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We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…
In this paper we propose new Z-type nonlinear weights of the fifth-order weighted essentially non-oscillatory (WENO) finite difference scheme for hyperbolic conservation laws. Instead of employing the classical smoothness indicators for the…
This paper develops a new fifth order accurate Hermite WENO (HWENO) reconstruction method for hyperbolic conservation schemes in the framework of the two-stage fourth order accurate temporal discretization in [{\em J. Li and Z. Du, A…
The approximation of data is a fundamental challenge encountered in various fields, including computer-aided geometric design, the numerical solution of partial differential equations, or the design of curves and surfaces. Numerous methods…
In our previous studies [17, 18], the commonly reported issue that most of the existing mapped WENO schemes suffer from either losing high resolutions or generating spurious oscillations in long-run simulations of hyperbolic problems has…
We consider initial-boundary problems for general linear first-order strictly hyperbolic systems with local or nonlocal nonlinear boundary conditions. While boundary data are supposed to be smooth, initial conditions can contain…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed Hamilton-Jacobi equation with a parameter, which is derived from homogenization for a…
In this paper we present a class of high order accurate cell-centered Arbitrary-Eulerian-Lagrangian (ALE) one-step ADER-WENO finite volume schemes for the solution of nonlinear hyperbolic conservation laws on two-dimensional unstructured…
This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
Smoothing operation to make continuous density field from observed point-like distribution of galaxies is crucially important for topological or morphological analysis of the large-scale structure, such as, the genus statistics or the area…
We develop a high-order kinetic scheme for entropy-based moment models of a one-dimensional linear kinetic equation in slab geometry. High-order spatial reconstructions are achieved using the weighted essentially non-oscillatory (WENO)…
A high order one-step ADER-WENO finite volume scheme with Adaptive Mesh Refinement (AMR) in multiple space dimensions is presented. A high order one-step time discretization is achieved using a local space-time discontinuous Galerkin…
This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…
A system of high-order adaptive multiresolution wavelet collocation upwind schemes are developed for the solution of hyperbolic conservation laws. A couple of asymmetrical wavelet bases with interpolation property are built to realize the…
We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…
Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…
Nonconvex and nonsmooth bi-level optimization poses critical theoretical challenges, while arising in several applications. In this work, we develop a method for nonconvex, nonsmooth bi-level optimization and introduce Binno, a first-order…