Related papers: Modified DJ method: Application to Boussinesq equa…
This paper provides a rigorous convergence rate and complexity analysis for a recently introduced framework, called PDE acceleration, for solving problems in the calculus of variations, and explores applications to obstacle problems. PDE…
The general form of the cubic Boussinesq-type equation is considered. In special cases, this equation is reduced to the three different versions of the cubic Boussinesq equations and also the generalized modified cubic Boussinesq equation.…
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
In this article we present first an algorithm for calculating the determining equations associated with so-called ``nonclassical method'' of symmetry reductions (a la Bluman and Cole) for systems of partial differentail equations. This…
Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…
Historically the finite volume methods have been developed for the numerical integration of conservation laws. In this study we present some recent results on the application of such schemes to dispersive PDEs. Namely, we solve numerically…
In this work, a novel Boussinesq system is put forward. The system is naturally nonlinearly entropy/energy-stable, and is designed for problems with sharply varying bathymetric features. The system is flexible and allows tuning of the…
This paper addresses the challenge of solving large-scale nonlinear equations with H\"older continuous Jacobians. We introduce a novel Incremental Gauss--Newton (IGN) method within explicit superlinear convergence rate, which outperforms…
We consider a modified Boussinesq type equation. The Painlev\'{e} test of the WTC method is performed for this equation and it shows that the equation has weak Painlev\'{e} property. Some exact solutions are constructed.
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…
In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.
Direct solution of simultaneous linear equations is regarded to be slow for large systems of equations and requires special treatment to avoid numerical instability. A new method is proposed that addresses the numerical instability without…
In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…
Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…
In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…
In this paper, we present a new modified Newton method a use of Haar wavelet formula for solving non-linear equations. This new method do not require the use of the second-order derivative. It is shown that the new method has third-order of…