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Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves.…

Numerical Analysis · Mathematics 2014-10-24 Kevin Carlberg , Jaideep Ray , Bart van Bloemen Waanders

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach…

Numerical Analysis · Mathematics 2017-03-29 Jens Lang , Willem Hundsdorfer

We consider the problem of designing uniformly stable first-order optimization algorithms for empirical risk minimization. Uniform stability is often used to obtain generalization error bounds for optimization algorithms, and we are…

Machine Learning · Computer Science 2022-07-19 Amit Attia , Tomer Koren

In 1970s, a method was developed for integration of nonlinear equations by means of algebraic geometry. Starting from a Lax representation with spectral parameter, the algebro-geometric method allows to solve the system explicitly in terms…

Exactly Solvable and Integrable Systems · Physics 2016-08-10 Anton Izosimov

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new…

Numerical Analysis · Mathematics 2009-03-04 N. S. Hoang , A. G. Ramm

Recent research has observed that in machine learning optimization, gradient descent (GD) often operates at the edge of stability (EoS) [Cohen, et al., 2021], where the stepsizes are set to be large, resulting in non-monotonic losses…

Machine Learning · Computer Science 2023-10-17 Jingfeng Wu , Vladimir Braverman , Jason D. Lee

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

Investigating the network stability or synchronization dynamics of multi-agent systems with time delays is of significant importance in numerous real-world applications. Such investigations often rely on solving the transcendental…

Dynamical Systems · Mathematics 2025-01-08 Shijie Zhou , Yang Luan , Xuzhe Qian , Wei Lin

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with…

Numerical Analysis · Mathematics 2008-04-22 N. S. Hoang , A. G. Ramm

This paper studies inf-sup stable finite element discretizations of the evolutionary Navier--Stokes equations with a grad-div type stabilization. The analysis covers both the case in which the solution is assumed to be smooth and…

Numerical Analysis · Mathematics 2017-05-29 Javier de Frutos , Bosco García-Archilla , Volker John , Julia Novo

The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…

Numerical Analysis · Mathematics 2019-08-22 Boris Faleichik

A version of the Dynamical Systems Method for solving ill-posed nonlinear equations with monotone and locally H\"{o}lder continuous operators is studied in this paper. A discrepancy principle is proposed and justified under natural and weak…

Dynamical Systems · Mathematics 2010-03-29 N. S. Hoang

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

The usual definition of the stability region of implicit multistep methods often implies that there are some isolated points of stability within the region of instability of the numerical method. These isolated stable points may appear when…

Numerical Analysis · Mathematics 2019-01-30 Lajos Lóczi

A new method for the stability assessment of inverter-based microgrids is presented in this paper. Directly determining stability boundaries by searching the multidimensional space of inverters' droop gains is a computationally prohibitive…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Andrey Gorbunov , Jimmy Chih-Hsien Peng , Janusz W. Bialek , Petr Vorobev

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

In this paper, we introduce a fictitious dynamics for describing the only fast relaxation of a stiff ordinary differential equation (ODE) system towards a stable low-dimensional invariant manifold in the phase-space (slow invariant manifold…

Statistical Mechanics · Physics 2025-10-01 Eliodoro Chiavazzo

Direct solution of simultaneous linear equations is regarded to be slow for large systems of equations and requires special treatment to avoid numerical instability. A new method is proposed that addresses the numerical instability without…

Numerical Analysis · Mathematics 2011-05-02 Anoosh Abdy

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

We consider the problem of network stability in finite-buffer systems. We observe that finite buffer may affect stability even in simplest network structure, and we propose an ordinary differential equation (ODE) model to capture the…

Networking and Internet Architecture · Computer Science 2024-11-07 Xinyu Wu , Dan Wu , Eytan Modiano