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The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…

Numerical Analysis · Mathematics 2025-08-08 Deren Han , Jiaxin Xie

In this paper we present a fully deterministic method for the numerical solution to the Boltzmann equation of rarefied gas dynamics in a bounded domain for multi-scale problems. Periodic, specular reflection and diffusive boundary…

Numerical Analysis · Mathematics 2011-06-07 Francis Filbet

One of the biggest challenges for simulating the Boltzmann equation is the evaluation of fivefold collision integral. Given the recent successes of deep learning and the availability of efficient tools, it is an obvious idea to try to…

Computational Physics · Physics 2021-07-28 Tianbai Xiao , Martin Frank

Implicit-explicit Runge-Kutta (IMEX-RK) time discretization methods are very popular when solving stiff kinetic equations. In [21], an asymptotic analysis shows that a specific class of high-order IMEX-RK schemes can accurately capture the…

Numerical Analysis · Mathematics 2026-01-12 Sebastiano Boscarino , Seung Yeon Cho

To address the issues of stability and accuracy for reaction-diffusion equations, the development of high order and stable time-stepping methods is necessary. This is particularly true in the context of cardiac electrophysiology, where…

Numerical Analysis · Mathematics 2019-06-18 Yves Coudière , Charlie Douanla Lontsi , Charles Pierre

We use the Burnett spectral method to solve the Boltzmann equation whose collision term is modeled by separate treatments for the low-frequency part and high-frequency part of the solution. For the low-frequency part representing the sketch…

Numerical Analysis · Mathematics 2021-10-25 Zhenning Cai , Yanli Wang

We study the use of the hybridizable discontinuous Galerkin (HDG) method for numerically solving fractional diffusion equations of order $-\alpha$ with $-1<\alpha<0$. For exact time-marching, we derive optimal algebraic error estimates…

Numerical Analysis · Mathematics 2014-09-26 Bernardo Cockburn , Kassem Mustapha

We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex…

Optimization and Control · Mathematics 2017-01-23 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

In \cite{wang2023towards}, a dual-consistent dual-weighted residual-based $h$-adaptive method has been proposed based on a Newton-GMG framework, towards the accurate calculation of a given quantity of interest from Euler equations. The…

Numerical Analysis · Mathematics 2023-08-15 Jingfeng Wang , Guanghui Hu

In this paper, we develop high-order asymptotic preserving (AP) schemes for the BGK equation in a hyperbolic scaling, which leads to the macroscopic models such as the Euler and compressible Navier-Stokes equations in the asymptotic limit.…

Numerical Analysis · Mathematics 2015-05-20 Tao Xiong , Juhi Jang , Fengyan Li , Jing-Mei Qiu

We propose an arbitrarily high-order accurate, fully well-balanced numerical method for the one-dimensional blood flow model. The developed method employs a continuous solution representation, combining conservative and primitive…

Numerical Analysis · Mathematics 2025-02-07 Yongle Liu , Wasilij Barsukow

We develop error estimates for the semi-discrete conservative spectral method for the approximation of the elastic and inelastic space homogeneous Boltzmann equation introduced by the authors in \cite{GT09}. In addition we study the long…

Numerical Analysis · Mathematics 2019-06-21 Ricardo J. Alonso , Irene M. Gamba , Sri Harsha Tharkabhushanam

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…

Numerical Analysis · Mathematics 2025-04-29 Anton Arnold , Jannis Körner

We present a new entropy-based moment method for the velocity discretization of kinetic equations. This method is based on a regularization of the optimization problem defining the original entropy-based moment method, and this gives the…

Numerical Analysis · Mathematics 2018-04-17 Graham W. Alldredge , Martin Frank , Cory D. Hauck

In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex…

Optimization and Control · Mathematics 2026-01-21 Shikher Sharma , Simeon Reich

We present a comparative computational study of two stabilized Reduced Order Models (ROMs) for the simulation of convection-dominated incompressible flow (Reynolds number of the order of a few thousands). Representative solutions in the…

Fluid Dynamics · Physics 2024-05-01 Pierfrancesco Siena , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…

Optimization and Control · Mathematics 2021-07-09 Vyacheslav Kungurtsev , Vladimir Shikhman

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…

Numerical Analysis · Mathematics 2022-12-22 Beniamin Goldys , Chunxi Jiao , Kim-Ngan Le
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