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A different route to identification of time-invariant linear systems has been recently proposed which does not require committing to a specific parametric model structure. Impulse responses are described in a nonparametric Bayesian…

Systems and Control · Electrical Eng. & Systems 2020-05-15 Gianluigi Pillonetto , Alessandro Chiuso , Giuseppe De Nicolao

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

Numerical Analysis · Mathematics 2008-04-04 F. Cavalli , M. Semplice

In this work we present a class of high order unconditionally strong stability preserving (SSP) implicit multi-derivative Runge--Kutta schemes, and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step…

Numerical Analysis · Mathematics 2021-08-10 Sigal Gottlieb , Zachary J. Grant , Jingwei Hu , Ruiwen Shu

In this paper we propose new Z-type nonlinear weights of the fifth-order weighted essentially non-oscillatory (WENO) finite difference scheme for hyperbolic conservation laws. Instead of employing the classical smoothness indicators for the…

Numerical Analysis · Mathematics 2022-08-09 Jiaxi Gu , Xinjuan Chen , Jae-Hun Jung

Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…

Numerical Analysis · Mathematics 2020-10-07 Seyeon Lee , Junseo Lee , Hyunju Kim , Bongsoo Jang

The blood flow model maintains the steady state solutions, in which the flux gradients are non-zero but exactly balanced by the source term. In this paper, we design high order finite difference weighted non-oscillatory (WENO) schemes to…

Numerical Analysis · Mathematics 2016-07-01 Zhenzhen Wang , Gang Li , Olivier Delestre

A new, high-order slope-limiting procedure for the Piecewise Parabolic Method (PPM) and the Piecewise Quartic Method (PQM) is described. Following a Weighted Essentially Non-Oscillatory (WENO)-type paradigm, the proposed slope-limiter seeks…

Computational Physics · Physics 2016-06-28 Darren Engwirda , Maxwell Kelley

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

In our latest studies, by introducing the novel order-preserving (OP) criterion, we have successfully addressed the widely concerned issue of the previously published mapped weighted essentially non-oscillatory (WENO) schemes that it is…

Numerical Analysis · Mathematics 2022-08-03 Ruo Li , Wei Zhong

This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…

Numerical Analysis · Mathematics 2025-06-19 Eric Ngondiep

Prediction of dynamical time series with additive noise using support vector machines or kernel based regression has been proved to be consistent for certain classes of discrete dynamical systems. Consistency implies that these methods are…

Machine Learning · Statistics 2018-06-21 Raymundo Navarrete , Divakar Viswanath

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

A novel method for constructing robust and high-order accurate weighted essentially non-oscillatory (WENO) scheme is proposed in this paper. The method is mainly based on the WENO-Z type scheme, in which, an eighth-order global smoothness…

Numerical Analysis · Mathematics 2020-04-20 Yiqing Shen , Ke Zhang , Shiyao Li , Jun Peng

We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…

Machine Learning · Statistics 2025-04-07 Yasamin Jalalian , Juan Felipe Osorio Ramirez , Alexander Hsu , Bamdad Hosseini , Houman Owhadi

We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…

High Energy Astrophysical Phenomena · Physics 2015-05-18 A. Mignone , P. Tzeferacos , G. Bodo

In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…

Numerical Analysis · Mathematics 2012-04-03 Xiaojie Wang , Siqing Gan

The high-order gas-kinetic scheme(HGKS) with WENO spatial reconstruction method has been extensively validated through many numerical experiments, demonstrating its superior accuracy efficiency, and robustness. Compared with WENO class…

Fluid Dynamics · Physics 2023-09-20 Junlei Mu , Congshan Zhuo , Qingdian Zhang , Sha Liu , Chengwen Zhong
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