushal

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi

We propose Hermite-NGP, a gradient-augmented multi-resolution hash encoding designed to enable fast and accurate computation of spatial derivatives for neural PDE solvers. Unlike existing NGP-based approaches that rely on automatic…

Machine Learning · Computer Science 2026-05-26 Jinjin He , Zhiqi Li , Sinan Wang , Bo Zhu

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper, we propose a fast distributed solver for linear equations given by symmetric diagonally dominant M-Matrices. Our approach is based on a distributed implementation of the parallel solver of Spielman and Peng by considering a…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-12 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built…

Numerical Analysis · Mathematics 2020-09-09 Yupeng Ren , Yulong Xing , Jianxian Qiu

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2008-04-04 F. Cavalli , M. Semplice

Multiscale problems are computationally costly to solve by direct simulation because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods…

Numerical Analysis · Mathematics 2011-11-11 Björn Engquist , Henrik Holst , Olof Runborg

We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…

Optimization and Control · Mathematics 2017-09-21 Jason E. Hicken , Pengfei Meng , Alp Dener

In this work we investigate the computation of dispersion relation (i.e., band functions) for three-dimensional photonic crystals, formulated as a parameterized Maxwell eigenvalue problem, using a novel hp-adaptive sampling algorithm. We…

Numerical Analysis · Mathematics 2024-06-18 Yueqi Wang , Richard Craster , Guanglian Li

In this work, we propose the Haar wavelet method for the coupled degenerate reaction-diffusion PDEs and the ODEs having non-linear a source with Neumann boundary, applicable in various fields of the natural sciences, engineering, and…

Numerical Analysis · Mathematics 2019-02-21 Meena Pargaei , B. V. Rathish Kumar

In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher-order extension of the localized orthogonal decomposition method combined with a higher-order time stepping scheme and…

Numerical Analysis · Mathematics 2024-07-23 Felix Krumbiegel , Roland Maier
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