Related papers: On the convergence of spectral deferred correction…
We extend the result on the spectral projected gradient method by Birgin et al. in 2000 to a log-determinant semidefinite problem (SDP) with linear constraints and propose a spectral projected gradient method for the dual problem. Our…
In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizon. This technique can also be extended to analyze certain…
Higher-order accuracy (order of $k+1$ in the $L^2$ norm) is one of the well known beneficial properties of the discontinuous Galerkin (DG) method. Furthermore, many studies have demonstrated the superconvergence property (order of $2k+1$ in…
Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…
We propose an efficient approach to semidefinite spectral clustering (SSC), which addresses the Frobenius normalization with the positive semidefinite (p.s.d.) constraint for spectral clustering. Compared with the original Frobenius norm…
On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…
An efficient direct solver for solving the Lippmann-Schwinger integral equation modeling acoustic scattering in the plane is presented. For a problem with $N$ degrees of freedom, the solver constructs an approximate inverse in…
We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the…
In this article, we investigate the convergence rate of the discrete-time Clark--Ocone formula provided by Akahori--Amaba--Okuma [1]. In that paper, they mainly focus on the $L_{2}$-convergence rate of the first-order error estimate related…
Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a…
In this paper, the fourth-order explicit Runge-Kutta method (RK4) is used to make a Deferred Correction (DC) on the explicit midpoint rule, resulting in an explicit one-step method of order six of accuracy, denoted DC6RK2/4. Convergence and…
An improved version of a recently developed stochastic cluster dynamics (SCD) method {[}Marian, J. and Bulatov, V. V., {\it J. Nucl. Mater.} \textbf{415} (2014) 84-95{]} is introduced as an alternative to rate theory (RT) methods for…
We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…
We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the…
Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…
Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…
We introduce a new iteration method called Picard-S iteration. We show that the Picard-S iteration method can be used to approximate fixed point of contraction mappings. Also, we show that our new iteration method is equivalent and…
There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…
The goal of the present paper is to propose an enhanced ordinary differential equations solver by exploitation of the powerful equivalence method of \'Elie Cartan. This solver returns a target equation equivalent to the equation to be…
Under mild conditions on the noise level of the measurements, rotation averaging satisfies strong duality, which enables global solutions to be obtained via semidefinite programming (SDP) relaxation. However, generic solvers for SDP are…