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We develop a mesh-based semi-Lagrangian discretization of the time-dependent incompressible Navier-Stokes equations with free boundary conditions recast as a non-linear transport problem for a momentum 1-form. A linearly implicit fully…
Monotone operator splitting is a powerful paradigm that facilitates parallel processing for optimization problems where the cost function can be split into two convex functions. We propose a generalized form of monotone operator splitting…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…
We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…
In this paper, we first define a discrete version of the fractional Laplace operator $(-\Delta)^{s}$ through the heat semigroup on a stochastically complete, connected, locally finite graph $G = (V, E, \mu, w)$. Secondly, we define the…
A first-order linear fully discrete scheme is studied for the incompressible time-dependent Navier-Stokes equations in three-dimensional domains. This scheme, based on an incremental pressure projection method, decouples each component of…
We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…
Operator splitting methods have been successfully used in computational sciences, statistics, learning and vision areas to reduce complex problems into a series of simpler subproblems. However, prevalent splitting schemes are mostly…
In this paper we propose new algorithms for solving a class of structured monotone variational inequality (VI) problems over compact feasible sets. By identifying the gradient components existing in the operator of VI, we show that it is…
The deformation and break-up of Newtonian/viscoelastic droplets are studied in confined shear flow. Our numerical approach is based on a combination of Lattice-Boltzmann models (LBM) and finite difference schemes, the former used to model…
This article provides a reduced-order modelling framework for turbulent compressible flows discretized by the use of finite volume approaches. The basic idea behind this work is the construction of a reduced-order model capable of providing…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
Unstable periodic orbits are believed to underpin the dynamics of turbulence, but by their nature are hard to find computationally. We present a family of methods to converge such unstable periodic orbits for the incompressible…
This article is devoted to the construction of new numerical methods for the semiclassical Schr\"odinger equation. A phase-amplitude reformulation of the equation is described where the Planck constant epsilon is not a singular parameter.…
A numerical method is developed for solving a system of partial differential equations modeling the flow of a nematic liquid crystal fluid with stretching effect, which takes into account the geometrical shape of its molecules. This system…
The present work is concerned with the extension of modified potential operator splitting methods to specific classes of nonlinear evolution equations. The considered partial differential equations of Schr{\"o}dinger and parabolic type…
The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…
This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…