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相关论文: A spectral collocation method for elliptic PDEs in…

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This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

计算金融 · 定量金融 2013-03-26 Masaaki Fujii

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

数值分析 · 数学 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

Decoupled fractional Laplacian wave equation can describe the seismic wave propagation in attenuating media. Fourier pseudospectral implementations, which solve the equation in spatial frequency domain, are the only existing methods for…

数值分析 · 数学 2018-01-08 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen

This paper addresses a multi-scale finite element method for second order linear elliptic equations with arbitrarily rough coefficient. We propose a local oversampling method to construct basis functions that have optimal local…

数值分析 · 数学 2015-08-04 Thomas Y. Hou , Pengfei Liu

Spectral and spectral element methods using Galerkin type formulations are efficient for solving linear fractional PDEs (FPDEs) of constant order but are not efficient in solving nonlinear FPDEs and cannot handle FPDEs with variable-order.…

数值分析 · 数学 2019-03-27 Tinggang Zhao , Zhiping Mao , George Em Karniadakis

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

数值分析 · 数学 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

数值分析 · 数学 2018-10-18 Simone Brugiapaglia

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

数值分析 · 数学 2013-07-11 A. Gillman , P. G. Martinsson

When using Laguerre and Hermite spectral methods to numerically solve PDEs in unbounded domains, the number of collocation points assigned inside the region of interest is often insufficient, particularly when the region is expanded or…

数值分析 · 数学 2020-09-29 Mingtao Xia , Sihong Shao , Tom Chou

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…

数值分析 · 数学 2015-02-09 Ashley Prater

We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$. Numerical analysis and experiments are provided to study its performance. Our…

数值分析 · 数学 2024-06-18 Shiping Zhou , Yanzhi Zhang

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

数值分析 · 数学 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson

We present a spectrally accurate embedded boundary method for solving linear, inhomogeneous, elliptic partial differential equations (PDE) in general smooth geometries, focusing in this manuscript on the Poisson, modified Helmholtz, and…

数值分析 · 数学 2022-09-28 David B. Stein

A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a…

数值分析 · 数学 2024-08-15 Nicholas Hale

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

数值分析 · 数学 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

We propose a patchwise local Fourier extension method for approximating smooth functions on general two dimensional domains with curved boundaries. The domain is embedded into a Cartesian background grid and decomposed into rectangular…

数值分析 · 数学 2026-05-12 Zhenyu Zhao , Yanfei Wang

We propose and analyze an extended Fourier pseudospectral (eFP) method for the spatial discretization of the Gross-Pitaevskii equation (GPE) with low regularity potential by treating the potential in an extended window for its discrete…

数值分析 · 数学 2025-04-29 Weizhu Bao , Bo Lin , Ying Ma , Chushan Wang

In a recent paper [{\em F. Bernal, J. Mor\'on-Vidal and J.A. Acebr\'on, Comp.$\&$ Math. App. 146:294-308 (2023)}] an hybrid supercomputing algorithm for elliptic equations has been put forward. The idea is that the interfacial nodal…

数值分析 · 数学 2023-11-16 Jorge Morón-Vidal , Francisco Bernal , Atsushi Suzuki

To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…

数值分析 · 数学 2018-04-05 M. A. Zaky , E. H. Doha , T. M. Taha , D. Baleanu