数值分析
Monte Carlo sampling is the standard approach for estimating properties of solutions to stochastic differential equations (SDEs), but accurate estimates require huge sample sizes. Lyons and Victoir (2004) proposed replacing independently…
In this paper, we develop RLOBPCG, an efficient method for computing a small number of singular triplets corresponding to the smallest singular values of large, tall matrices. The algorithm combines randomized preconditioner from the…
We develop an entropy-stable high-order numerical method for the two-dimensional compressible Euler equations on general curvilinear meshes. The proposed approach is based on a nodal discontinuous Galerkin spectral element method (DGSEM)…
Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…
We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a…
We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…
In this paper, we propose a geometrically nonlinear spectral shell element based on Reissner--Mindlin kinematics using a rotation-based formulation with additive update of the discrete nodal rotation vector. The formulation is provided in…
Thermal radiative transfer models physical phenomena ranging from supernovas in astrophysics to radiation from a hohlraum striking a fusion target in plasma physics. Transport and absorption of particles in radiative transfer at different…
We consider a scalar conservation law with linear and nonlinear flux function on a bounded domain $\Omega\subset{\R}^2$ with Lipschitz boundary $\partial\Omega.$ We discretize the spatial variable with the standard finite element method…
Consider a linear operator equation $x - Kx = f$, where $f$ is given and $K$ is a Fredholm integral operator with a Green's function type kernel defined on $C[0, 1]$. For $r \geq 0$, we employ the interpolatory projection at $2r + 1$…
For a Keller-Segel model for chemotaxis in two spatial dimensions we consider a modification of a positivity preserving fully discrete scheme using a local extremum diminishing flux limiter. We discretize space using piecewise linear finite…
In this paper, the adaptive numerical solution of a 2D Poisson model problem by Crouzeix-Raviart elements ($\operatorname*{CR}_{k}$ $\operatorname*{FEM}$) of arbitrary odd degree $k\geq1$ is investigated. The analysis is based on an…
We introduce and analyze a nonlocal generalization of Whittle--Mat\'ern Gaussian fields in which the smoothness parameter varies in space through the fractional order, $s=s(x)\in[\underline{s}\,,\bar{s}]\subset(0,1)$. The model is defined…
Electrokinetic phenomena in nanopore sensors and microfluidic devices require accurate simulation of coupled fluid-electrostatic interactions in geometrically complex domains with irregular boundaries and adaptive mesh refinement. We…
This article investigates a space-time differential model related to the degradation of stone artifacts caused by exposure to air and atmospheric agents, which specifically lead to the accumulation of salt crystals in the material. A…
Symplectic integrators are the established standard for long-term simulations of nearly-integrable Hamiltonian systems due to their preservation of geometric structures. However, they suffer from an inherent limitation: secular phase-shift…
We consider the eigenvalue problem $K x = \lambda x$. Our analysis focuses on the convergence rates of eigenvalue and spectral subspace approximations for compact linear integral operator $K$ with Green's kernels. By employing orthogonal…
We investigate quantum-inspired tensor networks (QTNs) for approximating flow maps of hydrodynamic partial differential equations (PDEs). Motivated by the effective low-rank structure that emerges after tensorization of discretized…
We present a class of numerical schemes for two-dimensional systems of nonlocal conservation laws, which are based on utilizing well-known monotone numerical flux functions after suitably approximating the nonlocal terms. The considered…
This study develops a polygonal cell-based smoothed finite element method (CSFEM) for two-dimensional seepage analyses in porous media, covering steady-state, transient, and free-surface problems. Wachspress interpolation on convex…