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We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. In comparison with recent advances in this vein, the…

Optimization and Control · Mathematics 2017-02-23 Damien Scieur , Vincent Roulet , Francis Bach , Alexandre d'Aspremont

In this paper, we propose a general robust subband adaptive filtering (GR-SAF) scheme against impulsive noise by minimizing the mean square deviation under the random-walk model with individual weight uncertainty. Specifically, by choosing…

Signal Processing · Electrical Eng. & Systems 2022-08-22 Yi Yu , Hongsen He , Rodrigo C. de Lamare , Badong Chen

This paper establishes a structure-preserving numerical scheme for the Cahn--Hilliard equation with degenerate mobility. First, by applying a finite volume method with upwind numerical fluxes to the degenerate Cahn--Hilliard equation…

Numerical Analysis · Mathematics 2023-03-01 Qiong-Ao Huang , Wei Jiang , Jerry Zhijian Yang , Cheng Yuan

The nonlocal Cahn-Hilliard (NCH) equation with nonlocal diffusion operator is more suitable for the simulation of microstructure phase transition than the local Cahn-Hilliard (LCH) equation. In this paper, based on the exponential…

Numerical Analysis · Mathematics 2023-07-27 Xiaoqing Meng , Aijie Cheng , Zhengguang Liu

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…

Numerical Analysis · Mathematics 2023-05-17 Xiaolan Zhou , Chuanju Xu

Modal methods are a long-standing approach to physical modelling synthesis. Extensions to nonlinear problems are possible, leading to coupled nonlinear systems of ordinary differential equations. Recent work in scalar auxiliary variable…

Sound · Computer Science 2026-03-17 Victor Zheleznov , Stefan Bilbao , Alec Wright , Simon King

An numerical iterative framework for global modal stability analysis of compressible flows using a parallel environment is presented. The framework uses a matrix-free implementation to allow computations of large scale problems. Various…

Fluid Dynamics · Physics 2015-02-13 O. Henze , M. Lemke , J. Sesterhenn

Variance reduced stochastic gradient (SGD) methods converge significantly faster than the vanilla SGD counterpart. However, these methods are not very practical on large scale problems, as they either i) require frequent passes over the…

Optimization and Control · Mathematics 2018-10-17 Anant Raj , Sebastian U. Stich

Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…

Signal Processing · Electrical Eng. & Systems 2020-07-24 Q. Luo , H. Wang

We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…

Numerical Analysis · Mathematics 2025-09-24 Xuelong Gu , Qi Wang

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

Mathematical Physics · Physics 2009-11-10 A. A. Hujeirat

Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…

Optimization and Control · Mathematics 2020-06-16 Mohammad Farazmand

We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the…

Numerical Analysis · Mathematics 2021-10-04 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable…

Machine Learning · Computer Science 2024-11-12 Jiahao Zhang , Christian Moya , Guang Lin

We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element space-time approximation of a regularized STVF equation. The…

Numerical Analysis · Mathematics 2022-05-05 Ľubomír Baňas , Martin Ondreját

Computational fluid dynamics (CFD) analysis is widely used in engineering. Although CFD calculations are accurate, the computational cost associated with complex systems makes it difficult to obtain empirical equations between system…

Fluid Dynamics · Physics 2022-04-08 Mehrad Ansari , Heta A. Gandhi , David G. Foster , Andrew D. White

This paper introduces a unified framework for accelerated gradient methods through the variable and operator splitting (VOS). The operator splitting decouples the optimization process into simpler subproblems, and more importantly, the…

Optimization and Control · Mathematics 2025-05-08 Long Chen , Luo Hao , Jingrong Wei

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý
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