数值分析
Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their ability to exactly recover the initial condition without the…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…
In this paper we present a non-recursive direct solver, based on the Bartels-Stewart algorithm, for $N$-dimensional Sylvester tensor equations. The method relies only on Schur decompositions of the coefficient matrices and reduces the…
In the present work, an approach to the moment closure problem on the basis of orthogonal polynomials derived from Gram matrices is proposed. Its properties are studied in the context of the moment closure problem arising in gas kinetic…
This paper proposes localized subspace iteration (LSI) methods to construct generalized finite element basis functions for elliptic problems with multiscale coefficients. The key components of the proposed method consist of the localization…
In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…
This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…
Sparse linear iterative solvers are essential for many large-scale simulations. Much of the runtime of these solvers is often spent in the implicit evaluation of matrix polynomials via a sequence of sparse matrix-vector products. A variety…
This work concerns the design and analysis of a limiting technique that allows the preservation of invariant domains for high-order numerical approximations of nonlinear hyperbolic systems of conservation laws. The method can be applied to…
We present a new class of structure-preserving semi-discrete continuous-discontinuous Galerkin (CG-DG) finite element schemes for linear and nonlinear hyperbolic systems of partial differential equations on unstructured simplex meshes that…
Building on the information-theoretic perspective of P.~D.~Lax [\textit{Proc.\ Sympos., Math.\ Res.\ Center, Univ.\ Wisconsin}, 1978], we establish a two-sided quantitative compactness estimate for numerical solutions of scalar conservation…
In this paper, we study dynamical optimal transport on a connected graph from the perspective of the Benamou-Brenier formulation, where densities are assigned to vertices and velocities to edges. However, directly using Newton's method on…
Convolution-type integral equations arise from various fields, \textit{e.g.}, finite impulse response filters in signal processing and deblurring problems in image processing. When solving these equations, conventional numerical methods,…
The Vlasov-Poisson-BGK (VPBGK) model is a kinetic model for describing the dynamics of collisional plasmas. Although various numerical schemes have been developed for it, a corresponding convergence theory has been absent. This paper fills…
Random-feature neural networks (RFNNs), including architectures with fixed hidden layers and analytically determined output weights, offer fast training but often suffer from issues due to dense representations of the hidden layer…
This work shows that for rational multivariate functions, the Kolmogorov Superposition Theorem (KST) involves several single-variable functions, which can be written down by inspection. In other words, no computation is required for…
Sparse solution problems play an important role in both signal processing and image restoration. In this paper, we propose a stochastic column-block nonlinear Bregman method for efficiently computing sparse solutions to nonlinear systems.…
We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides…
Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…