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We study the properties of an approximation of the Laplace operator with Neumann boundary conditions using volume penalization. For the one-dimensional Poisson equation we compute explicitly the exact solution of the penalized equation and…

Numerical Analysis · Mathematics 2014-03-27 Dmitry Kolomenskiy , Romain Nguyen van yen , Kai Schneider

Recently, it was found that a new set of simple techniques allow one to conveniently express ordinary integrals through differentiation. These techniques add to the general toolbox for integration and integral transforms such as the Fourier…

Mathematical Physics · Physics 2015-07-17 Achim Kempf , David M. Jackson , Alejandro H. Morales

Numerical solution of the Poisson equation in metallic enclosures, open at one or more ends, is important in many practical situations such as High Power Microwave (HPM) or photo-cathode devices. It requires imposition of a suitable…

Computational Physics · Physics 2015-10-16 Debabrata Biswas , Gaurav Singh , Raghwendra Kumar

Numerical experiments with smooth surface extension and image inpainting using harmonic and biharmonic functions are carried out. The boundary data used for constructing biharmonic functions are the values of the Laplacian and normal…

Analysis of PDEs · Mathematics 2018-09-25 S. B. Damelin , N. S. Hoang

New numerical algorithms based on rational functions are introduced that can solve certain Laplace and Helmholtz problems on two-dimensional domains with corners faster and more accurately than the standard methods of finite elements and…

Numerical Analysis · Mathematics 2022-10-12 Abinand Gopal , Lloyd N. Trefethen

We construct the asymptotic approximation to the first eigenvalue and corresponding eigensolution of Laplace's operator inside a domain containing a cloud of small rigid inclusions. The separation of the small inclusions is characterised by…

Mathematical Physics · Physics 2016-06-10 V. G. Maz'ya , A. B. Movchan , M. J. Nieves

Much research has been devoted to the problem of restoring Poissonian images, namely for medical and astronomical applications. However, the restoration of these images using state-of-the-art regularizers (such as those based on multiscale…

Optimization and Control · Mathematics 2012-10-10 Mário A. T. Figueiredo , José M. Bioucas-Dias

Laplace problems on planar domains can be solved by means of least-squares expansions associated with polynomial or rational approximations. Here it is shown that, even in the context of an analytic domain with analytic boundary data, the…

Numerical Analysis · Mathematics 2023-11-30 Lloyd N. Trefethen

We employ a variational approach to study the Neumann boundary value problem for the $p$-Laplacian on bounded smooth-enough domains in the metric setting, and show that solutions exist and are bounded. The boundary data considered are Borel…

Metric Geometry · Mathematics 2016-09-23 Lukáš Malý , Nageswari Shanmugalingam

We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…

Methodology · Statistics 2025-04-01 Uffe Høgsbro Thygesen , Kasper Kristensen

We explore the connections between Green's functions for certain differential equations, covariance functions for Gaussian processes, and the smoothing splines problem. Conventionally, the smoothing spline problem is considered in a setting…

Statistics Theory · Mathematics 2021-02-08 Lars Lau Raket

We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…

Probability · Mathematics 2022-10-19 Anugu Sumith Reddy , Amarjit Budhiraja , Amit Apte

The Bayesian approach to inverse problems provides a rigorous framework for the incorporation and quantification of uncertainties in measurements, parameters and models. We are interested in designing numerical methods which are robust…

Numerical Analysis · Mathematics 2020-06-29 Claudia Schillings , Björn Sprungk , Philipp Wacker

For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary distribution (when it exists), in terms of Cauchy integrals…

Probability · Mathematics 2020-06-11 Sandro Franceschi , Kilian Raschel

In this note we discuss how several results characterizing the qualitative behavior of solutions to the nonlinear Poisson equation can be generalized to harmonic maps with potential between complete Riemannian manifolds. This includes…

Differential Geometry · Mathematics 2017-08-04 Volker Branding

A bosonic Laplacian is a conformally invariant second order differential operator acting on smooth functions defined on domains in Euclidean space and taking values in higher order irreducible representations of the special orthogonal…

Analysis of PDEs · Mathematics 2020-06-30 Chao Ding , John Ryan

A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…

Classical Analysis and ODEs · Mathematics 2009-11-11 A. M. Mathai , R. K. Saxena , H. J. Haubold

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

In this paper, we study a maximization and a minimization problem associated with a Poisson boundary value problem. Optimal solutions in a set of rearrangements of a given function define stationary and stable flows of an ideal fluid in two…

Optimization and Control · Mathematics 2016-01-07 Seyyed Abbas Mohammadi

A variational approach is used to develop a robust numerical procedure for solving the nonlinear Poisson-Boltzmann equation. Following Maggs et al., we construct an appropriate constrained free energy functional, such that its…

Soft Condensed Matter · Physics 2020-04-29 M. Baptista , R. Schmitz , B. Duenweg