Related papers: Step Sizes for Strong Stability Preservation with …
Recent findings by Cohen et al., 2021, demonstrate that when training neural networks using full-batch gradient descent with a step size of $\eta$, the largest eigenvalue $\lambda_{\max}$ of the full-batch Hessian consistently stabilizes…
Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…
High-order accurate, $\textit{entropy stable}$ numerical methods for hyperbolic conservation laws have attracted much interest over the last decade, but only a few rigorous convergence results are available, particularly in multiple space…
For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…
This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…
We study relaxation-based approaches for conserving mass and energy in the numerical solution of Schr\"odinger-Poisson (SP) type systems. Relaxation-based methods offer a general approach that can be applied as post-time step processing to…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
We consider a scalar conservation law with linear and nonlinear flux function on a bounded domain $\Omega\subset{\R}^2$ with Lipschitz boundary $\partial\Omega.$ We discretize the spatial variable with the standard finite element method…
By employing non-equispaced grid points near boundaries, boundary-optimized upwind finite-difference operators of orders up to nine are developed. The boundary closures are constructed within a diagonal-norm summation-by-parts (SBP)…
This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…
High-order entropy stable summation-by-parts (SBP) schemes are a class of robust and accurate numerical methods for hyperbolic conservation laws that are numerically stable at arbitrary order without the need for artificial stabilization.…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
We employ the summation-by-parts (SBP) framework to extend the recent domain-of-dependence (DoD) stabilization for cut cells to linear kinetic models in diffusion scaling. Numerical methods for these models are challenged by increased…
Tuning step sizes is crucial for the stability and efficiency of optimization algorithms. While adaptive coordinate-wise step sizes have been shown to outperform scalar step size in first-order methods, their use in second-order methods is…
This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…
High order methods based on diagonal-norm summation by parts operators can be shown to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of hyperbolic PDEs. These methods can also be interpreted as nodal…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We provide sufficient conditions for instability of the subgradient method with constant step size around a local minimum of a locally Lipschitz semi-algebraic function. They are satisfied by several spurious local minima arising in robust…