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In this paper we introduce a numerical scheme which preserves the long time behavior of solutions to the Kolmogorov equation. The method presented is based on a self-similar change of variables technique to transform the Kolmogorov equation…

Numerical Analysis · Mathematics 2014-11-06 Erich L Foster , Jérôme Lohéac , Minh-Binh Tran

This paper is to give a new understanding and applications of the subspace projection method for selfadjoint eigenvalue problems. A new error estimate in the energy norm, which is induced by the stiff matrix, of the subspace projection…

Numerical Analysis · Mathematics 2017-08-24 Yunhui He , Qichen Hong , Hehu Xie , Meiling Yue , Chunguang You

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

Direct and large-eddy simulations of turbulence are often solved using explicit temporal schemes. However, this imposes very small time-steps because the eigenvalues of the (linearized) dynamical system, re-scaled by the time-step, must lie…

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

Numerical Analysis · Mathematics 2020-03-02 Ning Zhang , Xiaole Han , Yunhui He , Hehu Xie , Chun'guang You

All-electron calculations play an important role in density functional theory, in which improving computational efficiency is one of the most needed and challenging tasks. In the model formulations, both nonlinear eigenvalue problem and…

Computational Physics · Physics 2020-07-29 Bin Gao , Guanghui Hu , Yang Kuang , Xin Liu

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

Numerical Analysis · Mathematics 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…

Optimization and Control · Mathematics 2023-07-24 Nicola Bastianello , Ruggero Carli , Sandro Zampieri

In this paper, our main goal is to study the evolution problem associated with the Laplacian operator with Dirichlet boundary conditions on a regular tree. To this end, we place special emphasis on the associated first eigenvalue problem,…

Analysis of PDEs · Mathematics 2026-03-24 Leandro M. Del Pezzo , Nicolas Frevenza , Julio D. Rossi

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…

Numerical Analysis · Mathematics 2015-09-25 Jean-Luc Guermond , Bojan Popov

We introduce variational methods for finding approximate eigenfunctions and eigenvalues of quantum Hamiltonians by constructing a set of orthogonal wave functions which approximately solve the eigenvalue equation.

Mathematical Physics · Physics 2013-07-16 Farrokh Atai , Jens Hoppe , Mariusz Hynek , Edwin Langmann

Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…

Numerical Analysis · Mathematics 2016-11-23 Ruihao Huang , Allan A. Struthers , Jiguang Sun , Ruming Zhang

Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…

Optimization and Control · Mathematics 2024-10-01 Mayank Baranwal , Kushal Chakrabarti

With only a few exceptions, the numerical simulation of cosmic and laboratory hydromagnetic dynamos has been carried out in the framework of the differential equation method. However, the integral equation method is known to provide robust…

Astrophysics · Physics 2008-11-26 M. Xu , F. Stefani , G. Gerbeth

In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…

Other Computer Science · Computer Science 2020-02-18 W. W. Koczkodaj , R. Smarzewski , J. Szybowski

We study a homogenisation problem for problems of mixed type in the framework of evolutionary equations. The change of type is highly oscillatory. The numerical treatment is done by a discontinuous Galerkin method in time and a continuous…

Analysis of PDEs · Mathematics 2017-11-27 Sebastian Franz , Marcus Waurick

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

The method of self-similar factor approximants is shown to be very convenient for solving different evolution equations and boundary-value problems typical of physical applications. The method is general and simple, being a straightforward…

Mathematical Physics · Physics 2009-11-13 E. P. Yukalova , V. I. Yukalov , S. Gluzman
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