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This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

In this paper we present a non-recursive direct solver, based on the Bartels-Stewart algorithm, for $N$-dimensional Sylvester tensor equations. The method relies only on Schur decompositions of the coefficient matrices and reduces the…

Numerical Analysis · Mathematics 2026-05-12 Carlota M. Cuesta , Francisco de la Hoz

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

We present a new approach to discretizing shape optimization problems that generalizes standard moving mesh methods to higher-order mesh deformations and that is naturally compatible with higher-order finite element discretizations of…

Numerical Analysis · Mathematics 2017-06-13 A. Paganini , F. Wechsung , P. E. Farrell

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

Factorization of large dense matrices are ubiquitous in engineering and data science applications, e.g. preconditioners for iterative boundary integral solvers, frontal matrices in sparse multifrontal solvers, and computing the determinant…

Numerical Analysis · Mathematics 2022-08-24 Qianxiang Ma , Sameer Deshmukh , Rio Yokota

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We present a new high order finite element method for the discretization of partial differential equations on stationary smooth surfaces which are implicitly described as the zero level of a level set function. The discretization is based…

Numerical Analysis · Mathematics 2017-04-17 Jörg Grande , Christoph Lehrenfeld , Arnold Reusken

The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…

Numerical Analysis · Mathematics 2024-07-03 C. Carstensen , N. T. Tran

Matrix-free geometric multigrid solvers for elliptic PDEs that have been discretised with Higher-order Discontinuous Galerkin (DG) methods are ideally suited to exploit state-of-the-art computer architectures. Higher polynomial degrees…

Numerical Analysis · Mathematics 2025-10-02 Sean Baccas , Alexander A. Belozerov , Eike H. Müller , Tobias Weinzierl

High-order methods and hybrid turbulence models have independently shown promise as means of decreasing the computational cost of scale-resolving simulations. The objective of this work is to develop the combination of these methods and…

Fluid Dynamics · Physics 2022-01-26 Tarik Dzanic , Sharath Girimaji , Freddie Witherden

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

We present a computational method for studying transverse homoclinic orbits for periodic solutions of delay differential equations, a phenomenon that we refer to as the \emph{Poincar\'{e} scenario}. The strategy is geometric in nature, and…

Dynamical Systems · Mathematics 2023-10-17 Olivier Hénot , Jean-Philippe Lessard , Jason D. Mireles James

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

We extend the nonlocal operator method to higher order scheme by using a higher order Taylor series expansion of the unknown field. Such a higher order scheme improves the original nonlocal operator method proposed by the authors in [A…

Numerical Analysis · Mathematics 2019-05-09 Huilong Ren , Xiaoying Zhuang , Timon Rabczuk

This paper addresses the analysis and numerical assessment of a computational method for solving the Cahn--Hilliard equation defined on a surface. The proposed approach combines the stabilized trace finite element method for spatial…

Numerical Analysis · Mathematics 2025-10-27 Deepika Garg , Maxim Olshanskii

We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…

Numerical Analysis · Mathematics 2022-05-16 Liam Yemm

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia
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