Related papers: Solving Vlasov-Poisson system with an adaptive Her…
We introduce a new numerical method for solving time-harmonic acoustic scattering problems. The main focus is on plane waves scattered by smoothly varying material inhomogeneities. The proposed method works for any frequency $\omega$, but…
Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…
Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…
Fourier spectral discretizations belong to the most straightforward methods for solving the unmagnetized Vlasov--Poisson system in low dimensions. In this article, this highly accurate approach is extended two the four-dimensional…
We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space. By using thinned data obtained from the high frequency…
We propose a wave operator method to calculate eigenvalues and eigenvectors of large parameter-dependent matrices, using an adaptative active subspace. We consider a hamiltonian which depends on external adjustable or adiabatic parameters,…
We develop new adaptive alternative weighted essentially non-oscillatory (A-WENO) schemes for hyperbolic systems of conservation laws. The new schemes employ the recently proposed local characteristic decomposition based central-upwind…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising…
There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with available observational data to form relatively optimal…
Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change…
We introduce a WENO reconstruction based on Hermite interpolation both for semi-Lagrangian and finite difference methods. This WENO reconstruction technique allows to control spurious oscillations. We develop third and fifth order methods…
We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…
In this paper, we present very first results for the adaptive solution on a grid of the phase space of the Vlasov equation arising in particles accelarator and plasma physics. The numerical algorithm is based on a semi-Lagrangian method…
We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…
In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…
We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…
This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…
We present a design concept for a speckle based wavemeter that combines high spectral resolution and fast response times. Our device uses a fixed disperse medium with small coherence length as an optical pre-processor and a series of…
A multidimesional function $y(\vec r)$ defined by a sample of points $\{\vec r_i,y_i\}$ is approximated by a differentiable function $\widetilde y(\vec r)$. The problem is solved by using the Gauss-Hermite folding method developed in the…