Related papers: Linear Multistep Numerical Methods for Ordinary Di…
Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…
This paper introduces two decomposition-based methods for two-block mixed-integer linear programs (MILPs), which aim to take advantage of separable structures of the original problem by solving a sequence of lower-dimensional MILPs. The…
This paper features and elaborates recent developments and modifications in asymptotic techniques in solving differential equation in non linear dynamics. These methods are proved to be powerful to solve weakly as well as strongly non…
We show that Newton methods for generalized equations are input-to-state stable with respect to disturbances such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
In this paper, we explore a specific optimization problem that combines a differentiable nonconvex function with a nondifferentiable function for multi-block variables, which is particularly relevant to tackle the multilinear…
This paper is presented to give numerical solutions of some cases of nonlinear wave-like equations with variable coefficients by using Reduced Differential Transform Method (RDTM). RDTM can be applied most of the physical, engineering,…
In this paper we will consider the peridynamic equation of motion which is described by a second order in time partial integro-differential equation. This equation has recently received great attention in several fields of Engineering…
The asymmetric May-Leonard model is a prototypical system of 3 nonlinearly coupled first-order Ordinary Differential Equations with second-degree polynomial right-hand sides. In this short paper we identify a class of special solutions of…
Von Neumann stability analysis, a well-known Fourier-based method, is a widely used technique for assessing stability in numerical computations. However, as noted in "Numerical Solution of Partial Differential Equations: Finite Difference…
There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…
The Adomian decomposition method (ADM) is a universal approach to solving governing equations in various engineering and technological applications. The applicability of the ADM is almost limitless due to its universal applicability, but…
We present an exposition of a method of discretizing ordinary differential equations while preserving their Lie point symmetries. This method is very general and can be applied to any ODE with a nontrivial symmetry group. The method is…
Modern data science applications demand solving large-scale optimization problems. The prevalent approaches are first-order methods, valued for their scalability. These methods are implemented to tackle highly irregular problems where…
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non-Lipschitzian coefficients. Motivation…
Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…
In this paper we consider discrete gradient methods for approximating the solution and preserving a first integral (also called a constant of motion) of autonomous ordinary differential equations. We prove under mild conditions for a large…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…