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This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with…

Analysis of PDEs · Mathematics 2019-09-12 Christophe Besse , Jean-François Coulombel , Pascal Noble

Adaptive Finite Element Method (adaptivity) is known to be an effective numerical tool for some ill-posed problems. The key advantage of the adaptivity is the image improvement with local mesh refinements. A rigorous proof of this property…

Mathematical Physics · Physics 2012-10-30 Larisa Beilina , Michael V. Klibanov

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the…

Numerical Analysis · Mathematics 2017-09-08 Andrew J. Steyer , Erik S. Van Vleck

This paper proposes a strong second-order two-step explicit/implicit technique with spectral orthogonal basis Galerkin finite element method for solving a two-dimensional Gray-Scott model subject to appropriate initial and boundary…

Numerical Analysis · Mathematics 2026-04-15 Eric Ngondiep

It is well known that phase function methods allow for the numerical solution of a large class of oscillatory second order linear ordinary differential equations in time independent of frequency. Unfortunately, these methods break down in…

Numerical Analysis · Mathematics 2025-06-04 Richard Chow , James Bremer

An adaptation of the arbitrary high order ADER-DG numerical method with local DG predictor for solving the IVP for a first-order non-linear ODE system is proposed. The proposed numerical method is a completely one-step ODE solver with…

Numerical Analysis · Mathematics 2024-09-17 I. S. Popov

This paper studies bipedal locomotion as a nonlinear optimization problem based on continuous and discrete dynamics, by simultaneously optimizing the remaining step duration, the next step duration and the foot location to achieve…

Robotics · Computer Science 2018-05-08 Wenbin Hu , Iordanis Chatzinikolaidis , Kai Yuan , Zhibin Li

This paper introduces, up to the author's knowledge, for the first time the generalized initial value problem. In this problem, given an ordinary differential equation defined in some set, the initial conditions are mapped to a subset of…

Dynamical Systems · Mathematics 2022-06-14 Andrés García , Juan Andrés Roteta Lannes

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…

Analysis of PDEs · Mathematics 2018-02-06 M. F. G. Palma , C. R. da Luz

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

This paper focuses on the numerical solution of a dual-phase-lag heat conduction equation on a space unbounded domain. First, based on the Laplace transform and the Pad\'e approximation, a high-order local artificial boundary condition is…

Numerical Analysis · Mathematics 2025-11-10 Weiping Bu , Zhengfang Xie , Yushi Wang

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

In this paper, we consider mathematical modeling and numerical simulation of non-isothermal compressible multi-component diffuse-interface two-phase flows with realistic equations of state. A general model with general reference velocity is…

Numerical Analysis · Mathematics 2018-08-15 Jisheng Kou , Shuyu Sun

We investigate two common numerical techniques for integrating reversible moist processes in atmospheric flows in the context of solving the fully compressible Euler equations. The first is a one-step, coupled technique based on using…

Atmospheric and Oceanic Physics · Physics 2015-05-11 Max Duarte , Ann S. Almgren , Kaushik Balakrishnan , John B. Bell , David M. Romps

Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…

Optimization and Control · Mathematics 2024-10-11 Aayushya Agarwal , Larry Pileggi , Ronald Rohrer

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich
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