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The cubic regularization method (CR) and its adaptive version (ARC) are popular Newton-type methods in solving unconstrained non-convex optimization problems, due to its global convergence to local minima under mild conditions. The main aim…

Optimization and Control · Mathematics 2022-10-13 Yihang Gao , Michael K. Ng

We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…

Numerical Analysis · Mathematics 2024-08-21 Wei Jiang , Chunmei Su , Ganghui Zhang

Numerical radiation-hydrodynamics (RHD) for non-relativistic flows is a challenging problem because it encompasses processes acting over a very broad range of timescales, and where the relative importance of these processes often varies by…

Instrumentation and Methods for Astrophysics · Physics 2024-07-29 Chong-Chong He , Benjamin D. Wibking , Mark R. Krumholz

High-frequency issues have been remarkably challenges in numerical methods for partial differential equations. In this paper, a learning based numerical method (LbNM) is proposed for Helmholtz equation with high frequency. The main novelty…

Numerical Analysis · Mathematics 2024-01-18 Yu Chen , Jin Cheng , Tingyue Li , Yun Miao

Partial differential equations (p.d.e) equipped of spatial derivatives of fractional order capture anomalous transport behaviors observed in diverse fields of Science. A number of numerical methods approximate their solutions in dimension…

Computational Physics · Physics 2018-08-21 Alain Cartalade , Amina Younsi , Marie-Christine Néel

This paper is concerned with $\ell_q\,(0<q<1)$-norm regularized minimization problems with a twice continuously differentiable loss function. For this class of nonconvex and nonsmooth composite problems, many algorithms have been proposed…

Optimization and Control · Mathematics 2023-06-27 Yuqia Wu , Shaohua Pan , Xiaoqi Yang

This paper implements an efficient numerical algorithm for the time-fractional Black-Scholes model governing European options. The proposed method comprises the Crank-Nicolson approach to discretize the time variable and exponential…

Computational Finance · Quantitative Finance 2026-02-03 Neetu Garg , A. S. V. Ravi Kanth

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

Cubic regularized Newton (CRN) methods have attracted signiffcant research interest because they offer stronger solution guarantees and lower iteration complexity. With the rise of the big-data era, there is growing interest in developing…

Optimization and Control · Mathematics 2025-07-18 Yiming Yang , Chuan He , Xiao Wang , Zheng Peng

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

Numerical Analysis · Mathematics 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

There has been growing interest in high-order tensor methods for nonconvex optimization, with adaptive regularization, as they possess better/optimal worst-case evaluation complexity globally and faster convergence asymptotically. These…

Optimization and Control · Mathematics 2025-01-17 Coralia Cartis , Wenqi Zhu

The main challenge of large-scale numerical simulation of radiation transport is the high memory and computation time requirements of discretization methods for kinetic equations. In this work, we derive and investigate a neural…

Numerical Analysis · Mathematics 2024-06-04 Steffen Schotthöfer , M. Paul Laiu , Martin Frank , Cory D. Hauck

A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar-Gross-Krook (M-BGK) model with nontrivial…

Numerical Analysis · Mathematics 2024-04-30 Evan Habbershaw , Cory D. Hauck , Steven M. Wise

Neural networks (NNs) representing quantum states are typically trained using Markov chain Monte Carlo based methods. However, unless specifically designed, such samplers only consist of local moves, making the slow-mixing problem prominent…

Quantum Physics · Physics 2022-09-28 Yuan-Hang Zhang , Massimiliano Di Ventra

With the growth of data, it is more important than ever to develop an efficient and robust method for solving the consistent matrix equation AXB=C. The randomized Kaczmarz (RK) method has received a lot of attention because of its…

Numerical Analysis · Mathematics 2025-07-21 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

Simulating inhomogeneous flows with different characteristic scales in different coordinate directions using the collide-and-stream based lattice Boltzmann methods (LBM) can be accomplished efficiently using rectangular lattice grids. We…

Fluid Dynamics · Physics 2021-06-02 Eman Yahia , Kannan Premnath

This paper extends the model reduction method by the operator projection to the one-dimensional special relativistic Boltzmann equation. The derivation of arbitrary order globally hyperbolic moment system is built on our careful study of…

Analysis of PDEs · Mathematics 2017-04-26 Yangyu Kuang , Huazhong Tang

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint