Related papers: Jet schemes for advection problems
A novel scheme, based on third-order Weighted Essentially Non-Oscillatory (WENO) reconstructions, is presented. It attains unconditionally optimal accuracy when the data is smooth enough, even in presence of critical points, and…
The aim of this study is to develop a novel WENO scheme that improves the performance of the well-known fifth-order WENO methods. The approximation space consists of exponential polynomials with a tension parameter that may be optimized to…
In this paper, we develop a simple, efficient, and fifth-order finite difference interpolation-based Hermite WENO (HWENO-I) scheme for one- and two-dimensional hyperbolic conservation laws. We directly interpolate the solution and…
High-order gas-kinetic scheme (HGKS) has been well-developed in the past years. Abundant numerical tests including hypersonic flow, turbulence, and aeroacoustic problems, have been used to validate its accuracy, efficiency, and robustness.…
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…
Fixed-point iterative sweeping methods were developed in the literature to efficiently solve steady state solutions of Hamilton-Jacobi equations and hyperbolic conservation laws. Similar as other fast sweeping schemes, the key components of…
The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…
A new algorithm, termed subspace evolution and transfer (SET), is proposed for solving the consistent matrix completion problem. In this setting, one is given a subset of the entries of a low-rank matrix, and asked to find one low-rank…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We propose a WENO finite difference scheme to approximate anelastic flows, and scalars advected by them, on staggered grids. In contrast to existing WENO schemes on staggered grids, the proposed scheme is designed to be arbitrarily…
A stability analysis is performed on high-order schemes formulated using the Flux Reconstruction (FR) approach. The one-dimensional advection model equation is used for the assessment of the stability region of these schemes when coupled…
Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…
We consider the solution of initial value problems within the context of hybrid systems and emphasise the use of high precision approximations (in software for exact real arithmetic). We propose a novel algorithm for the computation of…
In an attempt to investigate the structures of ultra-relativistic jets injected into the intracluster medium (ICM) and the associated flow dynamics, such as shocks, velocity shear, and turbulence, we have developed a new special…
We devise a new accelerated gradient-based estimating sequence technique for solving large-scale optimization problems with composite structure. More specifically, we introduce a new class of estimating functions, which are obtained by…