Related papers: Leapfrog time-stepping for Hermite methods
We present a high-order method for flow simulation on unstructured curved nonconforming sliding meshes. This method utilizes dynamic transfinite mortar elements to exchange flow information between the two sides of a sliding interface. The…
We extend and analyze the energy-based discontinuous Galerkin method for second order wave equations on staggered and structured meshes. By combining spatial staggering with local time-stepping near boundaries, the method overcomes the…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
With increasing engineering demands, there need high order accurate schemes embedded with precise physical information in order to capture delicate small scale structures and strong waves with correct "physics". There are two families of…
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
In a series of papers \cite{LSJR16, PP17, LPP}, it was established that some of the most commonly used first order methods almost surely (under random initializations) and with step-size being small enough, avoid strict saddle points, as…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
Within this paper, we introduce and analyze a novel time stepping scheme for linear poroelasticity. In each time frame, we iteratively solve the flow and mechanics equations with an additional damping step for the pressure variable.…
A new moving mesh scheme based on the Lagrange-Galerkin method for the approximation of the one-dimensional convection-diffusion equation is studied. The mesh movement, which is prescribed by a discretized dynamical system for the nodal…
We examine the performance of various time propagation schemes using a one-dimensional model of the hydrogen atom. In this model the exact Coulomb potential is replaced by a soft-core interaction. The model has been shown to be a reasonable…
A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…
The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…
We introduce a novel family of time-varying step-sizes for the classical projected subgradient method, offering optimal ergodic convergence. Importantly, this approach does not depend on the Lipschitz assumption of the objective function,…
In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…
Developing particle-in-cell (PIC) methods using finite element basis sets, and without auxiliary divergence cleaning methods, was a long standing problem until recently. It was shown that if consistent spatial basis functions are used, one…
In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…
We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…