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In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…

Numerical Analysis · Mathematics 2025-02-19 Ariel Neufeld , Sizhou Wu

In this work, we propose and compare several approaches to solve the Boltzmann equation with uncertain parameters, including multi-level Monte Carlo and multi-fidelity methods that employ an asymptotic-preserving-hybrid (APH) scheme (Filbet…

Numerical Analysis · Mathematics 2025-07-29 Yiwen Lin , Liu Liu

In the present study, the multiphase volume distribution problem, where there can be an arbitrary number of phases, is addressed using a consistent and conservative volume distribution algorithm. The proposed algorithm satisfies the…

Computational Physics · Physics 2021-06-24 Ziyang Huang , Guang Lin , Arezoo M. Ardekani

Symplectic integrators are the established standard for long-term simulations of nearly-integrable Hamiltonian systems due to their preservation of geometric structures. However, they suffer from an inherent limitation: secular phase-shift…

Numerical Analysis · Mathematics 2026-02-19 Mingwei Fu , Bin Shi

Simulating compositional multiphase flow in porous media is a challenging task, especially when phase transition is taken into account. The main problem with phase transition stems from the inconsistency of the primary variables such as…

Numerical Analysis · Mathematics 2021-01-08 Q. M. Bui , H. C. Elman

This is a companion paper of [Mixed equilibrium solution of time-inconsistent stochastic LQ problem, arXiv:1802.03032], where general theory has been established to characterize the open-loop equilibrium control, feedback equilibrium…

Optimization and Control · Mathematics 2018-03-26 Yuan-Hua Ni , Xun Li , Ji-Feng Zhang , Miroslav Krstic

Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…

Probability · Mathematics 2025-12-25 Yuanping Cui , Xiaoyue Li , Yi Liu , Fengyu Wang

In this paper, we discuss the application of the Generalized Finite Element Method (GFEM) to approximate the solutions of quasilinear elliptic equations with multiple interfaces in one dimensional space. The problem is characterized by…

Numerical Analysis · Mathematics 2021-02-02 Tilsa Aryeni , Quanling Deng , Victor Ginting

Joint utilization of multiple discrete frequency bands can enhance the accuracy of delay estimation. Although some unique challenges of multiband fusion, such as phase distortion, oscillation phenomena, and high-dimensional search, have…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Zhixiang Hu , An Liu , Minjian Zhao

The radial basis function (RBF) and quasi Monte Carlo (QMC) methods are two very promising schemes to handle high-dimension problems with complex and moving boundary geometry due to the fact that they are independent of dimensionality and…

Numerical Analysis · Mathematics 2025-10-20 W. Chen , J. He

High-dimensional nonlinear mechanical systems admit quasi-periodic solutions that are essential for the understanding of the dynamical systems. These quasi-periodic solutions stay on some invariant tori governed by complex PDEs in…

Numerical Analysis · Mathematics 2025-08-11 Junqing Wu , Ling Hong , Mingwu Li , Jun Jiang

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

An analytic gradient approach for the computation of derivatives of parity-violating (PV) potentials with respect to displacements of the nuclei in chiral molecules is described and implemented within a quasirelativistic mean-field…

Chemical Physics · Physics 2023-12-19 Sascha A Brück , Nityananda Sahu , Konstantin Gaul , Robert Berger

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

Numerical Analysis · Mathematics 2021-11-17 Gustav Ludvigsson , Kyle R. Steffen , Simon Sticko , Siyang Wang , Qing Xia , Yekaterina Epshteyn , Gunilla Kreiss

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

A numerical framework for constructing full-dimensional quasi-periodic solutions in nearly integrable systems was recently developed by Fu and Shi[2026]. Based on an alternating scheme, this approach effectively overcomes the secular drift…

Numerical Analysis · Mathematics 2026-05-05 Mingwei Fu , Bin Shi

We describe a numerical method for the solution of acoustic exterior scattering problems based on the time-domain boundary integral representation of the solution. As the spatial discretization of the resulting time-domain boundary integral…

Numerical Analysis · Mathematics 2022-03-03 Ebraheem Aldahham , Lehel Banjai

In this paper we propose a new method to detect and classify coexisting solutions in nonlinear systems. We focus on mechanical and structural systems where we usually avoid multistability for safety and reliability. We want to be sure that…

Adaptation and Self-Organizing Systems · Physics 2016-02-12 P. Brzeski , M. Lazarek , T. Kapitaniak , J. Kurths , P. Perlikowski

This paper proposes a predefined-time (PDT) neurodynamic approach with time-varying coefficients for solving mixed variational inequality problems (MVIs). A class of first-order proximal neurodynamic models is developed to guarantee…

Optimization and Control · Mathematics 2026-05-13 Vajahat Karim Khan , Md. Kalimuddin Ahmad

High frequency integral equation methodologies display the capability of reproducing single-scattering returns in frequency-independent computational times and employ a Neumann series formulation to handle multiple-scattering effects. This…

Numerical Analysis · Mathematics 2018-01-16 Yassine Boubendir , Fatih Ecevit , Fernando Reitich