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In this work we present and discuss a possible globalization concept for Newton-type methods. We consider nonlinear problems $f(x)=0$ in $\mathbb{R}^{n}$ using the concepts from ordinary differential equations as a basis for the proposed…

Numerical Analysis · Mathematics 2018-10-24 Mario Amrein

This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…

Numerical Analysis · Mathematics 2020-07-21 Xia Tian , S. Yu. Reutskiy , Zhuo-Jia Fu

In this work, we consider unfitted finite element methods for the numerical approximation of the Stokes problem. It is well-known that this kind of methods lead to arbitrarily ill-conditioned systems. In order to solve this issue, we…

Numerical Analysis · Mathematics 2021-09-30 Santiago Badia , Alberto F. Martín , Francesc Verdugo

Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…

Numerical Analysis · Mathematics 2022-01-17 Denis Anuprienko

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

Analysis of PDEs · Mathematics 2019-11-01 Benjamin Seeger

We give computational results to study the accuracy of several quasicontinuum methods for two benchmark problems - the stability of a Lomer dislocation pair under shear and the stability of a lattice to plastic slip under tensile loading.…

Numerical Analysis · Mathematics 2015-03-17 Brian Van Koten , Xingjie Helen Li , Mitchell Luskin , Christoph Ortner

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Tim Martin , Frank Allgöwer

Based on the auxiliary subspace techniques, a hierarchical basis a posteriori error estimator is proposed for the Stokes problem in two and three dimensions. For the error estimator, we need to solve only two global diagonal linear systems…

Numerical Analysis · Mathematics 2023-03-22 Jiachuan Zhang , Ran Zhang , Xiaoshen Wang

Measuring how quickly iterative methods converge is essential in computational mathematics, but current approaches have significant limitations. Q-order analysis requires strict smoothness conditions, while R-order analysis lacks precision…

Numerical Analysis · Mathematics 2025-04-09 Xiangmin Jiao , Hongji Gao

In this paper we study high order expansions of chart maps for local finite dimensional unstable manifolds of hyperbolic equilibrium solutions of scalar parabolic partial differential equations. Our approach is based on studying an…

Dynamical Systems · Mathematics 2016-05-30 Jason Mireles-James , Christian Reinhardt

In recent work on the area of approximation methods for the solution of nonlinear differential equations, it has been suggested that the so-called generalized Taylor series approach is equivalent to the homotopy analysis method. In the…

Classical Analysis and ODEs · Mathematics 2016-06-09 Robert A. Van Gorder

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

The finite-difference time-domain (FDTD) method is a well established method for solving the time evolution of Maxwell's equations. Unfortunately the scheme introduces numerical dispersion and therefore phase and group velocities which…

Plasma Physics · Physics 2018-02-05 Alexander Blinne , David Schinkel , Stephan Kuschel , Nina Elkina , Sergey Rykovanov , Matt Zepf

High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

A basis expansion with regularization methods is much appealing to the flexible or robust nonlinear regression models for data with complex structures. When the underlying function has inhomogeneous smoothness, it is well known that…

Methodology · Statistics 2021-02-02 Daeju Kim , Shuichi Kawano , Yoshiyuki Ninomiya

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou