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In this paper, we investigate the performance of pseudo-spectral methods in computing nearly singular solutions of fluid dynamics equations. We consider two different ways of removing the aliasing errors in a pseudo-spectral method. The…

Numerical Analysis · Mathematics 2009-11-13 Thomas Y. Hou , Ruo Li

Conventional analog-to-digital converters (ADCs) clip when signals exceed their input range. Modulo (unlimited) sampling overcomes this limitation by folding the signal before digitization, but existing recovery methods are either…

Signal Processing · Electrical Eng. & Systems 2025-09-17 Wenyi Yan , Zeyuan Li , Lu Gan , Honqing Liu , Guoquan Li

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Reduced-order modeling is an efficient approach for solving parameterized discrete partial differential equations when the solution is needed at many parameter values. An offline step approximates the solution space and an online step…

Numerical Analysis · Mathematics 2017-04-05 Howard C. Elman , Virginia Forstall

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…

Numerical Analysis · Mathematics 2019-02-22 Jan Giesselmann , Fabian Meyer , Christian Rohde

This article considers a new discretization scheme for conservation laws. The discretization setting is based on a discontinuous Galerkin scheme in combination with an approximation space that contains high-order polynomial modes as well as…

Numerical Analysis · Mathematics 2021-10-14 Per-Olof Persson , Benjamin Stamm

A new technique of residual-type a posteriori error analysis is developed for the lowest-order Raviart-Thomas mixed finite element discretizations of convection-diffusion-reaction equations in two- or three-dimension. Both centered mixed…

Numerical Analysis · Mathematics 2015-03-26 Shaohong Du , Xiaoping Xie

We consider a stabilization method for divergence-conforming B-spline discretizations of the incompressible Navier--Stokes problem wherein jumps in high-order normal derivatives of the velocity field are penalized across interior mesh…

Numerical Analysis · Mathematics 2022-01-28 Guoxiang Grayson Tong , David Kamensky , John A. Evans

We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

Analysis of PDEs · Mathematics 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…

Computational Finance · Quantitative Finance 2017-02-07 Bertram Düring , James Miles

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

Numerical Analysis · Mathematics 2013-12-19 Shuvam Sen

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

The discrete-dipole approximation (DDA) is a flexible technique for computing scattering and absorption by targets of arbitrary geometry. In this paper we perform systematic study of various non-stationary iterative (conjugate gradient)…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Piotr J. Flatau

We present a high order, robust, and stable shock-capturing technique for finite element approximations of ideal MHD. The method uses continuous Lagrange polynomials in space and explicit Runge-Kutta schemes in time. The shock-capturing…

Numerical Analysis · Mathematics 2021-12-17 Tuan Anh Dao , Murtazo Nazarov

There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…

Numerical Analysis · Mathematics 2021-07-22 Jiaqing Kou , Esteban Ferrer

In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the…

Numerical Analysis · Mathematics 2020-12-22 Ben Snowball , Sheehan Olver

We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…

Numerical Analysis · Mathematics 2014-05-27 Bryan Quaife , George Biros

In this work, we present a positivity-preserving entropy-based adaptive filtering method for shock capturing in discontinuous spectral element methods. By adapting the filter strength to enforce positivity and a local discrete minimum…

Numerical Analysis · Mathematics 2022-07-29 Tarik Dzanic , Freddie D. Witherden
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