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We introduce an efficient stable algorithm for transforms associated with expansions in Hermite functions interpolated at Hermite polynomial roots. The Hermite transform matrix can be factorised into a diagonal component and an orthogonal…

Numerical Analysis · Mathematics 2026-05-07 Marcus Webb , Georg Maierhofer

When using spectral methods, a question arises as how to determine the expansion order, especially for time-dependent problems in which emerging oscillations may require adjusting the expansion order. In this paper, we propose a…

Numerical Analysis · Mathematics 2020-10-06 Mingtao Xia , Sihong Shao , Tom Chou

When using Laguerre and Hermite spectral methods to numerically solve PDEs in unbounded domains, the number of collocation points assigned inside the region of interest is often insufficient, particularly when the region is expanded or…

Numerical Analysis · Mathematics 2020-09-29 Mingtao Xia , Sihong Shao , Tom Chou

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…

Methodology · Statistics 2016-12-23 Weidong Liu , Xi Luo

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

Numerical Analysis · Mathematics 2018-10-18 Simone Brugiapaglia

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate…

Numerical Analysis · Mathematics 2019-09-04 Yanli Wang , Zhenning Cai

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…

Numerical Analysis · Mathematics 2023-07-10 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

Kinetic simulations are computationally intensive due to six-dimensional phase space discretization. Many kinetic spectral solvers use the asymmetrically weighted Hermite expansion due to its conservation and fluid-kinetic coupling…

We propose an efficient method to compute Lyapunov exponents and Lyapunov eigenvectors of long-range interacting many-particle systems, whose dynamics is described by the Vlasov equation. We show that an expansion of a distribution function…

Plasma Physics · Physics 2015-05-13 R. Paškauskas , G. De Ninno

A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…

Numerical Analysis · Mathematics 2017-04-05 Virginie Ehrlacher , Damiano Lombardi

We propose a Hermite spectral method for the spatially inhomogeneous Boltzmann equation. For the inverse-power-law model, we generalize an approximate quadratic collision operator defined in the normalized and dimensionless setting to an…

Spectral Theory · Mathematics 2019-02-26 Zhicheng Hu , Zhenning Cai , Yanli Wang

An accurate description of 2-D quantum transport in a double-gate metal oxide semiconductor filed effect transistor (dgMOSFET) requires a high-resolution solver to a coupled system of the 4-D Wigner equation and 2-D Poisson equation. In…

Computational Physics · Physics 2022-05-10 Zhenzhu Chen , Haiyan Jiang , Sihong Shao

Resolving numerically Vlasov-Poisson equations for initially cold systems can be reduced to following the evolution of a three-dimensional sheet evolving in six-dimensional phase-space. We describe a public parallel numerical algorithm…

Computational Physics · Physics 2016-06-29 Thierry Sousbie , Stéphane Colombi

A decoupled scheme based on the Hermite expansion to construct lattice Boltzmann models for the compressible Navier-Stokes equations with arbitrary specific heat ratio is proposed. The local equilibrium distribution function including the…

Fluid Dynamics · Physics 2016-11-02 Kainan Hu , Hongwu Zhang , Shaojuan Geng

We present a high-order conservative, positivity-preserving, and non-oscillatory scheme for solving the Vlasov equation. The scheme attains formal fifth-order accuracy through a convex combination of positive and non-oscillatory polynomials…

Numerical Analysis · Mathematics 2025-12-02 Takashi Minoshima , Yosuke Matsumoto

In this paper, we consider a finite difference grid-based semi-Lagrangian approach in solving the Vlasov-Poisson (VP) system. Many of existing methods are based on dimensional splitting, which decouples the problem into solving linear…

Numerical Analysis · Mathematics 2016-03-01 Jing-Mei Qiu , Giovanni Russo

This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…

Numerical Analysis · Mathematics 2020-07-08 Qinmeng Zou , Frederic Magoules

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

Current widely-used approaches to calculate spectral functions using the density-matrix renormalization group in frequency space either necessarily include an artificial broadening (correction-vector method) or have limited resolution…

Strongly Correlated Electrons · Physics 2011-04-27 P. E. Dargel , A. Honecker , R. Peters , R. M. Noack , T. Pruschke