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A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…

Optimization and Control · Mathematics 2020-05-29 Yunus M. Agamawi , Anil V. Rao

The renormalization method based on the Taylor expansion for asymptotic analysis of differential equations is generalized to difference equations. The proposed renormalization method is based on the Newton-Maclaurin expansion. Several basic…

Classical Analysis and ODEs · Mathematics 2017-07-27 Cheng-shi Liu

In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

Numerical Analysis · Mathematics 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

In this paper, we introduce a novel category of central compact schemes inspired by existing cell-node and cell-centered compact finite difference schemes, that offer a superior spectral resolution for solving the dispersive wave equation.…

Numerical Analysis · Mathematics 2024-05-03 Lavanya V Salian , Samala Rathan , Debojyoti Ghosh

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerical Analysis · Mathematics 2020-04-09 Ankush Aggarwal , Sanjay Pant

Two combined numerical methods for solving semilinear differential-algebraic equations (DAEs) are obtained and their convergence is proved. The comparative analysis of these methods is carried out and conclusions about the effectiveness of…

Numerical Analysis · Mathematics 2023-04-13 M. S. Filipkovska

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…

Machine Learning · Computer Science 2024-12-16 Zikai Xiong , Robert M. Freund

In this paper a class of higher order finite element methods for the discretization of surface Stokes equations is studied. These methods are based on an unfitted finite element approach in which standard Taylor-Hood spaces on an underlying…

Numerical Analysis · Mathematics 2019-09-19 Thomas Jankuhn , Arnold Reusken

In this paper, we present a new smoothing approach to solve general nonlinear complementarity problems. Under the $P_0$ condition on the original problems, we prove some existence and convergence results . We also present an error estimate…

Optimization and Control · Mathematics 2010-06-11 Mounir Haddou , Patrick Maheux

A newly introduced method called Taylor-based Optimized Recursive Extended Exponential Smoothed Neural Networks Forecasting method is applied and extended in this study to forecast numerical values. Unlike traditional forecasting techniques…

Neural and Evolutionary Computing · Computer Science 2018-11-02 Emna Krichene , Wael Ouarda , Habib Chabchoub , Adel M. Alimi

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…

Numerical Analysis · Computer Science 2009-08-28 Alexandre Goldsztejn

We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…

Numerical Analysis · Mathematics 2016-11-01 Adam M. Oberman , Tiago Salvador

Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…

Optimization and Control · Mathematics 2020-10-06 Tuomo Valkonen

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Numerical Analysis · Mathematics 2019-06-20 Félix del Teso , Jørgen Endal , Espen R. Jakobsen