Related papers: An explicit multistep method for the Wigner proble…
Forward-backward methods are a very useful tool for the minimization of a functional given by the sum of a differentiable term and a nondifferentiable one and their investigation has experienced several efforts from many researchers in the…
Spectral and spectral element methods using Galerkin type formulations are efficient for solving linear fractional PDEs (FPDEs) of constant order but are not efficient in solving nonlinear FPDEs and cannot handle FPDEs with variable-order.…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
We discuss the application of multistep collocation methods to Volterra integral equations which contain a weakly singular kernel $(t-\tau)^{\alpha-1}$ with $0 <\alpha <1.$ Convergence orders of the methods are determined and their…
A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…
We propose a class of multipliers correction methods to minimize a differentiable function over the Stiefel manifold. The proposed methods combine a function value reduction step with a proximal correction step. The former one searches…
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…
We consider the Cauchy-problem for a class of scalar linear dispersive equations with rapidly oscillating initial data. The problem of high-frequency asymptotics of such models is reviewed,in particular we highlight the difficulties in…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
We apply pseudo-spectral methods to integrate functional flow equations with high accuracy, extending earlier work on functional fixed point equations \cite{Borchardt:2015rxa}. The advantages of our method are illustrated with the help of…
In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More…
In this work we develop implicit Active Flux schemes for the scalar advection equation. At every cell interface we approximate the solution by a polynomial in time. This allows to evolve the point values using characteristics and to update…
Effectively handling the nonlocal pseudo-differential term plays an impor?tant role in solving the Wigner equation with high accuracy. This paper systematically analyzes and compares numerical treatments of the pseudo-differential term…
Complex numbers are basic. An inconsistency would question Wigner's unreasonable effectiveness of mathematics. A vehicle to study this question is Kirchoff's scalar diffraction theory. In the paper, an inconsistency in complex phase angle…
In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
The objective of this paper is to prove the convergence of a linear implicit multi-step numerical method for ordinary differential equations. The algorithm is obtained via Taylor approximations. The convergence is proved following the…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…