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Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…
We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…
An implicit method for the ohmic dissipation is proposed. The proposed method is based on the Crank-Nicolson method and exhibits second-order accuracy in time and space. The proposed method has been implemented in the SFUMATO adaptive mesh…
Fractional Klein-Kramers equation can well describe subdiffusion in phase space. In this paper, we develop the fully discrete scheme for fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local…
Can graded meshes yield more accurate numerical solution than uniform meshes? A time-dependent nonlocal diffusion problem with a weakly singular kernel is considered using collocation method. For its steady-state counterpart, under the…
This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…
We consider in this paper a class of single-ratio fractional minimization problems, in which the numerator part of the objective is the sum of a nonsmooth nonconvex function and a smooth nonconvex function while the denominator part is a…
We present a unified treatment of the Fourier spectra of spherically symmetric nonlocal diffusion operators. We develop numerical and analytical results for the class of kernels with weak algebraic singularity as the distance between source…
We consider an initial-boundary value problem for a 2D time-dependent Schr\"odinger equation on a semi-infinite strip. For the Numerov-Crank-Nicolson finite-difference scheme with discrete transparent boundary conditions, the Strang-type…
We propose two algorithms that can find local minima faster than the state-of-the-art algorithms in both finite-sum and general stochastic nonconvex optimization. At the core of the proposed algorithms is $\text{One-epoch-SNVRG}^+$ using…
Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
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…
Anomalous diffusion is often modelled in terms of the subdiffusion equation, which can involve a weakly singular source term. For this case, many predominant time stepping methods, including the correction of high-order BDF schemes [{\sc…
This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…
Denoising diffusion models have been a mainstream approach for image generation, however, training these models often suffers from slow convergence. In this paper, we discovered that the slow convergence is partly due to conflicting…
In this work, a time-fractional nonlocal diffusion equation is considered. Based on the $L2$-$1_{\sigma}$ scheme on a graded mesh in time and the standard finite element method (FEM) in space, the fully-discrete $L2$-$1_{\sigma}$ finite…
Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization problem. We show the convergence of the proposed algorithm…