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We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

In this paper, we introduce a \textit{Bi-level OPTimization} (BiOPT) framework for minimizing the sum of two convex functions, where both can be nonsmooth. The BiOPT framework involves two levels of methodologies. At the upper level of…

Optimization and Control · Mathematics 2021-07-14 Masoud Ahookhosh , Yurii Nesterov

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…

We present a method for solving general nonconvex-strongly-convex bilevel optimization problems. Our method -- the \emph{Restarted Accelerated HyperGradient Descent} (\texttt{RAHGD}) method -- finds an $\epsilon$-first-order stationary…

Optimization and Control · Mathematics 2023-07-04 Haikuo Yang , Luo Luo , Chris Junchi Li , Michael I. Jordan

We consider initial value problems for $\varepsilon^2\,\varphi''+a(x)\,\varphi=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We discuss their efficient numerical integration on coarse grids, but still…

Numerical Analysis · Mathematics 2023-10-03 Anton Arnold , Jannis Körner

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…

Numerical Analysis · Mathematics 2024-01-30 Joel C. Rabelo , Antonio Leitão , Alexandre L. Madureira

We present a new class of iterative schemes for solving initial value problems (IVP) based on discontinuous Galerkin (DG) methods. Starting from the weak DG formulation of an IVP, we derive a new iterative method based on a preconditioned…

Numerical Analysis · Mathematics 2016-10-06 Xiaozhou Li , Pietro Benedusi , Rolf Krause

The Obreshkov method is a single-step multi-derivative method used in the numerical solution of differential equations and has been used in recent years in efficient circuit simulation. It has been shown that it can be made of arbitrary…

Numerical Analysis · Mathematics 2021-02-08 Emad Gad

We develop a high-order hybridized discontinuous Galerkin (HDG) method for a linear degenerate elliptic equation arising from a two-phase mixture of mantle convection or glacier dynamics. We show that the proposed HDG method is well-posed…

Computational Engineering, Finance, and Science · Computer Science 2019-05-01 Shinhoo Kang , Tan Bui-Thanh , Todd Arbogast

In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…

Optimization and Control · Mathematics 2022-05-20 Dmitry Kovalev , Alexander Gasnikov

We propose a high-order numerical methodology for computing the ground state and time evolution of the two-dimensional Gross-Pitaevskii equation with harmonic trapping potential. The ground state is obtained by combining normalized gradient…

Numerical Analysis · Mathematics 2026-05-29 Roberto Ben , Agustín Besteiro , Diego Rial

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…

Numerical Analysis · Mathematics 2025-04-29 Anton Arnold , Jannis Körner

In this paper, we discuss a novel higher-order stabilization-free virtual element method for general second-order elliptic eigenvalue problems. Optimal a priori error estimates are derived for both the approximate eigenspace and…

Numerical Analysis · Mathematics 2026-04-07 Liangkun Xu , Shixi Wang , Yidu Yang , Hai Bi

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…

Numerical Analysis · Mathematics 2022-01-25 H. M. Nasir , Khadija Al Hasani

We propose and analyze a new hybridizable discontinuous Galerkin (HDG) method for second-order elliptic problems. Our method is obtained by inserting the $L^2$-orthogonal projection onto the approximate space for a numerical trace into all…

Numerical Analysis · Mathematics 2017-11-16 Issei Oikawa

This paper is concerned with the theory, construction and application of implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes when applied to…

Optimization and Control · Mathematics 2024-04-23 Jens Lang , Bernhard A. Schmitt

We show that when time-reversible symplectic algorithms are used to solve periodic motions, the energy error after one period is generally two orders higher than that of the algorithm. By use of correctable algorithms, we show that the…

Mathematical Physics · Physics 2009-11-10 S. R. Scuro , S. A. Chin

In this paper, a new iterative two-level algorithm is presented for solving the finite element discretization for nonsymmetric or indefinite elliptic problems. The iterative two-level algorithm uses the same coarse space as the traditional…

Numerical Analysis · Mathematics 2023-01-05 Ming Tang , Xiaoqing Xing , Ying Yang , Liuqiang Zhong

In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…

Numerical Analysis · Mathematics 2026-05-15 Balaje Kalyanaraman , Felix Krumbiegel , Roland Maier , Siyang Wang