Related papers: Strong stability preserving explicit linear multis…
We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…
In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…
In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…
We investigate the strong stability preserving (SSP) property of two-step Runge-Kutta (TSRK) methods. We prove that all SSP TSRK methods belong to a particularly simple subclass of TSRK methods, in which stages from the previous step are…
Strong Stability Preserving (SSP) time integration schemes maintain stability of the forward Euler method for any initial value problem. However, only a small subset of Runge-Kutta (RK) methods are SSP, and many efficient high-order time…
Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…
We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…
Dynamical systems with sub-processes evolving on many different time scales are ubiquitous in applications. Their efficient solution is greatly enhanced by automatic time step variation. This paper is concerned with the theory, construction…
In this work we present explicit Adams-type multistep methods with extended stability interval, which are analogous to the stabilized Chebyshev Runge--Kutta methods. It is proved that for any $k\geq 1$ there exists an explicit $k$-step…
In this work, we systematically investigate linear multi-step methods for differential equations with memory. In particular, we focus on the numerical stability for multi-step methods. According to this investigation, we give some…
In order to be convergent, linear multistep methods must be zero stable. While constant step size theory was established in the 1950's, zero stability on nonuniform grids is less well understood. Here we investigate zero stability on…
Stochastic gradient descent with momentum, also known as Stochastic Heavy Ball method (SHB), is one of the most popular algorithms for solving large-scale stochastic optimization problems in various machine learning tasks. In practical…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
In this work we study the stability regions of linear multistep or multiderivative multistep methods for initial-value problems by using techniques that are straightforward to implement in modern computer algebra systems. In many…
Strongly and weakly stable linear multistep methods can behave very differently. The latter class can produce spurious oscillations in some of the cases for which the former class works flawlessly. The main question is if we can find a well…
In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…
Tuning the step size of stochastic gradient descent is tedious and error prone. This has motivated the development of methods that automatically adapt the step size using readily available information. In this paper, we consider the family…
Variable steps implicit-explicit multistep methods for PDEs have been presented in [17], where the zero-stability is studied for ODEs; however, the stability analysis still remains an open question for PDEs. Based on the idea of linear…
A new criterion for A-stability of peer two-step methods is presented which is verifiable exactly in exact arithmetic by checking semi-definiteness of a certain test matrix. It depends on the existence of two positive definite weight…
In this paper, nonstandard multistep methods are considered. It is shown that under some (sufficient and necessary) conditions, these methods attain the same order as their standard counterparts - to prove this statement, a nonstandard…