数值分析
We introduce effective splitting methods for implementing optimization-based limiters to enforce the invariant domain in gas dynamics in high order accurate numerical schemes. The key ingredients include an easy and efficient explicit…
This paper presents a mass-lumped Virtual Element Method (VEM) with explicit Strong Stability-Preserving Runge--Kutta (SSP-RK) time integration for two-dimensional parabolic problems on general polygonal meshes. A diagonal mass matrix is…
We develop an entropy-stable nodal discontinuous Galerkin (DG) scheme for the Euler equations with gravity, which is also well-balanced with respect to general equilibrium solutions, including both hydrostatic and moving equilibria. The…
The Golub-Kahan-Tikhonov method is a popular solution technique for large linear discrete ill-posed problems. This method first applies partial Golub-Kahan bidiagonalization to reduce the size of the given problem and then uses Tikhonov…
We present an adaptive approximation scheme for jump-diffusion SDEs with discontinuous drift and (possibly) degenerate diffusion. This transformation-based doubly-adaptive quasi-Milstein scheme is the first scheme that has strong…
This paper considers the problem of detecting adjoint mismatch for two linear maps. To clarify, this means that we aim to calculate the operator norm for the difference of two linear maps, where for one we only have a black-box…
The State-Dependent Riccati Equation (SDRE) approach is extensively utilized in nonlinear optimal control as a reliable framework for designing robust feedback control strategies. This work provides an analysis of the SDRE approach,…
Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…
Trefftz schemes are high-order Galerkin methods whose discrete spaces are made of elementwise exact solutions of the underlying PDE. Trefftz basis functions can be easily computed for many PDEs that are linear, homogeneous, and have…
This article investigates the numerical solution of the Diffusive Wave equation posed on domains containing a large number of polygonal perforations, motivated by urban flood modeling. Such geometries induce strong multiscale effects driven…
The goal of this paper is to show that evanescent plane waves are much better at numerically approximating Helmholtz solutions than classical propagative plane waves. By generalizing the Jacobi$\unicode{x2013}$Anger identity to…
We propose a contour integral-based algorithm for computing a few singular values of a matrix or a few generalized singular values of a matrix pair. Mathematically, the generalized singular values of a matrix pair are the eigenvalues of an…
We propose a new space-time variational formulation for wave equation initial-boundary value problems. The key property is that the formulation is coercive (sign-definite) and continuous in a norm stronger than $H^1(Q)$, $Q$ being the…
We study sound-soft time-harmonic acoustic scattering by general scatterers, including fractal scatterers, in 2D and 3D space. For an arbitrary compact scatterer $\Gamma$ we reformulate the Dirichlet boundary value problem for the Helmholtz…
Accurate estimation of spatial derivatives from discrete and noisy data is central to scientific machine learning and numerical solutions of PDEs. We extend kinetic-based regularization (KBR), a localized multidimensional kernel regression…
Piezoelectric Micromachined Ultrasonic Transducers (PMUTs) are essential for next-generation ultrasonic sensing and imaging due to their bidirectional electromechanical behavior, compact design, and compatibility with low-voltage…
A key challenge in 3D finite element models of coupled railway vehicle-bridge dynamics is the rigorous definition of kinematic constraints and the development of an efficient, robust solution. This paper presents a novel approach that can…
Stochastic rounding (SR) is a probabilistic method used to round numbers to floating-point and fixed-point representations. In length $n$ summation, the worst-case error of SR grows as $\sqrt{n}$ with high probability, unlike for standard…
We develop numerical methods for elliptic systems governed by partial segregation constraints, in which three nonnegative components are required to have a vanishing pointwise product throughout the domain. This constraint enforces that at…
We consider the task of estimating the trace of a matrix function, ${\rm tr}(f({\bf A}))$, of a large symmetric positive semi-definite matrix ${\bf A}$. This problem arises in multiple applications, including kernel methods and inverse…