Related papers: Fundamental Schemes for Efficient Unconditionally …
Optical force responses underpin nanophotonic actuator design, which requires a large number of force simulations to optimize structures. Commonly used computation methods, such as the finite-difference time-domain (FDTD) method, are…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…
We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…
Time domain simulations of electromagnetic problems are highly valuable in engineering applications, as they allow for the analysis of transient behavior and broadband responses. These simulations utilize time stepping schemes, where each…
In this work we present a new simple but efficient scheme - Subsquares approach - for development of algorithms for enclosing the solution set of overdetermined interval linear systems. We are going to show two algorithms based on this…
Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…
For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
A Finite-Difference Time-Domain (FDTD) scheme with Perfectly Matched Layers (PMLs) is considered for solving the time-dependent Schr\"{o}dinger equation, and simulate the ionization of an electron initially bound to a one-dimensional…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…
The aim of this work is to design implicit and semi-implicit high-order well-balanced finite-volume numerical methods for 1D systems of balance laws. The strategy introduced by two of the authors in a previous paper for explicit schemes…
In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…
The paper presents novel results, obtained on the basis of the modified theory of hydraulic fractures (HF). The theory underlines significance of the speed equation. When applied to numerical simulation of HF, the theory reveals three…
High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we…
The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…