Related papers: Optimal convergence of a second order low-regulari…
We show that the Cauchy problem for the KdV equation can be solved by the inverse scattering transform (IST) for any initial data bounded from below, decaying sufficiently rapidly at plus infinity, but unrestricted otherwise. Thus our…
In this paper, we present a rigorous proof of the convergence of first order and second order exponential time differencing (ETD) schemes for solving the nonlocal Cahn-Hilliard (NCH) equation. The spatial discretization employs the Fourier…
Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…
In this paper, a fully discrete local discontinuous Galerkin (LDG) finite element method is considered for solving the time-fractional KdV-Burgers-Kuramoto (KBK) equation. The scheme is based on a finite difference method in time and local…
We develop and analyze a new hybridizable discontinuous Galerkin (HDG) method for solving third-order Korteweg-de Vries type equations. The approximate solutions are defined by a discrete version of a characterization of the exact solution…
We propose an explicit numerical method for the periodic Korteweg-de Vries equation. Our method is based on a Lawson-type exponential integrator for time integration and the Rusanov scheme for Burgers' nonlinearity. We prove first-order…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…
We propose and analyze a new hybridizable discontinuous Galerkin (HDG) method for second-order elliptic problems. Our method is obtained by inserting the $L^2$-orthogonal projection onto the approximate space for a numerical trace into all…
It is well known that second order homogeneous linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation underlies the Liouville-Green method and many other techniques for…
In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…
This article is devoted to the analysis of the convergence rates of several nu- merical approximation schemes for linear and nonlinear Schr\"odinger equations on the real line. Recently, the authors have introduced viscous and two-grid…
A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is…
The numerical simulation of three-dimensional charged-particle dynamics (CPD) under strong magnetic field is a basic and challenging algorithmic task in plasma physics. In this paper, we introduce a new methodology to design two-scale…
We examine a new 2nd order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, $\bra\Delta H^2\ket^{1/2}$, is about 10 times smaller than that of…
We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…
In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…