Related papers: An iterative semi-implicit scheme with robust damp…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…
The analysis of the time-frequency content of a signal is a classical problem in signal processing, with a broad number of applications in real life. Many different approaches have been developed over the decades, which provide alternative…
We propose and analyze a second-order partitioned time-stepping method for a two-phase flow problem in porous media. The algorithm is based on a refactorization of Cauchy's one-leg $\theta$-method. The main part consists of the implicit…
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…
A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…
An efficient numerical scheme for solving transport equations for tokamak plasmas within an integrated modelling framework is presented. The plasma transport equations are formulated as diffusion-advection equations in two coordinates (a…
Diffusion- and flow-based policies deliver state-of-the-art performance on long-horizon robotic manipulation and imitation learning tasks. However, these controllers employ a fixed inference budget at every control step, regardless of task…
We present a new boundary integral formulation for time-harmonic wave diffraction from two-dimensional structures with many layers of arbitrary periodic shape, such as multilayer dielectric gratings in TM polarization. Our scheme is robust…
An efficient numerical algorithm is presented for massively parallel simulations of dispersion-managed wavelength-division-multiplexed optical fiber systems. The algorithm is based on a weak nonlinearity approximation and independent…
We present an implicit relaxation scheme for the simulation of compressible flows in all Mach number regimes based on a Jin Xin relaxation approach. The main features of the proposed scheme lie in its simplicity and effectiveness. Thanks to…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
We study the convergence and the stability of fictitious dynamical methods for electrons. First, we show that a particular damped second-order dynamics has a much faster rate of convergence to the ground-state than first-order steepest…
As an effective emulator of ill-conditioned power flow, continuous Newton methods (CNMs) have been extensively investigated using explicit and implicit numerical integration algorithms. Explicit CNMs are prone to non-convergence issues due…
We present a novel asymptotic-preserving semi-implicit finite element method for weakly compressible and incompressible flows based on compatible finite element spaces. The momentum is sought in an $H(\mathrm{div})$-conforming space,…
In this paper an approach is outlined. With this approach some explicit algorithms can be applied to solve the initial value problem of $n-$dimensional damped oscillators. This approach is based upon following structure: for any…
We develop and analyze a highly efficient, second-order time-marching scheme for infinite-dimensional nonlinear geophysical fluid models, designed to accurately approximate invariant measures-that is, the stationary statistical properties…
This study concerns the efficiency of time-spectral methods for numerical solution of differential equations. It is found that the time-spectral method GWRM demonstrates insensitivity to stiffness and chaoticity due to the implicit nature…