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The aim of this paper is to study the weak convergence analysis of sequence of iterates generated by a three-operator splitting method of Davis and Yin incorporated with two-step inertial extrapolation for solving monotone inclusion problem…

Optimization and Control · Mathematics 2024-10-03 Olaniyi S. Iyiola , Lateef O. Jolaoso , Yekini Shehu

In this work we introduce a new family of twelve-step linear multistep methods for the integration of the Schr\"odinger equation. The new methods are constructed by adopting a new methodology which improves the phase lag characteristics by…

Numerical Analysis · Mathematics 2008-11-18 D. S. Vlachos , Z. A. Anastassi , T. E. Simos

In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…

Numerical Analysis · Mathematics 2022-10-12 Sarita Kumari , Rajesh K. Pandey , R. P. Agarwal

In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…

Numerical Analysis · Mathematics 2025-12-30 A. Durán , N. Reguera

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

Analysis of PDEs · Mathematics 2019-11-06 Guangyu Gao , Bo Han , Shanshan Tong

In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…

Optimization and Control · Mathematics 2016-04-08 R. Díaz Millán

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,…

Numerical Analysis · Mathematics 2016-04-26 Ulrich Mutze

We compare exponential-type integrators for the numerical time-propagation of the equations of motion arising in the multi-configuration time-dependent Hartree-Fock method for the approximation of the high-dimensional multi-particle…

Numerical Analysis · Mathematics 2019-05-15 Winfried Auzinger , Alexander Grosz , Harald Hofstätter , Othmar Koch

We propose a stable sixth-order compact finite difference scheme with a dynamic fifth-order staggered boundary scheme and 3(2) R-K Bogacki and Shampine adaptive time stepping for pricing American style options. To locate, fix and compute…

Computational Finance · Quantitative Finance 2022-08-01 Chinonso Nwankwo , Weizhong Dai

To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…

Numerical Analysis · Mathematics 2025-10-31 Changjian Xie , Cheng Wang

In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…

Optimization and Control · Mathematics 2022-01-19 Radu Ioan Boţ , Minh N. Dao , Guoyin Li

This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…

Optimization and Control · Mathematics 2026-02-12 Jens Lang , Bernhard A. Schmitt

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

Optimization and Control · Mathematics 2018-05-11 Christian Bargetz , Victor I. Kolobov , Simeon Reich , Rafał Zalas

This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…

Numerical Analysis · Mathematics 2018-05-10 Andrew V. Terekhov

For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…

Numerical Analysis · Mathematics 2015-05-20 Qinian Jin , Ulrich Tautenhahn

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

Using elementary methods, we define and derive a particular weighted average of the trapezoidal and composite trapezoidal rules and show that this approximation, as well as its composite, is straightforward in computation. This…

Numerical Analysis · Mathematics 2012-08-06 Michael Brandon Youngberg

In this research work, an explicit Runge-Kutta-Fehlberg (RKF) time integration with a fourth-order compact finite difference scheme in space and a high order analytical approximation of the optimal exercise boundary is employed for solving…

Computational Finance · Quantitative Finance 2022-02-07 Chinonso Nwankwo , Weizhong Dai

In this paper, we propose an efficient extrapolation cascadic multigrid (EXCMG) method combined with 25-point difference approximation to solve the three-dimensional biharmonic equation. First, through applying Richardson extrapolation and…

Numerical Analysis · Mathematics 2024-12-20 Kejia Pan , Dongdong He , Runxin Ni

We describe and test an easy-to-implement two-step high-order compact (2SHOC) scheme for the Laplacian operator and its implementation into an explicit finite-difference scheme for simulating the nonlinear Schr\"odinger equation (NLSE).…

Numerical Analysis · Computer Science 2016-12-09 R. M. Caplan , R. Carretero