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Related papers: High-order generalized-$\alpha$ methods

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The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the…

Numerical Analysis · Mathematics 2020-03-18 Marcus J. Grote , Frédéric Nataf , Jet Hoe Tang , Pierre-Henri Tournier

Generalized Fiducial Inference (GFI) is motivated by R.A. Fisher's approach of obtaining posterior-like distributions when there is no prior information available for the unknown parameter. Without the use of Bayes' theorem GFI proposes a…

Statistics Theory · Mathematics 2016-08-26 Abhishek Pal Majumder , Jan Hannig

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic…

Numerical Analysis · Mathematics 2021-10-14 Fernando Casas , Alejandro Escorihuela-Tomàs

We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…

Numerical Analysis · Mathematics 2018-11-26 Pouria Behnoudfar , Victor M. Calo , Quanling Deng , Peter D. Minev

We consider the Cahn-Hilliard equation with standard double-well potential. We employ a prototypical class of first order in time semi-implicit methods with implicit treatment of the linear dissipation term and explicit extrapolation of the…

Numerical Analysis · Mathematics 2021-11-12 Dong Li

Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive…

Machine Learning · Computer Science 2018-06-21 Celestine Dünner , Aurelien Lucchi , Matilde Gargiani , An Bian , Thomas Hofmann , Martin Jaggi

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

Numerical Analysis · Mathematics 2025-11-25 Liu Yaokun , Li Jinze , Yu Kaiping

The total generalized variation extends the total variation by incorporating higher-order smoothness. Thus, it can also suffer from similar discretization issues related to isotropy. Inspired by the success of novel discretization schemes…

Numerical Analysis · Mathematics 2023-03-17 Lea Bogensperger , Antonin Chambolle , Alexander Effland , Thomas Pock

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

Computational Physics · Physics 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…

Fluid Dynamics · Physics 2026-05-13 Ye Wang , Armin Wehrfritz , Evatt R. Hawkes

Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…

Numerical Analysis · Mathematics 2020-08-28 Philipp Öffner , Jan Glaubitz , Hendrik Ranocha

In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher-order extension of the localized orthogonal decomposition method combined with a higher-order time stepping scheme and…

Numerical Analysis · Mathematics 2024-07-23 Felix Krumbiegel , Roland Maier

A high-order combined interpolation/finite element technique is developed for solving the coupled groundwater-surface water system that governs flows in karst aquifers. In the proposed high-order scheme we approximate the time derivative…

Numerical Analysis · Mathematics 2025-05-28 Eric Ngondiep , Areej A. Binsultan , Ibtisam M. Aldawish

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of…

Numerical Analysis · Mathematics 2015-02-10 Jaemin Shin , Hyun Geun Lee , June-Yub Lee

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…

Numerical Analysis · Mathematics 2021-04-27 Dianming Hou , Chuanju Xu

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…

Optimization and Control · Mathematics 2017-03-09 Yossi Arjevani , Ohad Shamir

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

Quantum Physics · Physics 2024-09-26 Roya Moghaddasi Fereidani , Jiří J. L. Vaníček

In this work, we introduce the time filtering technique to develop several innovative semi-discrete schemes in time for the Cahn-Hilliard-Navier-Stokes (CHNS) system. These schemes achieve second-order temporal accuracy while maintaining…

Numerical Analysis · Mathematics 2025-09-03 Xi Li , Chun Song , Haijun Gao , Minfu Feng