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An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…

Numerical Analysis · Mathematics 2026-01-01 Alexander Zlotnik , Timofey Lomonosov

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

In this paper, we study a second-order accurate and linear numerical scheme for the nonlocal Cahn-Hilliard equation. The scheme is established by combining a modified Crank-Nicolson approximation and the Adams-Bashforth extrapolation for…

Numerical Analysis · Mathematics 2022-09-09 Xiao Li , Zhonghua Qiao , Cheng Wang

The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution…

Numerical Analysis · Mathematics 2025-02-26 Tarik Dzanic , Luigi Martinelli

Many physical problems such as Allen-Cahn flows have natural maximum principles which yield strong point-wise control of the physical solutions in terms of the boundary data, the initial conditions and the operator coefficients.…

Numerical Analysis · Mathematics 2021-07-21 Dong Li

Based on a variant of the frequency function approach of Almgren([Al]), we establish an optimal upper bound on the vanishing order of solutions to stationary Schr\"odinger equations associated to sub-Laplacian on Carnot groups of arbitrary…

Analysis of PDEs · Mathematics 2018-05-10 Agnid Banerjee

In this work, we develop and analyze a higher-order finite element method for the multidimensional fragmentation equation. To the best of our knowledge, this is the first study to establish a rigorous, conforming finite element framework…

Numerical Analysis · Mathematics 2026-04-10 Arushi , Naresh Kumar

Phase-field model is a powerful mathematical tool to study the dynamics of interface and morphology changes in fluid mechanics and material sciences. However, numerically solving a phase field model for a real problem is a challenge task…

Numerical Analysis · Mathematics 2019-09-04 Lin Wang , Haijun Yu

We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be…

Numerical Analysis · Mathematics 2021-09-20 Manuel Quezada de Luna , David I. Ketcheson

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…

Numerical Analysis · Mathematics 2013-11-06 Sergio Blanes

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

In this paper we provide a detailed convergence analysis for fully discrete second order (in both time and space) numerical schemes for nonlocal Allen-Cahn (nAC) and nonlocal Cahn-Hilliard (nCH) equations. The unconditional unique…

Numerical Analysis · Mathematics 2018-02-14 Zhen Guan , John Lowengrub , Cheng Wang

In this paper, we develop a framework for designing arbitrary high order low-rank schemes for the Lindblad equation with time-dependent Hamiltonians. Our approach is based on nested Picard iterative integrators (NPI) and results in schemes…

Numerical Analysis · Mathematics 2025-11-18 Jiuhua Hu , Daniel Appelo , Yingda Cheng

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

In this paper, we propose a novel second-order dynamical low-rank mass-lumped finite element method for solving the Allen-Cahn (AC) equation, a semilinear parabolic partial differential equation. The matrix differential equation of the…

Numerical Analysis · Mathematics 2025-01-13 Jun Yang , Nianyu Yi , Peimeng Yin