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Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Quasi-periodic trajectories with two or more incommensurate frequencies are ubiquitous in nonlinear dynamics, yet the classical Fourier-based time-spectral method is tied to strictly periodic responses. We introduce a torus time-spectral…

数值分析 · 数学 2025-12-16 Sicheng He , Hang Li , Kivanc Ekici

Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…

数值分析 · 数学 2024-09-04 Ahmad Deeb , Denys Dutykh

Fourier solvers have become efficient tools to establish structure-property relations in heterogeneous materials. Introduced as an alternative to the Finite Element (FE) method, they are based on fixed-point solutions of the…

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

数值分析 · 数学 2025-06-19 Wenjun Xu , Wenzhong Zhang

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…

数值分析 · 数学 2021-05-04 Martin J. Gander , Iryna Kulchytska-Ruchka , Sebastian Schöps

Dye experimentation is a widely used method in experimental fluid mechanics for flow analysis or for the study of the transport of particles within a fluid. This technique is particularly useful in biomedical diagnostic applications ranging…

流体动力学 · 物理学 2023-09-25 Faisal Amlani , Heng Wei , Niema M. Pahlevan

The combination of nonlinear FETI-DP (Dual Primal Finite Element Tearing and Interconnecting) and Quasi-Newton methods using a sequential quadratic programming (SQP) approach is considered. Nonlinear FETI-DP methods are parallel iterative…

数值分析 · 数学 2025-08-18 Stephan Köhler , Oliver Rheinbach

The evolution of dynamical systems is generically governed by nonlinear partial differential equations (PDEs), whose solution, in a simulation framework, requires vast amounts of computational resources. In this work, we present a novel…

机器学习 · 计算机科学 2023-09-01 Michael Rotman , Amit Dekel , Ran Ilan Ber , Lior Wolf , Yaron Oz

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

数值分析 · 数学 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. The second paper is concerned with simultaneous approximation to functions and their…

数值分析 · 数学 2022-08-09 Weiming Sun , Zimao Zhang

We propose the Factorized Fourier Neural Operator (F-FNO), a learning-based approach for simulating partial differential equations (PDEs). Starting from a recently proposed Fourier representation of flow fields, the F-FNO bridges the…

机器学习 · 计算机科学 2023-03-03 Alasdair Tran , Alexander Mathews , Lexing Xie , Cheng Soon Ong

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

数值分析 · 数学 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

This paper presents a "two-dimensional Fourier Continuation" method (2D-FC) for construction of bi-periodic extensions of smooth non-periodic functions defined over general two-dimensional smooth domains. The approach can be directly…

数值分析 · 数学 2020-10-19 Oscar P. Bruno , Jagabandhu Paul

Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

数值分析 · 数学 2010-08-03 Minh-Binh Tran

Cross-domain few-shot segmentation (CD-FSS) aims to segment unseen categories with very limited samples while alleviating the negative effects of domain shift between the source and target domains. At present, existing CD-FSS studies…

计算机视觉与模式识别 · 计算机科学 2026-05-15 Huan Ni , Qingshan Liu , Xiaonan Niu , Danfeng Hong , Lingli Zhao , Haiyan Guan

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

数值分析 · 数学 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

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

This manuscript introduces an advanced numerical approach for the integration of incompressible Navier-Stokes (NS) equations using a Time Series Expansion (TSE) method within a Finite Element Method (FEM) framework. The technique is…

数值分析 · 数学 2025-05-05 Ahmad Deeb , Denys Dutykh

We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…

数值分析 · 数学 2026-01-05 Alexander Zlotnik , Ilya Zlotnik
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