数值分析

This work generalizes the subdiffusive Black-Scholes model by introducing the variable exponent in order to provide adequate descriptions for the option pricing, where the variable exponent may account for the variation of the memory…

This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

This paper investigates preconditioned conjugate gradient techniques for solving kernel ridge regression (KRR) problems with a medium to large number of data points ($10^4 \leq N \leq 10^7$), and it describes two methods with the strongest…

This paper constructs a unified family of nonconforming finite element spaces for $H\Lambda^k$ in $\mathbb{R}^n$ ($0\leqslant k\leqslant n$, $n\geqslant 1$). The spaces employ piecewise Whitney forms as shape functions, and include the…

We determine the Rolle function in Lagrange polynomial approximation using a suitable differential equation. We then propose a device for improving the Lagrange approximation by exploiting our knowledge of the Rolle function.

I propose a vertex patch smoother where local problems are solved inexactly by a nested, matrix-free p-multigrid, creating a multigrid-within-multigrid framework. A single iteration of the local solver can be evaluated with…

The Nystr\"om method for the numerical solution of Fredholm integral equations of the second kind is generalized by decoupling the set of solution nodes from the set of quadrature nodes. The accuracy and efficiency of the new method is…

In this paper, a finite volume approximation scheme is used to solve a non-local macroscopic material flow model in two space dimensions, accounting for the presence of boundaries in the non-local terms. Based on a previous result for the…

In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Cardiovascular diseases are a leading cause of death in the world, driving the development of patient-specific and benchmark models for blood flow analysis. This chapter provides a theoretical overview of the main categories of Reduced…

In this paper, we mainly discuss the convergence behavior of diffuse domain method (DDM) for solving semilinear parabolic equations with Neumann boundary condition defined in general irregular domains. We use a phasefield function to…

This paper extends our recent results on multi-dimensional discrete-velocity models to the numerical level. By adopting an operator splitting scheme and introducing a suitable discrete Lyapunov function, we derive numerical control laws…

We propose a new algorithm called higher-order QR iteration (HOQRI) for computing low multilinear rank approximation (LMLRA), also known as the Tucker decomposition, of large and sparse tensors. Compared to the celebrated higher-order…

This paper addresses the divergence-free mixed finite element method (FEM) for nonlinear fourth-order Allen-Cahn phase field coupled active fluid equations. By introducing an auxiliary variable $w = \Delta u$, the original fourth-order…

In this work, we consider a class of linear ill-posed problems with operators that map from the sequence space $ \ell_r $ ($r \ge 1$) into a Banach space and in addition satisfy a conditional stability estimate in the scale of sequence…

In the study of McKean-Vlasov stochastic differential equations (MV-SDEs), numerical approximation plays a crucial role in understanding the behavior of interacting particle systems (IPS). Classical Milstein schemes provide strong…

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

As a variational phase-field model, the time-fractional Allen-Cahn (TFAC) equation enjoys the maximum bound principle (MBP) and a variational energy dissipation law. In this work, we develop and analyze linear, structure-preserving…

We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…