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An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different…

机器学习 · 统计学 2019-12-30 Murat A. Erdogdu , Lester Mackey , Ohad Shamir

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

数值分析 · 数学 2020-01-29 Victor Minden , Lexing Ying

We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…

数值分析 · 数学 2023-03-28 Vaishnavi Gujjula , Sivaram Ambikasaran

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

数值分析 · 数学 2024-11-11 Clarissa Astuto

This paper addresses the efficient solution of linear systems arising from curl-conforming finite element discretizations of $H(\mathrm{curl})$ elliptic problems with heterogeneous coefficients. We first employ the discrete form of a…

数值分析 · 数学 2025-06-10 Chupeng Ma , Yongwei Zhang

In this paper, we present a fast divergence-free spectral algorithm (FDSA) for the curl-curl problem. Divergence-free bases in two and three dimensions are constructed by using the generalized Jacobi polynomials. An accurate spectral method…

数值分析 · 数学 2023-08-25 Lechang Qin , Changtao Sheng , Zhiguo Yang

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

数值分析 · 数学 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…

数值分析 · 数学 2022-09-20 Marco Donatelli , Rolf Krause , Mariarosa Mazza , Ken Trotti

In this work, an efficient blackbox-type multigrid method is proposed for solving multipoint flux approximations of the Darcy problem on logically rectangular grids. The approach is based on a cell-centered multigrid algorithm, which…

数值分析 · 数学 2024-02-13 Andrés Arrarás , Francisco J. Gaspar , Laura Portero , Carmen Rodrigo

This paper presents a rank-adaptive implicit-explicit integrator for the tensor approximation of three-dimensional convection-diffusion equations. In particular, the recently developed Reduced Augmentation Implicit Low-rank (RAIL)…

数值分析 · 数学 2025-08-25 Joseph Nakao , Gianluca Ceruti , Lukas Einkemmer

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

数值分析 · 数学 2025-06-25 Jianqing Yang , Jianxian Qiu

We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…

数值分析 · 数学 2022-07-20 Mirjana Brdar , Sebastian Franz , Lars Ludwig , Hans-Görg Roos

An efficient $hp$-multigrid scheme is presented for local discontinuous Galerkin (LDG) discretizations of elliptic problems, formulated around the idea of separately coarsening the underlying discrete gradient and divergence operators. We…

数值分析 · 数学 2019-03-14 Daniel Fortunato , Chris H. Rycroft , Robert Saye

We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…

数值分析 · 数学 2016-01-29 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

This paper focuses on developing a reduction-based algebraic multigrid method that is suitable for solving general (non)symmetric linear systems and is naturally robust from pure advection to pure diffusion. Initial motivation comes from a…

The paper addresses the challenge of constructing finite element curl div complexes in three dimensions. Tangential-normal continuity is introduced in order to develop distributional finite element curl div complexes. The spaces constructed…

数值分析 · 数学 2025-02-06 Long Chen , Xuehai Huang , Chao Zhang

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

数值分析 · 数学 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

In this paper, we study a tensor-based method for the numerical solution of a class of diffusion--reaction equations defined on spatial domains that admit common curvilinear coordinate representations. Typical examples in 2D include disks…

数值分析 · 数学 2026-04-14 Marco Caliari , Fabio Cassini

We present superalgebraic compatible Nystr\"om discretizations for the four Helmholtz boundary operators of Calder\'{o}n's calculus on smooth closed curves in 2D. These discretizations are based on appropriate splitting of the kernels…

数值分析 · 数学 2016-05-13 V. Dominguez , C. Turc

The aim of this article is to prove strong convergence results on the difference between the solution to highly oscillatory problems posed in thin domains and its two-scale expansion. We first consider the case of the linear diffusion…

偏微分方程分析 · 数学 2025-07-29 Virginie Ehrlacher , Arthur Lebée , Frédéric Legoll , Adrien Lesage