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This paper introduces a novel method for numerically stabilizing sequential continuous adjoint flow solvers utilizing an elliptic relaxation strategy. The proposed approach is formulated as a Partial Differential Equation (PDE) containing a…

Fluid Dynamics · Physics 2025-01-23 Niklas Kühl

The issue of inheriting periodicity of an exact solution of a dynamic system by a difference scheme is considered. It is shown that some difference schemes (midpoint scheme, Kahan scheme) in some special cases provide approximate solutions…

Classical Analysis and ODEs · Mathematics 2024-12-03 Wang Shiwei , Alexander Zorin , Marina Konyaeva , Mikhail Malykh , Leonid Sevastianov

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

Self-synchronization under the presence of additive noise can be achieved by allocating a certain number of bits of each codeword as markers for synchronization. Difference systems of sets are combinatorial designs which specify the…

Information Theory · Computer Science 2013-03-19 Yuichiro Fujiwara , Vladimir D. Tonchev

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

The finite element methods (FEM) are important techniques in engineering for solving partial differential equations, but they depend heavily on element shape quality for stability and good performance. In this paper, we introduce the…

Numerical Analysis · Mathematics 2016-03-30 Rebecca Conley , Tristan J. Delaney , Xiangmin Jiao

Deep neural networks (DNNs), especially physics-informed neural networks (PINNs), have recently become a new popular method for solving forward and inverse problems governed by partial differential equations (PDEs). However, these methods…

Machine Learning · Computer Science 2023-10-26 Wenbo Cao , Weiwei Zhang

In this paper, an Artificial Neural Network (ANN) technique is developed to find solution of celebrated Fractional order Differential Equations (FDE). Compared to integer order differential equation, FDE has the advantage that it can better…

Analysis of PDEs · Mathematics 2018-10-15 Susmita Mall , S. Chakraverty

In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…

Analysis of PDEs · Mathematics 2011-02-03 U. Koley , S. Mishra , N. H. Risebro , And M. Svard

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 present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through…

Numerical Analysis · Mathematics 2023-08-17 Benjamin Seibold , Jean-Christophe Nave , Rodolfo Ruben Rosales

We present a novel approach to fast on-the-fly low order finite element assembly for scalar elliptic partial differential equations of Darcy type with variable coefficients optimized for matrix-free implementations. Our approach introduces…

Numerical Analysis · Computer Science 2018-07-24 Simon Bauer , Daniel Drzisga , Marcus Mohr , Ulrich Ruede , Christian Waluga , Barbara Wohlmuth

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

Numerical Analysis · Mathematics 2015-09-04 Siyang Wang , Gunilla Kreiss

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

Numerical Analysis · Mathematics 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu