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We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…

Numerical Analysis · Mathematics 2020-01-29 Alex H. Barnett , Leslie Greengard , Tom Hagstrom

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…

Computational Physics · Physics 2023-03-28 Thoma Zoto , John C. Bowman

The diagonal case of the $sl(2)$ Richardson-Gaudin quantum pairing model \cite{Richardson1,Richardson2,Richardson3,Richardson4,Richardson5,Richardson6,G audin76} is known to be solvable as an Abel-Jacobi inversion problem…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Razvan Teodorescu

We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems…

Numerical Analysis · Mathematics 2020-10-15 Irmina Walawska , Daniel Wilczak

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

Based on functional analysis, we propose an algorithm for finite-norm solutions of higher-order linear Fuchsian-type ordinary differential equations (ODEs) P(x,d/dx)f(x)=0 with P(x,d/dx):=[\sum_m p_m (x) (d/dx)^m] by using only the four…

Numerical Analysis · Mathematics 2011-06-24 Fuminori Sakaguchi , Masahito Hayashi

In this work, we introduce a method based on piecewise polynomial interpolation to enclose rigorously solutions of nonlinear ODEs. Using a technique which we call a priori bootstrap, we transform the problem of solving the ODE into one of…

Dynamical Systems · Mathematics 2017-04-12 Maxime Breden , Jean-Philippe Lessard

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Numerical Analysis · Mathematics 2021-07-28 Gino I. Montecinos

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…

Optimization and Control · Mathematics 2018-11-29 Jingzhao Zhang , Aryan Mokhtari , Suvrit Sra , Ali Jadbabaie

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

Geometric optimization problems are at the core of many applications in geometry processing. The choice of a representation fitting an optimization problem can considerably simplify solving the problem. We consider the Nonlinear…

Numerical Analysis · Mathematics 2020-04-29 Josua Sassen , Behrend Heeren , Klaus Hildebrandt , Martin Rumpf

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , John Loffeld , Arash Sarshar , Carol S. Woodward , Adrian Sandu

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

Numerical Analysis · Mathematics 2020-04-08 Hendrik Ranocha

At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The…

Optimization and Control · Mathematics 2023-04-28 E. G. Birgin , J. M. Martínez

The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in…

Numerical Analysis · Mathematics 2023-10-12 Hauke Gravenkamp , Simon Pfeil , Ramon Codina

We introduce stabilized spline collocation schemes for the numerical solution of nonlinear, hyperbolic conservation laws. A nonlinear, residual-based viscosity stabilization is combined with a projection stabilization-inspired linear…

Numerical Analysis · Mathematics 2023-07-18 Ryan M. Aronson , John A. Evans

The Golomb ruler problem is defined as follows: Given a positive integer n, locate n marks on a ruler such that the distance between any two distinct pair of marks are different from each other and the total length of the ruler is…

Optimization and Control · Mathematics 2019-06-11 Burak Kocuk , Willem-Jan van Hoeve

Traditional finite element approaches are well-known to introduce spurious oscillations when applied to advection-dominated problems. We explore alleviation of this issue from the perspective of a generalized finite element formulation,…

Numerical Analysis · Mathematics 2021-10-04 Troy Shilt , Patrick O'Hara , Jack J. McNamara

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

Numerical Analysis · Mathematics 2018-01-16 Daan Huybrechs , Peter Opsomer