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We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…

最优化与控制 · 数学 2024-12-03 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

数值分析 · 数学 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…

数值分析 · 数学 2020-02-13 Paul Escapil-Inchauspé , Carlos Jerez-Hanckes

In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results…

数值分析 · 数学 2020-11-12 A. Leitao , F. Margotti , B. F. Svaiter

The Teukolsky Master Equation is the basic tool for study of perturbations of the Kerr metric in linear approximation. It admits separation of variables, thus yielding the Teukolsky Radial Equation and the Teukolsky Angular Equation. We…

广义相对论与量子宇宙学 · 物理学 2010-05-25 Plamen P. Fiziev

This article aims to present a general study of the Helmholtz problem in slowly varying waveguides. This work is of particular interest at locally resonant frequencies, where a phenomenon close to the tunnel effect for Schr\"odinger…

偏微分方程分析 · 数学 2022-02-17 Eric Bonnetier , Angèle Niclas , Laurent Seppecher , Grégory Vial

We study the seismic inverse problem for the recovery of subsurface properties in acoustic media. In order to reduce the ill-posedness of the problem, the heterogeneous wave speed parameter to be recovered is represented using a limited…

偏微分方程分析 · 数学 2020-09-10 Florian Faucher , Otmar Scherzer , Hélène Barucq

We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…

数值分析 · 数学 2020-07-21 Martin Halla

High-frequency issues have been remarkably challenges in numerical methods for partial differential equations. In this paper, a learning based numerical method (LbNM) is proposed for Helmholtz equation with high frequency. The main novelty…

数值分析 · 数学 2024-01-18 Yu Chen , Jin Cheng , Tingyue Li , Yun Miao

In this paper we develop a plane wave type method for discretization of homogeneous Helmholtz equations with variable wave numbers. In the proposed method, local basis functions (on each element) are constructed by the geometric optics…

数值分析 · 数学 2021-07-22 Qiya Hu , Zezhong Wang

We study the convergence of iterative linear solvers for discontinuous Galerkin discretizations of systems of hyperbolic conservation laws with polygonal mesh elements compared with that of traditional triangular elements. We solve the…

数值分析 · 数学 2019-11-25 Will Pazner , Per-Olof Persson

We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…

数值分析 · 数学 2023-04-04 Daniele Boffi , Ramon Codina , Önder Türk

We present the first fast solver for the high-frequency Helmholtz equation that scales optimally in parallel, for a single right-hand side. The L-sweeps approach achieves this scalability by departing from the usual propagation pattern, in…

数值分析 · 数学 2020-08-26 Matthias Taus , Leonardo Zepeda-Núñez , Russell J Hewett , Laurent Demanet

Boundary element methods for the Helmholtz equation lead to large dense matrices that can only be handled if efficient compression techniques are used. Directional compression techniques can reach good compression rates even for…

数值分析 · 数学 2020-11-03 Steffen Börm , Christina Börst

Closed combustion devices like gas turbines and rockets are prone to thermoacoustic instabilities. Design engineers in the industry need tools to accurately identify and remove instabilities early in the design cycle. Many different…

数值分析 · 数学 2023-07-26 Varun Hiremath , Jose E. Roman

We introduce a novel multi-resolution Localized Orthogonal Decomposition (LOD) for time-harmonic acoustic scattering problems that can be modeled by the Helmholtz equation. The method merges the concepts of LOD and operator-adapted wavelets…

数值分析 · 数学 2022-11-24 Moritz Hauck , Daniel Peterseim

We introduce a fast Eikonal Phase Retrieval (EPR) formulation that accelerates eikonal phase retrieval by more than two orders of magnitude while retaining controlled accuracy. The method is derived from a second-order asymptotic expansion…

We study the resonant set of a two-level Schr\"odinger operator with a linear conical intersection. This model operator can be decomposed into a direct sum of first order systems on the real half-line. For these ordinary differential…

偏微分方程分析 · 数学 2007-05-23 S. Fujiie , C. Lasser , L. Nedelec

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

最优化与控制 · 数学 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

We present a fast method for numerically solving the inhomogeneous Helmholtz equation. Our iterative method is based on the Born series, which we modified to achieve convergence for scattering media of arbitrary size and scattering…

计算物理 · 物理学 2016-07-14 Gerwin Osnabrugge , Saroch Leedumrongwatthanakun , Ivo M. Vellekoop