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Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione

Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…

Optimization and Control · Mathematics 2019-08-26 Jingyi Zhu , Long Wang , James C. Spall

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this paper we present a numerical approach to solve the Navier-Stokes equations on moving domains with second-order accuracy. The space discretization is based on the ghost-point method, which falls under the category of unfitted…

Numerical Analysis · Mathematics 2020-07-09 Armando Coco

We construct a compact fourth-order scheme, in space and time, for the time-dependent Maxwell's equations given as a first-order system on a staggered (Yee) grid. At each time step, we update the fields by solving positive definite…

Numerical Analysis · Mathematics 2023-07-07 Idan Versano , Eli Turkel , Semyon Tsynkov

We study the approximation of the radiative transfer equation with a relatively few moments in the spherically symmetric case. We propose a three-moment model based on choosing the beta distribution as the ansatz for the specific intensity.…

Computational Physics · Physics 2020-01-01 Ruo Li , Weiming Li , Lingchao Zheng

Higher-order accurate solution to electromagnetic scattering problems are obtained at reduced computational cost in a {\it p}-variable finite volume time domain method. Spatial operators of lower, including first-order accuracy, are…

Computational Physics · Physics 2017-09-07 A. Chatterjee , S. M. Joshi

We mimic the conventional explicit Total Variation Diminishing Runge-Kutta (TVDRK) schemes and propose a class of numerical integrators to solve differential equations on a unit sphere. Our approach utilizes the exponential map inherent to…

Numerical Analysis · Mathematics 2024-10-15 Shingyu Leung , Wai Ming Chau , Young Kyu Lee

We present a new algorithm for numerical magnetohydrodynamics on staggered meshes preserving $\nabla \cdot B = 0$. Our algorithm is based on the constrained transport method and supports both cell-based adaptive mesh refinement and temporal…

Space Physics · Physics 2025-12-15 Ilja Honkonen , Riku Jarvinen , David Phillips

Receding horizon optimal control problems compute the solution at each time step to operate the system on a near-optimal path. However, in many practical cases, the boundary conditions, such as external inputs, constraint equations, or the…

Optimization and Control · Mathematics 2021-02-02 Abhishek Gupta , Shreshta Rajakumar Deshpande , Marcello Canova

An accurate and fast method is presented for scattering of electromagnetic waves from an array of time-modulated graphene ribbons. We derive a time-domain integral equation for induced surface currents under subwavelength approximation.…

Optics · Physics 2023-06-28 Mahdi Rahmanzadeh , Behzad Rejaei , Amin Khavasi

The aim of this paper is to obtain a posteriori error bounds of optimal order in time and space for the linear second-order wave equation discretized by the Newmark scheme in time and the finite element method in space. Error estimates are…

Numerical Analysis · Mathematics 2017-09-22 Olga Gorynina , Alexei Lozinski , Marco Picasso

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

Numerical Analysis · Mathematics 2015-09-04 Siyang Wang , Gunilla Kreiss

Many astrophysical simulations involve extreme dynamic range of timescales around 'special points' in the domain (e.g. black holes, stars, planets, disks, galaxies, shocks, mixing interfaces), where processes on small scales couple strongly…

Instrumentation and Methods for Astrophysics · Physics 2026-05-11 Philip F. Hopkins , Elias R. Most

Study of far-from-equilibrium thermalization dynamics in quantum materials, including the dynamics of different types of quasiparticles, is becoming increasingly crucial. However, the inherent complexity of either the full quantum…

Computational Physics · Physics 2021-03-17 Indrajit Wadgaonkar , Rishabh Jain , Marco Battiato

We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural…

Analysis of PDEs · Mathematics 2021-05-10 Dominic Breit , Martina Hofmanova , Sebastien Loisel

We introduce the radiative transfer code Sweep for the cosmological simulation suite Arepo. Sweep is a discrete ordinates method in which the radiative transfer equation is solved under the infinite speed of light, steady state assumption…

Instrumentation and Methods for Astrophysics · Physics 2023-01-25 Toni Peter , Ralf S. Klessen , Guido Kanschat , Simon C. O. Glover , Peter Bastian