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Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…

Numerical Analysis · Mathematics 2023-01-25 Fredrik Fryklund , Sara Pålsson , Anna-Karin Tornberg

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…

Numerical Analysis · Mathematics 2016-02-25 Jerome Droniou

This paper explores the critical role of differentiation approaches for data-driven differential equation discovery. Accurate derivatives of the input data are essential for reliable algorithmic operation, particularly in real-world…

Machine Learning · Computer Science 2023-11-13 Mikhail Masliaev , Ilya Markov , Alexander Hvatov

Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method.…

Numerical Analysis · Mathematics 2021-06-15 Shin-itiro Goto , Hideitsu Hino

The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…

Optimization and Control · Mathematics 2024-09-19 Ibrahim K. Ozaslan , Mihailo R. Jovanović

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…

Numerical Analysis · Mathematics 2024-04-22 Philipp Bader , Sergio Blanes , Fernando Casas , Nikita Kopylov , Enrique Ponsoda

We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an…

Numerical Analysis · Mathematics 2025-06-03 Michael Feischl , Andrea Scaglioni

For convection dominated problems, the streamline upwind Petrov--Galerkin method (SUPG), also named streamline diffusion finite element method (SDFEM), ensures a stable finite element solution. Based on robust a posteriori error estimators,…

Numerical Analysis · Mathematics 2019-07-17 Christoph Erath , Dirk Praetorius

We study the effect of the streamline upwind/Petrov Galerkin (SUPG) stabilized finite element method on the discretization of optimal control problems governed by linear advection-diffusion equations. We compare two approaches for the…

Numerical Analysis · Mathematics 2024-11-18 S. Scott Collis , Matthias Heinkenschloss

The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without…

Numerical Analysis · Mathematics 2009-02-02 Mattias Sandberg

In the setting of symplectic manifolds which are convex at infinity, we use a version of the Aleksandrov maximum principle to derive uniform estimates for Floer solutions that are valid for a wider class of Hamiltonians and almost complex…

Symplectic Geometry · Mathematics 2017-06-14 Will J. Merry , Igor Uljarevic

Consistent splitting schemes are among the most accurate pressure segregation methods, incurring no splitting errors or spurious boundary conditions. Nevertheless, their theoretical properties are not yet fully understood, especially when…

Numerical Analysis · Mathematics 2025-03-27 Douglas R. Q. Pacheco

Multi-symplectic integrators are typically regarded as a discretization of the Hamiltonian partial differential equations. This is due to the fact that, for generic finite-dimensional Hamiltonian systems, there exists only one independent…

Dynamical Systems · Mathematics 2025-02-07 A. V. Tsiganov

In this paper we consider the numerical solution of the Hamiltonian wave equation in two spatial dimension. We use the Mimetic Finite Difference (MFD) method to approximate the continuous problem combined with a symplectic integration in…

Numerical Analysis · Mathematics 2016-08-04 Lourenco Beirao da Veiga , Luciano Lopez , Giuseppe Vacca

Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…

Numerical Analysis · Mathematics 2016-05-19 Eduard G. Nikonov