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In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

In this paper, a third-order time adaptive algorithm with less computation, low complexity is provided for shale reservoir model based on coupled fluid flow with porous media flow. The algorithm combines the three-step linear time filters…

Numerical Analysis · Mathematics 2024-07-26 Jian Li , Lele Chen , Yi Qin , Zhangxin Chen

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…

Numerical Analysis · Mathematics 2018-04-10 Aytekin Çıbık , Medine Demir , Songul Kaya

In this paper, robust control with sea state observer and dynamic thrust allocation is proposed for the Dynamic Positioning (DP) of an accommodation vessel in the presence of unknown hydrodynamic force variation and the input time delay. In…

Neural and Evolutionary Computing · Computer Science 2019-10-01 Fangwen Tu , Shuzhi Sam Ge , Yoo Sang Choo , Chang Chieh Hang

This paper aims to compare and evaluate various obstacle approximation techniques employed in the context of the steady incompressible Navier-Stokes equations. Specifically, we investigate the effectiveness of a standard volume penalization…

Analysis of PDEs · Mathematics 2024-01-05 Piotr Krzyżanowski , Sadokat Malikova , Piotr B. Mucha , Tomasz Piasecki

We present an analysis of an adaptive time-stepping scheme for the Super-Droplet Method (SDM), a Monte Carlo algorithm for simulating particle coagulation. SDM represents cloud droplets as weighted superdroplets, enabling high-fidelity…

Atmospheric and Oceanic Physics · Physics 2025-09-09 Emma Ware , Piotr Bartman-Szwarc , Adele L. Igel , Sylwester Arabas

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

Shallow free surface flows are often characterized by both subdomains that require high modeling complexity and subdomains that can be sufficiently accurately modeled with low modeling complexity. Moreover, these subdomains may change in…

Fluid Dynamics · Physics 2025-11-04 Rik Verbiest , Julian Koellermeier

We develop and analyze high-order ensemble schemes for the unsteady Navier--Stokes--Darcy system with uncertain initial conditions, forcing terms, hydraulic conductivity tensors, and Lions-Beavers-Joseph-Saffman interface conditions. The…

Numerical Analysis · Mathematics 2026-05-25 Wei-Wei Han , Fukeng Huang , Changxin Qiu

This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a…

Numerical Analysis · Mathematics 2015-04-27 Andrew J. Christlieb , Colin B. Macdonald , Benjamin W. Ong , Raymond J. Spiteri

The smoothed particle hydrodynamics (SPH) method has been widely used to simulate incompressible and slightly compressible fluid flows. Adaptive refinement strategies to dynamically increase the resolution of the particles to capture sharp…

Fluid Dynamics · Physics 2024-07-31 Abhinav Muta , Pawan Negi , Prabhu Ramachandran

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

The high-order numerical solution of the non-linear shallow water equations (and of hyperbolic systems in general) is susceptible to unphysical Gibbs oscillations that form in the proximity of strong gradients. The solution to this problem…

Numerical Analysis · Mathematics 2016-07-18 Simone Marras , Michal A. Kopera , Emil M. Constantinescu , Jenny Suckale , Francis X. Giraldo

The convergence behavior of Stochastic Gradient Descent (SGD) crucially depends on the stepsize configuration. When using a constant stepsize, the SGD iterates form a Markov chain, enjoying fast convergence during the initial transient…

Machine Learning · Computer Science 2024-12-17 Xiang Li , Qiaomin Xie

Parallel-across-the method time integration can provide small scale parallelism when solving initial value problems. Spectral deferred corrections (SDC) with a diagonal sweeper, which is closely related to iterated Runge-Kutta methods…

Numerical Analysis · Mathematics 2025-02-12 Gayatri Čaklović , Thibaut Lunet , Sebastian Götschel , Daniel Ruprecht

We propose an algorithm for low Mach number reacting flows subjected to electric field that includes the chemical production and transport of charged species. This work is an extension of a multi-implicit spectral deferred correction…

Fluid Dynamics · Physics 2020-06-24 Lucas Esclapez , Valentina Ricchiuti , John B. Bell , Marcus S. Day

Recent weakly supervised video anomaly detection methods have achieved significant advances by employing unified frameworks for joint optimization. However, this paradigm is limited by a fundamental sensitivity-stability trade-off, as the…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Hantao Zheng , Ning Han , Yawen Zeng , Hao Chen

Benders decomposition with adaptive oracles was proposed to solve large-scale optimisation problems with a column bounded block-diagonal structure, where subproblems differ on the right-hand side and cost coefficients. Adaptive Benders…

Optimization and Control · Mathematics 2022-09-09 Hongyu Zhang , Nicolò Mazzi , Ken McKinnon , Rodrigo Garcia Nava , Asgeir Tomasgard