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Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

A nonlinear adaptive procedure for optimising both the schemes in time and space is proposed in view of increasing the numerical efficiency and reducing the computational time. The method is based on a four-parameter family of schemes we…

Numerical Analysis · Mathematics 2021-01-05 Maria T. Malheiro , Gaspar J. Machado , Stéphane Clain

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

We propose a new family of mapped WENO schemes by using several adaptive control functions and a smoothing approximation of the signum function. The proposed schemes introduce the adaptivity and admit an extensive permitted range of the…

Numerical Analysis · Mathematics 2022-02-04 Ruo Li , Wei Zhong

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

The international neuroscience community is building the first comprehensive atlases of brain cell types to understand how the brain functions from a higher resolution, and more integrated perspective than ever before. In order to build…

Neurons and Cognition · Quantitative Biology 2023-08-03 Thomas L. Athey , Daniel J. Tward , Ulrich Mueller , Laurent Younes , Joshua T. Vogelstein , Michael I. Miller

Wavelet-based grid adaptation methods use multiresolution analysis for error estimation, offering a mathematically rigorous approach to adaptive grid refinement when solving Partial Differential Equations (PDEs). However, applying these…

Numerical Analysis · Mathematics 2026-03-20 Changxiao Nigel Shen , Wim M. van Rees

We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…

Computational Physics · Physics 2014-10-13 Julián Becerra-Sagredo , Carlos Málaga , Francisco Mandujano

A computationally efficient high-order solver is developed to compute the wall distances by solving the relevant partial differential equations, namely: Eikonal, Hamilton-Jacobi (HJ) and Poisson equations. In contrast to the upwind schemes…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Hemanth Chandra Vamsi Kakumani , Nagabhushana Rao Vadlamani , Paul Gary Tucker

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

A high order one-step ADER-WENO finite volume scheme with Adaptive Mesh Refinement (AMR) in multiple space dimensions is presented. A high order one-step time discretization is achieved using a local space-time discontinuous Galerkin…

Instrumentation and Methods for Astrophysics · Physics 2014-01-27 Olindo Zanotti , Michael Dumbser , Arturo Hidalgo , Dinshaw Balsara

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

Conventional jet algorithms are based on a deterministic view of the underlying hard scattering process. Each outgoing parton from the hard scattering is associated with a hard, well separated jet. This approach is very successful because…

High Energy Physics - Phenomenology · Physics 2007-05-23 W. T. Giele , E. W. N. Glover

We present a WENO-TVD scheme for the simulation of atmospheric phenomena. The scheme considers a spatial discretization via a second-order TVD flux based upon a flux-centered limiter approach, which makes use of high-order accurate…

Numerical Analysis · Mathematics 2011-11-09 Dante Kalise

Steady state simulations} of magnetized electron fluid equations with strong anisotropic diffusion based on the first-order hyperbolic approach is carried out using cell-centered higher order upwind schemes, linear and weighted essentially…

Computational Physics · Physics 2019-03-14 Amareshwara Sainadh Chamarthi , Kimiya Komurasaki , Rei Kawashima

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

A space-time adaptive scheme is presented for solving advection equations in two space dimensions. The gradient-augmented level set method using a semi-Lagrangian formulation with backward time integration is coupled with a point value…

Computational Physics · Physics 2015-04-20 Dmitry Kolomenskiy , Jean-Christophe Nave , Kai Schneider

A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…

Numerical Analysis · Mathematics 2015-03-17 Per-Gunnar Martinsson

In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built…

Numerical Analysis · Mathematics 2020-09-09 Yupeng Ren , Yulong Xing , Jianxian Qiu