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We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
In this work, Lienard equations are considered. The limit cycles of these systems are studied by applying the homotopy analysis method. The amplitude and frequency obtained with this methodology are in good agreement with those calculated…
In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…
We present a new class of numerical methods for solving stochastic differential equations with additive noise on general Riemannian manifolds with high weak order of accuracy. In opposition to the popular approach with projection methods,…
The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a…
We present and analyze a multiscale method for wave propagation problems, posed on spatial networks. By introducing a coarse scale, using a finite element space interpolated onto the network, we construct a discrete multiscale space using…
We consider the numerical solution of partial differential equations with coefficients that are strongly heterogeneous in space. We provide an overview of higher-order localized orthogonal decomposition (LOD) methods for the elliptic…
We study, by means of a topological approach, the forced oscillations of second order functional retarded differential equations subject to periodic perturbations. We consider a delay-type functional dependence involving a gamma probability…
The spectral deferred correction (SDC) method is class of iterative solvers for ordinary differential equations (ODEs). It can be interpreted as a preconditioned Picard iteration for the collocation problem. The convergence of this method…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…
The generalized-$\alpha$ time-marching method provides second-order accuracy in time and controls the numerical dissipation in the high-frequency region of the discrete spectrum. This method includes a wide range of time integrators. We…
Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…
This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…
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…
In this work, we propose multicontinuum splitting schemes for the wave equation with a high-contrast coefficient, extending our previous research on multiscale flow problems. The proposed approach consists of two main parts: decomposing the…