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We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the trajectory of SGDM, despite its \emph{stochastic} nature,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

In this paper we propose and analyze an energy stable numerical scheme for the square phase field crystal (SPFC) equation, a gradient flow modeling crystal dynamics at the atomic scale in space but on diffusive scales in time. In…

Numerical Analysis · Mathematics 2019-10-02 Kelong Cheng , Cheng Wang , Steven M. Wise

New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…

Numerical Analysis · Mathematics 2023-10-09 Saem Han , Selim Esedoglu , Krishna Garikipati

In this paper, we propose two efficient fully-discrete schemes for Q-tensor flow of liquid crystals by using the first- and second-order stabilized exponential scalar auxiliary variable (sESAV) approach in time and the finite difference…

Numerical Analysis · Mathematics 2024-07-16 Dianming Hou , Xiaoli Li , Zhonghua Qiao , Nan Zheng

A second-order accurate modular algorithm is presented for a standard BDF2 code for the Navier-Stokes equations (NSE). The algorithm exhibits resistance to solver breakdown and increased computational efficiency for increasing values of…

Numerical Analysis · Mathematics 2018-06-29 Y. Rong , J. A. Fiordilino

In this paper we investigate the stability properties of the so-called gBBKS and GeCo methods, which belong to the class of nonstandard schemes and preserve the positivity as well as all linear invariants of the underlying system of…

Numerical Analysis · Mathematics 2023-04-04 Thomas Izgin , Stefan Kopecz , Angela Martiradonna , Andreas Meister

This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…

Numerical Analysis · Mathematics 2018-04-30 Binjie Li , Hao Luo , Xiaoping Xie

The backward differentiation formula (BDF) is a useful family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes…

Numerical Analysis · Mathematics 2021-02-10 Honglin Liao , Tao Tang , Tao Zhou

This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…

Optimization and Control · Mathematics 2026-04-30 Xinhua Shen , Zaijiu Shang , Hongpeng Sun

We propose a self adjusting multirate method based on the TR-BDF2 solver. The potential advantages of using TR-BDF2 as the key component of a multirate framework are highlighted. A linear stability analysis of the resulting approach is…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Francesco Casella , Ludovica Delpopolo , Akshay Ranade

Stability of the BDF methods of order up to five for parabolic equations can be established by the energy technique via Nevanlinna--Odeh multipliers. The nonexistence of Nevanlinna--Odeh multipliers makes the six-step BDF method special;…

Numerical Analysis · Mathematics 2024-05-07 Georgios Akrivis , Minghua Chen , Fan Yu

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange…

Numerical Analysis · Mathematics 2024-08-14 Bingyin Zhang , Hongfei Fu

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…

Numerical Analysis · Mathematics 2017-12-19 Kelong Cheng , Wenqiang Feng , Cheng Wang , Steven M. Wise

We present a second-order-in-time finite difference scheme for the Cahn-Hilliard-Hele-Shaw equations. This numerical method is uniquely solvable and unconditionally energy stable. At each time step, this scheme leads to a system of…

Numerical Analysis · Mathematics 2016-11-10 Wenbin Chen , Wenqiang Feng , Yuan Liu , Cheng Wang , Steven M. Wise

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach

In this work, we report a stable ordered structure -- the cubic FDDD phase -- that has not previously been identified in the Landau-Brazovskii (LB) model, a fundamental and important model for studying crystals and their phase transitions.…

Numerical Analysis · Mathematics 2026-05-12 Chenglong Bao , Kai Deng , Kai Jiang , Juan Zhang

In this paper, we develop the numerical theory of decoupled modified characteristic finite element method with different subdomain time steps for the mixed stabilized formulation of nonstationary dual-porosity-Navier-Stokes model. Based on…

Numerical Analysis · Mathematics 2020-08-19 Luling Cao , Yinnian He , Jian Li

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

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

Recently, a new class of BDF schemes proposed in [F. Huang and J. Shen, SIAM J Numer. Anal., 62.4, 1609--1637] for the parabolic type equations are studied in this paper. The basic idea is based on the Taylor expansions at time…

Numerical Analysis · Mathematics 2025-07-10 Xiaoyi Li , Aijie Cheng , Zhengguang Liu
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