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We develop efficient and high-order accurate finite difference methods for elliptic partial differential equations in complex geometry in the Difference Potentials framework. The main novelty of the developed schemes is the use of local…

Numerical Analysis · Mathematics 2023-06-28 Qing Xia

We propose a numerical method to solve an inverse source problem of computing the initial condition of hyperbolic equations from the measurements of Cauchy data. This problem arises in thermo- and photo- acoustic tomography in a bounded…

Numerical Analysis · Mathematics 2021-01-12 Thuy T. Le , Loc H. Nguyen , Thi-Phong Nguyen , William Powell

This paper investigates solutions of hyperbolic diffusion equations in $\mathbb{R}^3$ with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere $S^2$ are studied. All…

In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, and tested. We extend a class of generalized Laguerre…

Numerical Analysis · Mathematics 2014-08-27 Can Huang , Qingshuo Song , Zhimin Zhang

We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

Numerical Analysis · Mathematics 2024-08-01 Faezeh Nassajian Mojarrad

We discuss possibilities of application of Numerical Analysis methods to proving computability, in the sense of the TTE approach, of solution operators of boundary-value problems for systems of PDEs. We prove computability of the solution…

Numerical Analysis · Computer Science 2023-06-22 Svetlana Selivanova , Victor Selivanov

A unified approach, for solving a wide class of single and many-body quantum problems, commonly encountered in literature is developed based on a recently proposed method for finding solutions of linear differential equations. Apart from…

Quantum Physics · Physics 2007-05-23 N. Gurappa , Prasanta K. Panigrahi , R. Atre , T. Shreecharan

We consider the problem of how to compute eigenvalues of a self-adjoint operator when a direct application of the Galerkin (finite-section) method is unreliable. The last two decades have seen the development of the so-called quadratic…

Spectral Theory · Mathematics 2015-06-16 James Hinchcliffe , Michael Strauss

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

Properties of solutions of generic hyperbolic systems with multiple characteristics with diagonalizable principal part are investigated. Solutions are represented as a Picard series with terms in the form of iterated Fourier integral…

Analysis of PDEs · Mathematics 2008-02-05 Ilia Kamotski , Michael Ruzhansky

In this paper we formulate a general method for building completely integrable quantum systems. The method is based on the use of the so-called multi-parameter spectral equations, i.e. equations with several spectral parameters. We show…

High Energy Physics - Theory · Physics 2007-05-23 Dieter Mayer , Alexander Ushveridze

Poisson's equation is the canonical elliptic partial differential equation. While there exist fast Poisson solvers for finite difference and finite element methods, fast Poisson solvers for spectral methods have remained elusive. Here, we…

Numerical Analysis · Mathematics 2017-11-01 Daniel Fortunato , Alex Townsend

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with…

Numerical Analysis · Mathematics 2014-02-04 Xue Luo , Stephen S. -T. Yau

In this work, a new technique has been presented to find approximate solution of linear integro-differential equations. The method is based on modified orthonormal Bernoulli polynomials and an operational matrix thereof. The method converts…

Numerical Analysis · Mathematics 2020-08-04 Udaya Pratap Singh

We provide a numerical method to calculate comprehensively the microwave and the laser spectra of ultracold bosonic atoms in optical lattices at finite temperatures. Our formulation is built up with the sum rules, up to the second order,…

Quantum Gases · Physics 2016-04-13 Kensuke Inaba , Makoto Yamashita

Two methods based on Fourier series expansions (a Chandrasekhar functions-based method and a shifted Legendre polynomials -based method) are used to study analytically the eigenvalue problem governing the linear convection problem with an…

Mathematical Physics · Physics 2007-05-23 Ioana Dragomirescu , Adelina Georgescu

We consider a finite element method for elliptic equation with heterogeneous and possibly high-contrast coefficients based on primal hybrid formulation. A space decomposition as in FETI and BDCC allows a sequential computations of the…

Numerical Analysis · Mathematics 2024-04-29 Alexandre L. Madureira , Marcus Sarkis

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

Numerical Analysis · Mathematics 2021-11-17 Gustav Ludvigsson , Kyle R. Steffen , Simon Sticko , Siyang Wang , Qing Xia , Yekaterina Epshteyn , Gunilla Kreiss

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…

Machine Learning · Statistics 2021-10-26 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

Decoupled fractional Laplacian wave equation can describe the seismic wave propagation in attenuating media. Fourier pseudospectral implementations, which solve the equation in spatial frequency domain, are the only existing methods for…

Numerical Analysis · Mathematics 2018-01-08 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen