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In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Numerical Analysis · Mathematics 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

We present an optimal rate convergence analysis for a second order accurate in time, fully discrete finite difference scheme for the Cahn-Hilliard-Navier-Stokes (CHNS) system, combined with logarithmic Flory-Huggins energy potential. The…

Numerical Analysis · Mathematics 2024-05-07 Wenbin Chen , Jianyu Jing , Qianqian Liu , Cheng Wang , Xiaoming Wang

A conforming discontinuous Galerkin finite element method is introduced for solving the biharmonic equation. This method, by its name, uses discontinuous approximations and keeps simple formulation of the conforming finite element method at…

Numerical Analysis · Mathematics 2019-07-26 Xiu Ye , Shangyou Zhang

We prove the convergence in a strong norm of a finite difference semi-discrete scheme approximating a coupled Schr\"odinger--KdV system on a bounded domain. This system models the interaction of short and long waves. Since the energy…

Numerical Analysis · Mathematics 2012-02-07 Paulo Amorim , Mário Figueira

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

For the solution of the cubic nonlinear Schr\"odinger equation in one space dimension, we propose and analyse a fully discrete low-regularity integrator. The scheme is explicit and can easily be implemented using the fast Fourier transform…

Numerical Analysis · Mathematics 2021-08-24 Alexander Ostermann , Fangyan Yao

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

Machine Learning · Computer Science 2022-11-22 Yuri Kinoshita , Taiji Suzuki

The present work proposes a second-order time splitting scheme for a linear dispersive equation with a variable advection coefficient subject to transparent boundary conditions. For its spatial discretization, a dual Petrov--Galerkin method…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…

Numerical Analysis · Mathematics 2021-01-26 Bin Wang , Yaolin Jiang

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

First-order accurate degenerate variational integration (DVI) was introduced in C. L. Ellison et. al, Phys. Plasmas 25, 052502 (2018) for systems with a degenerate Lagrangian, i.e. one in which the velocity-space Hessian is singular. In…

Plasma Physics · Physics 2021-03-10 J. W. Burby , J. M. Finn , C. L. Ellison

In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…

Optimization and Control · Mathematics 2025-04-08 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Chenyu Xue , Yinyu Ye

We study solutions of the KdV equation governed by a stationary equation for symmetries from the non-commutative subalgebra, namely, for a linear combination of the master-symmetry and the scaling symmetry. The constraint under study is…

Exactly Solvable and Integrable Systems · Physics 2020-07-09 V. E. Adler

In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the…

Numerical Analysis · Mathematics 2016-06-09 Amanda E. Diegel , Cheng Wang , Xiaoming Wang , Steven M. Wise

We propose a new analysis of convergence for a $k$th order ($k\ge 1$) finite element method, which is applied on Bakhvalov-type meshes to a singularly perturbed two-point boundary value problem. A novel interpolant is introduced, which has…

Numerical Analysis · Mathematics 2020-03-24 Jin Zhang , Xiaowei Liu

We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…

Numerical Analysis · Mathematics 2013-01-10 David I. Ketcheson , Aron J. Ahmadia

In this article we introduce a finite difference approximation for integro-differential operators of L\'evy type. We approximate solutions of integro-differential equations, where the second order operator is allowed to degenerate. In the…

Numerical Analysis · Mathematics 2016-08-02 Konstantinos Dareiotis

On the basis of the previous work by Tang \& Zhang (Appl. Math. Comput. 323, 2018, p. 204--219), in this paper we present a more effective way to construct high-order symplectic integrators for solving second order Hamiltonian equations.…

Numerical Analysis · Mathematics 2019-06-11 Wensheng Tang , Yajuan Sun , Jingjing Zhang

In this paper, we propose a first-order Fourier integrator for solving the cubic nonlinear Schr\"odinger equation in one dimension. The scheme is explicit and can be implemented using the fast Fourier transform. By a rigorous analysis, we…

Numerical Analysis · Mathematics 2020-10-07 Yifei Wu , Fangyan Yao