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This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…

Numerical Analysis · Mathematics 2021-04-28 Leopold Lautsch , Thomas Richter

We apply the spectral-Lagrangian method of Gamba and Tharkabhushanam for solving the homogeneous Boltzmann equation to compute the low probability tails of the velocity distribution function, $f$, of a particle species. This method is based…

Numerical Analysis · Mathematics 2021-01-06 John Zweck , Yanping Chen , Matthew J. Goeckner , Yannan Shen

In this article, we develop goal-oriented error indicators to drive adaptive refinement algorithms for the Poisson-Boltzmann equation. Empirical results for the solvation free energy linear functional demonstrate that goal-oriented…

Numerical Analysis · Mathematics 2011-09-20 Burak Aksoylu , Stephen Bond , Eric Cyr , Michael Holst

In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…

Optimization and Control · Mathematics 2021-12-14 Fedor S. Stonyakin , Seydamet S. Ablaev , Inna V. Baran

In the electronic measurement of the Boltzmann constant based on Johnson noise thermometry, the ratio of the power spectral densities of thermal noise across a resistor at the triple point of water, and pseudo-random noise synthetically…

Applications · Statistics 2017-04-05 Kevin J Coakley , Jifeng Qu

We present a Hermite interpolation based partial differential equation solver for Hamilton-Jacobi equations. Many Hamilton-Jacobi equations have a nonlinear dependency on the gradient, which gives rise to discontinuities in the derivatives…

Numerical Analysis · Mathematics 2022-06-14 Allen Alvarez Loya , Daniel Appelö

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

This paper concerns the analysis of a multiscale method for wave propagation problems in microscopically nonhomogeneous media. A direct numerical approximation of such problems is prohibitively expensive as it requires resolving the…

Numerical Analysis · Mathematics 2017-02-20 Doghonay Arjmand , Olof Runborg

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

Adaptive homodyne estimation of a continuously evolving optical phase using time-symmetric quantum smoothing has been demonstrated experimentally to provide superior accuracy in the phase estimate compared to adaptive or nonadaptive…

Quantum Physics · Physics 2015-09-14 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…

Numerical Analysis · Mathematics 2020-02-03 Siavash Jafarzadeh , Adam Larios , Florin Bobaru

The Stokes-Brinkman equations model fluid flow in highly heterogeneous porous media. In this paper, we consider the numerical solution of the Stokes-Brinkman equations with stochastic permeabilities, where the permeabilities in subdomains…

Numerical Analysis · Mathematics 2021-04-26 Kevin Williamson , Heyrim Cho , Bedřich Sousedík

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with…

Numerical Analysis · Mathematics 2014-02-04 Xue Luo , Stephen S. -T. Yau

We present a multi-scale lattice Boltzmann scheme, which adaptively refines particles' velocity space. Different velocity sets, i.e., higher- and lower-order lattices, are consistently and efficiently coupled, allowing us to use the…

Fluid Dynamics · Physics 2021-06-16 N. G. Kallikounis , B. Dorschner , I. V. Karlin

In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier--Hermite series for approximating the action-value function arising in dynamic programming…

Optimization and Control · Mathematics 2022-11-29 Sakira Hassan , Simo Särkkä

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

Statistics Theory · Mathematics 2022-07-15 Qin Fang , Shaojun Guo , Xinghao Qiao

We propose an improved version of the Hermitian/skew-Hermitian splitting (HSS) iterative method, which we call HSS(0), to solve non-Hermitian linear systems with a positive definite Hermitian part. The improvement is based on solving the…

Numerical Analysis · Mathematics 2021-09-30 Chen Greif , Yunhui He