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Many numerical schemes for hyperbolic systems require a piecewise polynomial reconstruction of the cell averaged values, and to simulate perturbed steady states accurately we require a so called 'well balanced' reconstruction scheme. For…

Numerical Analysis · Mathematics 2021-06-22 Edward W. G. Skevington

This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…

Optimization and Control · Mathematics 2026-03-02 Qihao Ma , Chengjing Wang , Peipei Tang , Dunbiao Niu , Aimin Xu

By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

In this paper we develop a new technique, called \textit{state redistribution}, that allows the use of explicit time stepping when approximating solutions to hyperbolic conservation laws on embedded boundary grids. State redistribution is a…

Numerical Analysis · Mathematics 2021-02-03 Marsha Berger , Andrew Giuliani

Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…

Numerical Analysis · Mathematics 2025-02-25 Lot-Kei Chou , Wan-Na Deng , Yuan-Yuan Huang , Siu-Long Lei

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when…

Numerical Analysis · Mathematics 2021-01-12 Sergio Blanes , Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomàs

Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…

Numerical Analysis · Mathematics 2017-09-13 Gerardo De La Torre , Todd Murphey

This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…

Numerical Analysis · Mathematics 2021-04-14 Robert Altmann , Roland Herzog

We present a novel framework for the development of fourth-order lattice Boltzmann schemes to tackle multidimensional nonlinear systems of conservation laws. As for other numerical schemes for hyperbolic problems, high-order accuracy…

Numerical Analysis · Mathematics 2024-09-11 Thomas Bellotti , Philippe Helluy , Laurent Navoret

This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…

Numerical Analysis · Mathematics 2025-07-01 Po-Yi Wu

An extended range of energy stable flux reconstruction schemes, developed using a summation-by-parts approach, is presented on quadrilateral elements for various sets of polynomial bases. For the maximal order bases, a new set of correction…

Numerical Analysis · Mathematics 2022-06-03 Will Trojak , Rob Watson , Peter Vincent

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

In this work, we apply a semi-Lagrangian spectral method for the Vlasov-Poisson system, previously designed for periodic Fourier discretizations, by implementing Legendre polynomials and Hermite functions in the approximation of the…

Numerical Analysis · Mathematics 2018-07-09 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

In this paper, a semi-Lagrangian gas-kinetic scheme is developed for smooth flows based on the Bhatnagar-Gross-Krook (BGK) equation. As a finite-volume scheme, the evolution of the average flow variables in a control volume is under the…

Computational Physics · Physics 2014-12-10 Peng Wang , Zhaoli Guo

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…

Optimization and Control · Mathematics 2018-08-14 Tony Stillfjord

We develop high-order flux splitting schemes for the one- and two-dimensional Euler equations of gas dynamics. The proposed schemes are high-order extensions of the existing first-order flux splitting schemes introduced in [ E. F. Toro, M.…

Numerical Analysis · Mathematics 2025-07-01 Shaoshuai Chu , Michael Herty , Eleuterio F. Toro

The mass flow rate of Poiseuille flow of rarefied gas through long ducts of two-dimensional cross-sections with arbitrary shape are critical in the pore-network modeling of gas transport in porous media. In this paper, for the first time,…

Computational Physics · Physics 2018-11-14 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

Accelerated first order methods, also called fast gradient methods, are popular optimization methods in the field of convex optimization. However, they are prone to suffer from oscillatory behaviour that slows their convergence when medium…

Optimization and Control · Mathematics 2022-01-28 Teodoro Alamo , Pablo Krupa , Daniel Limon
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