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We present a Hermite interpolation based partial differential equation solver for Hamilton-Jacobi equations. Many Hamilton-Jacobi equations have a nonlinear dependency on the gradient, which gives rise to discontinuities in the derivatives…

Numerical Analysis · Mathematics 2022-06-14 Allen Alvarez Loya , Daniel Appelö

The library QIBSH++ is a C++ object oriented library for the solution of Quasi Interpolation problems. The library is based on a Hermite Quasi Interpolating operator, which was derived as continuous extensions of linear multistep methods…

Numerical Analysis · Mathematics 2022-08-08 Enrico Bertolazzi , Antonella Falini , Francesca Mazzia

Multi-dimensional optimization is widely used in virtually all areas of modern astrophysics. However, it is often too computationally expensive to evaluate a model on-the-fly. Typically, it is solved by pre-computing a grid of models for a…

Instrumentation and Methods for Astrophysics · Physics 2021-12-08 Evgenii Rubtsov , Igor Chilingarian , Ivan Katkov , Kirill Grishin , Vladimir Goradzhanov , Sviatoslav Borisov

We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted…

Numerical Analysis · Mathematics 2025-07-22 Alessandro Borghi , Tobias Breiten

The use of interpolants in verification is gaining more and more importance. Since theories used in applications are usually obtained as (disjoint) combinations of simpler theories, it is important to modularly re-use interpolation…

Logic in Computer Science · Computer Science 2012-04-25 Roberto Bruttomesso , Silvio Ghilardi , Silvio Ranise

This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…

Quantum Physics · Physics 2026-02-25 Tran Duong Anh-Tai , Phan Quang Son , Le Minh Khang , Nguyen Duy Vy , Vinh N. T. Pham

We examine interpolatory model reduction methods that are well-suited for treating large scale port-Hamiltonian differential-algebraic systems in a way that is able to preserve and indeed, take advantage of the underlying structural…

Numerical Analysis · Mathematics 2021-11-03 Chris A. Beattie , Serkan Gugercin , Volker Mehrmann

We develop here a computationally effective approach for producing high-quality $\mathcal{H}_\infty$-approximations to large scale linear dynamical systems having multiple inputs and multiple outputs (MIMO). We extend an approach for…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Christopher Beattie , Serkan Gugercin

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation using radial basis functions (RBFs) in a stable way, we…

Numerical Analysis · Mathematics 2021-04-14 Akil Narayan , Liang Yan , Tao Zhou

Various algebraic multigrid algorithms have been developed for solving problems in scientific and engineering computation over the past decades. They have been shown to be well-suited for solving discretized partial differential equations…

Numerical Analysis · Mathematics 2018-05-08 Xuefeng Xu , Chen-Song Zhang

In this work, we develop a class of high-order multiderivative time integration methods that is able to preserve certain functionals discretely. Important ingredients are the recently developed Hermite-Birkhoff-Predictor-Corrector methods…

Numerical Analysis · Mathematics 2023-09-12 Hendrik Ranocha , Jochen Schütz , Eleni Theodosiou

In areas such as kernel smoothing and non-parametric regression there is emphasis on smooth interpolation and smooth statistical models. Splines are known to have optimal smoothness properties in one and higher dimensions. It is shown, with…

Computation · Statistics 2008-09-29 Ron A. Bates , Hugo Maruri-Aguilar , Henry P. Wynn

This paper proposes new ANOVA-based approximations of functions and emulators of high-dimensional models using either available derivatives or local stochastic evaluations of such models. Our approach makes use of sensitivity indices to…

Statistics Theory · Mathematics 2025-03-18 Matieyendou Lamboni

A new method for data-driven interpolatory model reduction is presented in this paper. Using the so-called data informativity perspective, we define a framework that enables the computation of moments at given (possibly complex)…

Systems and Control · Electrical Eng. & Systems 2022-04-29 Azka Muji Burohman , Bart Besselink , Jacquelien M. A. Scherpen , M. Kanat Camlibel

In this paper we present an efficient algorithm for bivariate interpolation, which is based on the use of the partition of unity method for constructing a global interpolant. It is obtained by combining local radial basis function…

Numerical Analysis · Mathematics 2014-08-04 Roberto Cavoretto

This paper introduces a new framework for constructing the Discrete Empirical Interpolation Method DEIM projection operator. The interpolation node selection procedure is formulated using the QR factorization with column pivoting, and it…

Numerical Analysis · Computer Science 2016-09-26 Zlatko Drmac , Serkan Gugercin

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural…

Machine Learning · Computer Science 2023-05-17 Min Zhu , Handi Zhang , Anran Jiao , George Em Karniadakis , Lu Lu

In this paper we propose a fast algorithm for trivariate interpolation, which is based on the partition of unity method for constructing a global interpolant by blending local radial basis function interpolants and using locally supported…

Numerical Analysis · Mathematics 2015-10-20 Roberto Cavoretto , Alessandra De Rossi

We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Optimization and Control · Mathematics 2024-12-20 Coralia Cartis , Lindon Roberts

We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen
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