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A description of Orthogonal Tensor Hermite Polynomials in 3-D is presented. These polynomials, as introduced by Grad in 1949 [1], can be used to obtain a series solution to the Boltzmann Transport Equation. The properties that are explored…

Mathematical Physics · Physics 2014-12-01 Parul Maheshwari , Gautam Mukhopadhyay , Siddhartha SenGupta

The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…

Numerical Analysis · Mathematics 2025-02-05 Yuxin Zhang , Hengfei Ding

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

We present and analyze an approximation scheme for a class of highly oscillatory kernel functions, taking the 2D and 3D Helmholtz kernels as examples. The scheme is based on polynomial interpolation combined with suitable pre- and…

Numerical Analysis · Mathematics 2018-03-07 Steffen Börm , Jens Markus Melenk

We propose a new hybridizable discontinuous Galerkin (HDG) model order reduction technique based on proper orthogonal decomposition (POD). We consider the heat equation as a test problem and prove error bounds that converge to zero as the…

Numerical Analysis · Mathematics 2018-11-27 Jiguang Shen , John R. Singler , Yangwen Zhang

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

Multirate behavior of ordinary differential equations (ODEs) and differential-algebraic equations (DAEs) is characterized by widely separated time constants in different components of the solution or different additive terms of the…

Numerical Analysis · Mathematics 2020-01-09 Andreas Bartel , Michael Günther

A high order finite difference method is proposed for unstructured meshes to simulate compressible inviscid/viscous flows with/without discontinuities. In this method, based on the strong form equation, the divergence of the flux on each…

Numerical Analysis · Mathematics 2021-09-08 Zeyuan Zhou , Mei-Yuan Zhen , Kun Qu , Jin-Sheng Cai

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

Numerical Analysis · Mathematics 2018-05-09 J Hamish M Darbyshire

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

Numerical Analysis · Mathematics 2016-06-20 Vu Thai Luan

Given an approximation to a multiple isolated solution of a polynomial system of equations, we have provided a symbolic-numeric deflation algorithm to restore the quadratic convergence of Newton's method. Using first-order derivatives of…

Numerical Analysis · Mathematics 2007-05-23 Anton Leykin , Jan Verschelde , Ailing Zhao

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…

Computational Physics · Physics 2010-08-24 Jan L. Cieśliński , Bogusław Ratkiewicz

Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

Numerical schemes used for the integration of complex flow simulations should provide accurate solutions for the long time integrations these flows require. To this end, the performance of various high-order accurate numerical schemes is…

Fluid Dynamics · Physics 2012-12-06 Omer San , Anne E. Staples

Energy-conserving Hermite methods for solving Maxwell's equations in dielectric and dispersive media are described and analyzed. In three space dimensions methods of order $2m$ to $2m+2$ require $(m+1)^3$ degrees-of-freedom per node for…

Numerical Analysis · Mathematics 2024-01-23 Daniel Appelo , Thomas Hagstrom , Yann-Meing Law-Kam-Cio

We present error estimates of the fully semi-Lagrangian scheme with high-order interpolation operators, solving the initial value problems for the one-dimensional nonlinear diffusive conservation laws, including the Burgers equations. We…

Numerical Analysis · Mathematics 2025-09-22 Haruki Takemura

We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…

Optimization and Control · Mathematics 2026-03-23 Alain Bensoussan , Thien P. B. Nguyen , Minh-Binh Tran , Son N. T. Tu

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

Numerical Analysis · Mathematics 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…

Numerical Analysis · Mathematics 2016-07-01 Florent Chave , Daniele A. Di Pietro , Fabien Marche , Franck Pigeonneau
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