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In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations…

Numerical Analysis · Computer Science 2018-05-28 M. Hached , K. Jbilou

In this study, the $\theta$-method is used for discretizing a class of evolutionary partial differential equations. Then, we transform the resultant all-at-once linear system and introduce a novel one-sided preconditioner, which can be fast…

Numerical Analysis · Mathematics 2024-08-08 Yuan-Yuan Huang , Po Yin Fung , Sean Y. Hon , Xue-Lei Lin

Capturing solution near the singular point of any nonlinear SBVPs is challenging because coefficients involved in the differential equation blow up near singularities. In this article, we aim to construct a general method based on…

Numerical Analysis · Mathematics 2021-09-21 Amit K. Verma , Diksha Tiwari , Carlo Cattani

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this paper, we develop an efficient spectral-Galerkin-type search extension method (SGSEM) for finding multiple solutions to semilinear elliptic boundary value problems. This method constructs effective initial data for multiple…

Numerical Analysis · Mathematics 2023-08-15 Wei Liu , Ziqing Xie , Yongjun Yuan

This work proposes a new class of preconditioners for the low rank Generalized Minimal Residual Method (GMRES) for multiterm matrix equations arising from implicit timestepping of linear matrix differential equations. We are interested in…

Numerical Analysis · Mathematics 2024-10-11 Shixu Meng , Daniel Appelo , Yingda Cheng

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

We propose a low-rank method for solving the Helmholtz equation. Our approach is based on the WaveHoltz method, which computes Helmholtz solutions by applying a time-domain filter to the solution of a related wave equation. The wave…

Numerical Analysis · Mathematics 2025-10-13 Andreas Granath , Daniel Appelö , Siyang Wang

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

Machine Learning · Statistics 2014-02-13 Philipp Hennig , Søren Hauberg

It is well known that for singular inconsistent range-symmetric linear systems, the generalized minimal residual (GMRES) method determines a least squares solution without breakdown. The reached least squares solution may be or not be the…

Numerical Analysis · Mathematics 2024-01-24 Kui Du , Jia-Jun Fan , Fang Wang

This work is to provide a comprehensive treatment of the relationship between the theory of the generalized (palindromic) eigenvalue problem and the theory of the Sylvester-type equations. Under a regularity assumption for a specific matrix…

Numerical Analysis · Mathematics 2014-12-03 Matthew M. Lin , Chun-Yueh Chiang

This paper presents a fast high-order method for the solution of two-dimensional problems of scattering by penetrable inhomogeneous media, with application to high-frequency configurations containing (possibly) discontinuous refractivities.…

Numerical Analysis · Mathematics 2023-07-31 Oscar P. Bruno , Ambuj Pandey

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

Optimization and Control · Mathematics 2026-05-22 Felipe Arenas-Uribe , Hasan A. Poonawala , Jesse B. Hoagg

A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…

Numerical Analysis · Mathematics 2026-01-01 Maryam Babaei , Peter Rucz , Manfred Kaltenbacher , Stefan Schoder

A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza

In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…

Numerical Analysis · Mathematics 2018-07-04 Lingling Ma , Qiuqi Li , Lijian Jiang

Score-based generative models (SGMs) synthesize new data samples from Gaussian white noise by running a time-reversed Stochastic Differential Equation (SDE) whose drift coefficient depends on some probabilistic score. The discretization of…

Machine Learning · Computer Science 2022-08-11 Florentin Guth , Simon Coste , Valentin De Bortoli , Stephane Mallat

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

We introduce a very weak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time…

Numerical Analysis · Mathematics 2021-07-27 Julian Henning , Davide Palitta , Valeria Simoncini , Karsten Urban
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