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We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…

Probability · Mathematics 2016-09-05 Sotirios Sabanis

Finite-volume numerical method for study shallow water flows over an arbitrary bed profile in the presence of external force is proposed. This method uses the quasi-two-layer model of hydrodynamic flows over a stepwise boundary with…

Fluid Dynamics · Physics 2011-08-22 K. V. Karelsky , A. S. Petrosyan , A. G. Slavin

Denoising Diffusion Probabilistic Models (DDPMs) can generate high-quality samples such as image and audio samples. However, DDPMs require hundreds to thousands of iterations to produce final samples. Several prior works have successfully…

Computer Vision and Pattern Recognition · Computer Science 2022-11-01 Luping Liu , Yi Ren , Zhijie Lin , Zhou Zhao

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

The partial differential equations describing compressible fluid flows can be notoriously difficult to resolve on a pragmatic scale and often require the use of high performance computing systems and/or accelerators. However, these systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-24 Anthony S. Walker , Kyle E. Niemeyer

On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…

Numerical Analysis · Mathematics 2012-09-13 Martin Hutzenthaler , Arnulf Jentzen , Peter E. Kloeden

This article aims at developing a high order pressure-based solver for the solution of the 3D compressible Navier-Stokes system at all Mach numbers. We propose a cell-centered discretization of the governing equations that splits the fluxes…

Numerical Analysis · Mathematics 2021-03-17 Walter Boscheri , Lorenzo Pareschi

We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…

Numerical Analysis · Mathematics 2020-06-16 Ziheng Chen , Siqing Gan , Xiaojie Wang

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational…

Data Structures and Algorithms · Computer Science 2016-12-26 Andrea Montanari , Nike Sun

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing…

Numerical Analysis · Mathematics 2017-03-02 Andrew V. Terekhov

The ability to resolve detail in the object that is being imaged, named by resolution, is the core parameter of an imaging system. Super-resolution is a class of techniques that can enhance the resolution of an imaging system and even…

Data Structures and Algorithms · Computer Science 2022-10-13 Yaonan Jin , Daogao Liu , Zhao Song

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

Efficient algorithms for computing linear convolutions based on the fast Fourier transform are developed. A hybrid approach is described that combines the conventional practice of explicit dealiasing (explicitly padding the input data with…

Numerical Analysis · Mathematics 2024-01-18 Noel Murasko , John C. Bowman

Block-Oriented Nonlinear (BONL) models, particularly Wiener models, are widely used for their computational efficiency and practicality in modeling nonlinear behaviors in physical systems. Filtering and smoothing methods for Wiener systems,…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Angel L. Cedeño , Rodrigo A. González , Juan C. Agüero

In this work, we detail the GPU-porting of an in-house pseudo-spectral solver tailored towards large-scale simulations of interface-resolved simulation of drop- and bubble-laden turbulent flows. The code relies on direct numerical…

Fluid Dynamics · Physics 2024-06-04 Alessio Roccon

Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

The present article proposes a partitioned Dirichlet-Neumann algorithm, that allows to address unique challenges arising from a novel mixed-dimensional coupling of very slender fibers embedded in fluid flow using a regularized mortar-type…

Numerical Analysis · Mathematics 2023-12-04 Nora Hagmeyer , Matthias Mayr , Alexander Popp
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