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Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…
This paper introduces the Multiple Greedy Quasi-Newton (MGSR1-SP) method, a novel approach to solving strongly-convex-strongly-concave (SCSC) saddle point problems. Our method enhances the approximation of the squared indefinite Hessian…
Exact rational solutions of the generalized Hunter-Saxton equation are obtained using Pad\'e approximant approach for the traveling-wave and self-similarity reduction. A larger class of algebraic solutions are also obtained by extending a…
Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
We introduce a continuous one-parameter family of elliptic sine-Gordon equations (SGE) characterized by the modulus $0 \le m \le 1$ of Jacobi elliptic functions and analyze some of its properties and obtain its kink solution for various…
In this paper we introduce a multilevel Picard approximation algorithm for semilinear parabolic partial integro-differential equations (PIDEs). We prove that the numerical approximation scheme converges to the unique viscosity solution of…
The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in stochastic sampling, physics, and ecology. We first propose…
We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…
We have examined the dynamical behavior of the kink solutions of the one-dimensional sine-Gordon equation in the presence of a spatially periodic parametric perturbation. Our study clarifies and extends the currently available knowledge on…
In this paper, we propose a neural multiscale decomposition method (NeuralMD) for solving the nonlinear Klein-Gordon equation (NKGE) with a dimensionless parameter $\varepsilon\in(0,1]$ from the relativistic regime to the nonrelativistic…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…
We investigate the massive Sine-Gordon model in the finite ultraviolet regime on the two-dimensional Minkowski spacetime $(\mathbb{R}^2,\eta)$ with an additive Gaussian white noise. In particular we construct the expectation value and the…
We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…
This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…