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We consider the numerical solution of the scattering of time-harmonic plane waves from an infinite periodic array of reflection or transmission obstacles in a homogeneous background medium, in two dimensions. Boundary integral formulations…

Mathematical Physics · Physics 2015-06-12 Adrianna Gillman , Alex Barnett

In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

Numerical Analysis · Mathematics 2012-04-17 Juergen Geiser , Thomas Zacher

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

We study the mathematical model of multiwave tomography including thermo and photoacoustic tomography with a variable speed for a fixed time interval $[0,T]$. We assume that the waves reflect from the boundary of the domain. We propose an…

Analysis of PDEs · Mathematics 2015-06-11 Plamen Stefanov , Yang Yang

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

Machine Learning · Computer Science 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

Multiple time-scale algorithms exploit the natural separation of time-scales in chemical systems to greatly accelerate the efficiency of molecular dynamics simulations. Although the utility of these methods in systems where the interactions…

Computational Physics · Physics 2015-06-18 Nathan Luehr , Thomas E. Markland , Todd J. Martinez

In this paper, we present the Stroboscopic Averaging Method (SAM), recently introduced in [7,8,10,12], which aims at numerically solving highly-oscillatory differential equations. More specifically, we first apply SAM to the Schr\"odinger…

Numerical Analysis · Mathematics 2013-08-07 Philippe Chartier , Norbert J. Mauser , Florian Méhats , Yong Zhang

We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…

Numerical Analysis · Mathematics 2024-06-14 Guanglian Li

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for…

Numerical Analysis · Mathematics 2017-08-28 Francisco J. Gaspar , Carmen Rodrigo

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

Numerical Analysis · Mathematics 2018-01-16 Daan Huybrechs , Peter Opsomer

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…

Dynamical Systems · Mathematics 2023-06-27 Bence Szaksz , Gabor Stepan , Giuseppe Habib

The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…

Optimization and Control · Mathematics 2026-05-26 Xiaozhi Liu , Mengmeng Song , Yong Xia

A new algorithm for the stable solution of a three-dimensional scalar inverse problem of acoustic sounding of an inhomogeneous medium in a cylindrical region is proposed. The data of the problem is the complex amplitude of the wave field,…

Numerical Analysis · Mathematics 2022-03-30 Anatoly B. Bakushinsky , Alexander S. Leonov

Phase-field simulations are a practical but also expensive tool to calculate microstructural evolution. This work aims to compare explicit time integrators for a broad class of phase-field models involving coupling between the phase-field…

Numerical Analysis · Mathematics 2026-03-02 Marco Seiz , Tomohiro Takaki

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang