Related papers: Stabilized leapfrog based local time-stepping meth…
This paper develops an $\alpha$-parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-changed L\'evy noise (TCSDEwLNs) with time-space-dependent…
Numerical solution of equations governing time domain simulations in computational electromagnetics, is usually based on grid methods in space and on explicit schemes for the time evolution. A predefined grid in the problem domain and a…
We propose a modified local discontinuous Galerkin (LDG) method for second--order elliptic problems that does not require extrinsic penalization to ensure stability. Stability is instead achieved by showing a discrete Poincar\'e--Friedrichs…
A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…
In this work, we propose and develop efficient and accurate numerical methods for solving the Kirchhoff-Love plate model in domains with complex geometries. The algorithms proposed here employ curvilinear finite-difference methods for…
This paper presents a Crank-Nicolson leap-frog (CNLF) scheme for the unsteady incompressible magnetohydrodynamics (MHD) equations. The spatial discretization adopts the Galerkin finite element method (FEM), and the temporal discretization…
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…
This paper analyzes a space-time finite element method for fractional wave problems. The method uses a Petrov-Galerkin type time-stepping scheme to discretize the time fractional derivative of order $ \gamma $ ($1<\gamma<2$). We establish…
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…
In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based…
This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…
This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…
We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
We introduce Hermite-leapfrog methods for first order wave systems. The new Hermite-leapfrog methods pair leapfrog time-stepping with the Hermite methods of Goodrich and co-authors. The new schemes stagger field variables in both time and…
This paper presents original and close to optimal stability conditions linking the time step and the space step, stronger than the CFL criterion: $\delta t\leq C\delta x^\alpha$ with $\alpha=\frac{2r}{2r-1}$, $r$ an integer, for some…
We consider the finite element (FE) approximation of the shallow water equations (SWE) by considering discretizations in which both space and time are established using an unconditionally stable FE method. Particularly, we consider the…
Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…