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We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…
To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…
The perturbation method is an approximation scheme with a solvable leading order. The standard way is to choose a non-interacting sector for the leading order. The adaptive perturbation method improves the solvable part by using all…
The recent promises of Model Predictive Control in robotics have motivated the development of tailored second-order methods to solve optimal control problems efficiently. While those methods benefit from strong convergence properties,…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…
Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…
We propose a novel framework for model-order reduction of hyperbolic differential equations. The approach combines a relaxation formulation of the hyperbolic equations with a discretization using shifted base functions. Model-order…
The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
In this study, we develop an extended implicit moment method, namely, a coupled high-order low-order (HOLO) method and apply it to the electromagnetic Vlasov-Darwin model. The high-order (HO) system evolves particles in a manner that…
We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process. We call them…
The Vlasov-Poisson system, modeling the evolution of non-collisional plasmas in the electrostatic limit, is approx- imated by a Semi-Lagrangian technique. Spectral methods of periodic type are implemented through a collocation approach.…