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We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

Numerical Analysis · Mathematics 2022-05-11 Yulong Pan , Per-Olof Persson

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic…

Numerical Analysis · Mathematics 2021-10-14 Fernando Casas , Alejandro Escorihuela-Tomàs

This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…

Optimization and Control · Mathematics 2025-05-13 Chang He , Yuntian Jiang , Chuwen Zhang , Dongdong Ge , Bo Jiang , Yinyu Ye

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

Analysis of PDEs · Mathematics 2017-10-16 Sunghan Kim , Ki-Ahm Lee

Recent work on high-resolution ordinary differential equations (HR-ODEs) captures fine nuances among different momentum-based optimization methods, leading to accurate theoretical insights. However, these HR-ODEs often appear disconnected,…

Optimization and Control · Mathematics 2025-03-20 Hoomaan Maskan , Konstantinos C. Zygalakis , Armin Eftekhari , Alp Yurtsever

We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…

Computational Engineering, Finance, and Science · Computer Science 2019-09-02 Endre Kovács , András Gilicz

Given an approximation to a multiple isolated solution of a polynomial system of equations, we have provided a symbolic-numeric deflation algorithm to restore the quadratic convergence of Newton's method. Using first-order derivatives of…

Numerical Analysis · Mathematics 2007-05-23 Anton Leykin , Jan Verschelde , Ailing Zhao

The high-order hybridizable discontinuous Galerkin (HDG) method combining with an implicit iterative scheme is used to find the steady-state solution of the Boltzmann equation with full collision integral on two-dimensional triangular…

Fluid Dynamics · Physics 2020-02-19 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

We propose a generalized finite element method for the strongly damped wave equation with highly varying coefficients. The proposed method is based on the localized orthogonal decomposition introduced and is designed to handle independent…

Numerical Analysis · Mathematics 2020-11-09 Per Ljung , Axel Målqvist , Anna Persson

A recently developed upscaling technique, the multicontinuum homogenization method, has gained significant attention for its effectiveness in modeling complex multiscale systems. This method defines multiple continua based on distinct…

Numerical Analysis · Mathematics 2025-12-24 Wei Xie , Viet Ha Hoang , Yin Yang , Yunqing Huang

As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…

Numerical Analysis · Mathematics 2015-03-06 Hou-Biao Li , Ming-Yan Song , Er-Jie Zhong , Xian-Ming Gu

Numerical homogenization methods aim at providing appropriate coarse-scale approximations of solutions to (elliptic) partial differential equations that involve highly oscillatory coefficients. The localized orthogonal decomposition (LOD)…

Numerical Analysis · Mathematics 2026-02-13 Mehdi Elasmi , Felix Krumbiegel , Roland Maier

We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…

Computational Physics · Physics 2020-08-04 Endre Kovács

This paper develops an efficient iterative method for computing all zeros of solutions of second order ordinary differential equations. A third order Halleys method is first derived by approximating the solution of an associated Riccati…

Numerical Analysis · Mathematics 2026-03-19 Dhivya Prabhu K , Sanjeev Singh , Antony Vijesh

A high-order combined interpolation/finite element technique is developed for solving the coupled groundwater-surface water system that governs flows in karst aquifers. In the proposed high-order scheme we approximate the time derivative…

Numerical Analysis · Mathematics 2025-05-28 Eric Ngondiep , Areej A. Binsultan , Ibtisam M. Aldawish

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo
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