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Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the…

Numerical Analysis · Mathematics 2022-04-26 H. De Sterck , R. D. Falgout , O. A. Krzysik

We propose Hermite-NGP, a gradient-augmented multi-resolution hash encoding designed to enable fast and accurate computation of spatial derivatives for neural PDE solvers. Unlike existing NGP-based approaches that rely on automatic…

Machine Learning · Computer Science 2026-05-26 Jinjin He , Zhiqi Li , Sinan Wang , Bo Zhu

We present a machine learning framework that blends image super-resolution technologies with passive, scalar transport in the level-set method. Here, we investigate whether we can compute on-the-fly, data-driven corrections to minimize…

Machine Learning · Computer Science 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…

Optimization and Control · Mathematics 2021-12-14 Fedor S. Stonyakin , Seydamet S. Ablaev , Inna V. Baran

This paper presents an adaptive multiple-shooting method to solve stochastic multi-point boundary value problems. The heuristic to choose the shooting points is based on separating the effects of drift and diffusion terms and comparing the…

Numerical Analysis · Mathematics 2017-07-05 Ali Foroush Bastani , Davood Damircheli

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…

Computational Physics · Physics 2014-10-13 Julián Becerra-Sagredo , Carlos Málaga , Francisco Mandujano

Based on the method of FGD, we apply the method of adaptive gradient descent which uses different step length at different epoch. Adaptive gradient descent performs much better than FGD in the tests and keeps the guarantee of convergence…

Optimization and Control · Mathematics 2020-10-21 Dan Qiao

This paper proposes an efficient algorithm for solving the Hartree--Fock equation combining a multilevel correction scheme with an adaptive refinement technique to improve computational efficiency. The algorithm integrates a multilevel…

Numerical Analysis · Mathematics 2025-10-14 Fei Xu

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Runxin Xu , Hao Zhou , Zhe Wang , Zhengyang Liu , Lei Li

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

Numerical Analysis · Mathematics 2019-12-10 Zhanjing Tao , Yan Jiang , Yingda Cheng

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

In this work, based on the continuous time approach, we propose an accelerated gradient method with adaptive residual restart for convex multiobjective optimization problems. For the first, we derive rigorously the continuous limit of the…

Optimization and Control · Mathematics 2025-02-06 Hao Luo , Liping Tang , Xinmin Yang

The problem of developing an adaptive isogeometric method (AIGM) for solving elliptic second-order partial differential equations with truncated hierarchical B-splines of arbitrary degree and different order of continuity is addressed. The…

Numerical Analysis · Mathematics 2015-04-21 Annalisa Buffa , Carlotta Giannelli

Isogeometric Analysis (IgA) has become a viable alternative to the Finite Element Method (FEM) and is typically combined with a time integration scheme within the method of lines for time-dependent problems. However, due to a stagnation of…

Numerical Analysis · Mathematics 2021-07-13 Roel Tielen , Matthias Möller , Cornelis Vuik

This work proposes A$^2$GD, a novel adaptive accelerated gradient descent method for convex and composite optimization. Smoothness and convexity constants are updated via Lyapunov analysis. Inspired by stability analysis in ODE solvers, the…

Optimization and Control · Mathematics 2026-02-10 Zeyi Xu , Long Chen

Semi-Lagrangian methods are numerical methods designed to find approximate solutions to particular time-dependent partial differential equations (PDEs) that describe the advection process. We propose semi-Lagrangian one-step methods for…

Numerical Analysis · Mathematics 2017-03-07 Nikolai D. Lipscomb , Daniel X. Guo