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We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…
The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…
We are concerned with the numerical solution obtained by splitting methods of certain parabolic partial differential equations. Splitting schemes of order higher than two with real coefficients necessarily involve negative coefficients. It…
This article describes methods for the deterministic simulation of the collisional Boltzmann equation. It presumes that the transport and collision parts of the equation are to be simulated separately in the time domain. Time stepping…
Sufficient and necessary conditions are presented for the order-preservation of stochastic functional differential equations on $\R^d$ with non-Lipschitzian coefficients driven by the Brownian motion and Poisson processes. The sufficiency…
For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
A lossless beam-splitter has certain (complex-valued) probability amplitudes for sending an incoming photon into one of two possible directions. We use elementary laws of classical and quantum optics to obtain general relations among the…
This note proves, for simplicity for the heat equation, that using BDF2 as time stepping scheme in POD-ROM methods with snapshots based on difference quotients gives both the optimal second order error bound in time and pointwise estimates.
A generate and test algorithm is described which parses a surface form into one or more lexical entries using linearly ordered phonological rules. This algorithm avoids the exponential expansion of search space which a naive parsing…
We formulate a well-posedness and approximation theory for a class of generalised saddle point problems. In this way we develop an approach to a class of fourth order elliptic partial differential equations using the idea of splitting into…
In this paper we discuss three methods to calculate energy splitting in cosine potential on a circle, Bloch waves, semi--classical approximation and restricted basis approach. While the Bloch wave method gives only a qualitative result,…
Among numerical methods for partial differential equations arising from steepest descent dynamics of energy functionals (e.g., Allen-Cahn and Cahn-Hilliard equations), the convex splitting method is well-known to maintain unconditional…
Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…
Systems of two ordinary and partial differential equations (ODEs and PDEs) had been obtained from a scalar complex ODE by splitting it into its real and imaginary parts. The procedure was also carried out to obtain a four dimensional system…
The order statistics based list decoding techniques for linear binary block codes of small to medium block length are investigated. The construction of the list of the test error patterns is considered. The original order statistics…
We consider unsteady poroelasticity problem in fractured porous medium within the classical Barenblatt double-porosity model. For numerical solution of double-porosity poroelasticity problems we construct splitting schemes with respect to…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
The modified Cholesky decomposition is popular for inverse covariance estimation, but often needs pre-specification on the full information of variable ordering. In this work, we propose a block Cholesky decomposition (BCD) for estimating…