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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…
We propose a high-order FDTD scheme based on the correction function method (CFM) to treat interfaces with complex geometry without increasing the complexity of the numerical approach for constant coefficients. Correction functions are…
The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…
A non-uniform implicit-explicit L1 mixed finite element method (IMEX-L1-MFEM) is investigated for a class of time-fractional partial integro-differential equations (PIDEs) with space-time dependent coefficients and non-self-adjoint elliptic…
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…
In this paper we propose a new high order accurate space-time DG finite element scheme for the solution of the linear elastic wave equations in first order velocity-stress formulation in two and three-space dimensions on staggered…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
In recent previous work [E. Hansen, T. Stillfjord and T. \r{A}berg, SIAM J. Numer. Anal., to appear], we analyzed the convergence of operator splitting methods applied to operator-valued differential Riccati equations (DRE). In this paper,…
We present a unified analysis for a family of variational time discretization methods, including discontinuous Galerkin methods and continuous Galerkin-Petrov methods, applied to non-stiff initial value problems. Besides the…
Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…
Partial Differential Equations (PDEs) are the bedrock for modern computational sciences and engineering, and inherently computationally expensive. While PDE foundation models have shown much promise for simulating such complex…
This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…
We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…
This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…
This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…
The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…
An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…
In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…
Two harmonic extraction based Jacobi--Davidson (JD) type algorithms are proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair. They are called cross product-free (CPF) and inverse-free…
Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…