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Two-step hybrid methods specially adapted to the numerical integration of perturbed oscillators are obtained. The formulation of the methods is based on a refinement of classical Taylor expansions due to Scheifele [{\em Z. Angew. Math.…

Numerical Analysis · Mathematics 2007-05-23 Hans Van de Vyver

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

In this work, we propose a novel phase-field model for the simulation of two-phase flows that is accurate, conservative, bounded, and robust. The proposed model conserves the mass of each of the phases, and results in bounded transport of…

Computational Physics · Physics 2022-08-23 Suhas S. Jain

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

Hyperbolic conservation laws with stiff source terms appear in the study of a variety of physical systems. Early work showed that the use of formally second-order accurate semi-implicit methods could lead to a substantial loss of accuracy,…

Astrophysics · Physics 2008-11-26 Francesco Miniati , Phillip Colella

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…

Optimization and Control · Mathematics 2021-05-17 Peter Benner , Steffen W. R. Werner

In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…

Optimization and Control · Mathematics 2026-01-19 Pham Viet Hai , Thanh Quoc Trinh , Phan Tu Vuong

We propose and analyze a class of second-order dynamical systems for continuous-time optimization that incorporate fractional-order gradient terms. The system is given by \begin{equation} \ddot{x}(t) + \frac{\alpha}{t}\dot{x}(t) +…

Optimization and Control · Mathematics 2025-09-16 Tumelo Ranoto

Stokes flow equations have been implemented successfully in practice for simulating problems with moving interfaces. Though computational methods produce accurate solutions and numerical convergence can be demonstrated using a resolution…

Numerical Analysis · Mathematics 2023-02-17 Haixia Dong , Zhongshu Zhao , Shuwang Li , Wenjun Ying , Jiwei Zhang

In this paper, we study a class of deterministically constrained stochastic optimization problems. Existing methods typically aim to find an $\epsilon$-stochastic stationary point, where the expected violations of both constraints and…

Optimization and Control · Mathematics 2025-09-03 Zhaosong Lu , Sanyou Mei , Yifeng Xiao

We present a one-dimensional high-order moving-mesh finite element method for moving boundary problems where the boundary velocity depends implicitly on the solution in the interior of the domain. The method employs a conservative arbitrary…

Numerical Analysis · Mathematics 2025-09-05 Matthew E Hubbard , Thomas J Radley

First-order optimization methods, such as SGD and Adam, are widely used for training large-scale deep neural networks due to their computational efficiency and robust performance. However, relying solely on gradient information, these…

Machine Learning · Computer Science 2025-07-29 Yue Hu , Zanxia Cao , Yingchao Liu

In this report, we propose a new adaptive time filter algorithm for the unsteady Stokes/Darcy model. First we present a first order ${\theta}$-scheme with the variable time step which is one parameter family of Linear Multi-step methods and…

Numerical Analysis · Mathematics 2022-08-29 Yi Qin , Yang Wang , Yi Li , Jian Li

This article considers some control problems for closed and open two-level quantum systems. The closed system's dynamics is governed by the Schr\"odinger equation with coherent control. The open system's dynamics is governed by the…

Quantum Physics · Physics 2023-12-01 Oleg V. Morzhin , Alexander N. Pechen

In the study of open quantum systems, the polaron transformation has recently attracted a renewed interest as it offers the possibility to explore the strong system-bath coupling regime. Despite this interest, a clear and unambiguous…

Quantum Physics · Physics 2016-05-04 Chee Kong Lee , Jeremy Moix , Jianshu Cao

We introduce new optimized first-order methods for smooth unconstrained convex minimization. Drori and Teboulle recently described a numerical method for computing the $N$-iteration optimal step coefficients in a class of first-order…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

High order algorithms have emerged in numerical astrophysics as a promising avenue to reduce truncation error (proportional to a power of the linear resolution $\Delta x$) with only a moderate increase to computational expense. Significant…

Instrumentation and Methods for Astrophysics · Physics 2025-02-27 Tomoyuki Hanawa , Patrick D. Mullen

Second-order Volume-preserving algorithms (VPAs) for simulating charged particle motion in electromagnetic fields have been generalized to a rotating angle formulation by using the matrix decomposition methods. Based on this method, the…

Plasma Physics · Physics 2025-03-25 Jian Wang , Xiaodong Zhang , Lei Ye , Xingyuan Xu