Related papers: Arbitrarily High-order Linear Schemes for Gradient…
A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…
We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing a scalar auxiliary variable (SAV), we construct efficient and robust energy stable schemes for a large class of gradient flows. The SAV…
In this paper, we first propose a filter-based continuous Ensemble Eddy Viscosity (EEV) model for stochastic turbulent flow problems. We then propose a generic algorithm for a family of fully discrete, grad-div regularized, efficient…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…
In this work we present a fast, globally convergent, iterative algorithm for computing the asymptotically stable states of nonlinear large--scale systems of quadratic autonomous Ordinary Differential Equations (ODEs) modeling, e.g., the…
In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…
We propose and analyze numerical schemes for the gradient flow of $Q$-tensor with the quasi-entropy. The quasi-entropy is a strictly convex, rotationally invariant elementary function, giving a singular potential constraining the…
In recent years, the scalar auxiliary variable (SAV) approach has become very popular and hot in the design of linear, high-order and unconditional energy stable schemes of gradient flow models. However, the nature of SAV-based numerical…
In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…
In this paper, we present a quadratic auxiliary variable approach to develop a new class of energy-preserving Runge-Kutta methods for the Korteweg-de Vries equation. The quadratic auxiliary variable approach is first proposed to reformulate…
Many important initial value problems have the property that energy is non-increasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for…
We introduce and implement a method to compute stationary states of nonlinear Schr\''odinger equations on metric graphs. Stationary states are obtained as local minimizers of the nonlinear Schr\''odinger energy at fixed mass. Our method is…
This paper establishes a unified framework for the space-time convergence analysis of the energy-stable third-order accurate exponential time differencing Runge-Kutta schemes. By employing Fourier pseudo-spectral discretization in space and…
We introduce two new particle-based algorithms for learning latent variable models via marginal maximum likelihood estimation, including one which is entirely tuning-free. Our methods are based on the perspective of marginal maximum…
In this paper, we develop a novel, linearly implicit and local energy-preserving scheme for the sine-Gordon equation. The basic idea is from the invariant energy quadratization approach to construct energy stable schemes for gradient…
Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…
In this work, we develop an $\mathcal{O}(N)$ implicit real space method in 1D and 2D for the Cahn Hilliard (CH) and vector Cahn Hilliard (VCH) equations, based on the Method Of Lines Transpose (MOL$^\text{T}$) formulation. This formulation…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
Linear equations play a pivotal role in many areas of science and engineering, making efficient solutions to linear systems highly desirable. The development of quantum algorithms for solving linear systems has been a significant…