Related papers: A high-order exponential integrator for nonlinear …
We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…
We study the Whitham equations for the fifth order KdV equation. The equations are neither strictly hyperbolic nor genuinely nonlinear. We are interested in the solution of the Whitham equations when the initial values are given by a step…
Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
We consider minimizing a sum of non-smooth objective functions with set constraints in a distributed manner. As to this problem, we propose a distributed algorithm with an exponential convergence rate for the first time. By the exact…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…
We present a new numerical multiscale integrator for stiff and highly oscillatory dynamical systems. The new algorithm can be seen as an improved version of the seamless Heterogeneous Multiscale Method by E, Ren, and Vanden-Eijnden and the…
We consider the numerical approximation of a general second order semi--linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media which is fundamental in many…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…
This paper is a survey on exponential integrators to solve cubic-quintic complex Ginzburg-Landau equations and related stiff problems. In particular, we are interested in accurate computation near the pulsating and exploding soliton…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…