Related papers: Arbitrary high order A-stable and B-convergent num…
We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
In this paper, we resolve the ever-present confusion over the QUICK scheme: it is a second-order scheme or a third-order scheme. The QUICK scheme, as proposed in the original reference [B. P. Leonard, Comput. Methods. Appl. Mech. Eng., 19,…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
Efforts to achieve better accuracy in numerical relativity have so far focused either on implementing second order accurate adaptive mesh refinement or on defining higher order accurate differences and update schemes. Here, we argue for the…
A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…
This paper presents a high-order deferred correction algorithm combined with penalty iteration for solving free and moving boundary problems, using a fourth-order finite difference method. Typically, when free boundary problems are solved…
In this paper, we propose first-order feasible methods for difference-of-convex (DC) programs with smooth inequality and simple geometric constraints. Our strategy for maintaining feasibility of the iterates is based on a "retraction" idea…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…
We develop and analyze a discontinuous Galerkin pressure correction scheme for the Oldroyd model of order one. The existence and uniqueness of the discrete solution as well as the consistency of the scheme are proved. The stability of the…
This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…
In this paper, we present and analyze a linear fully discrete second order scheme with variable time steps for the phase field crystal equation. More precisely, we construct a linear adaptive time stepping scheme based on the second order…
We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…