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The time step criterion plays a crucial role in direct N-body codes. If not chosen carefully, it will cause a secular drift in the energy error. Shared, adaptive time step criteria commonly adopt the minimum pairwise time step, which…
In this paper, we study the numerical method for solving forward-backward stochastic differential equations driven by $G$-Brownian motion ($G$-FBSDEs) which correspond to fully nonlinear partial differential equations (PDEs). First, we give…
We introduce a new $\mathbf F$-modulated energy stability framework for general linear multistep methods. We showcase the theory for the two dimensional molecular beam epitaxy model with no slope selection which is a prototypical gradient…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear…
We consider the directed minimum weight cycle problem in the fully dynamic setting. To the best of our knowledge, so far no fully dynamic algorithms have been designed specifically for the minimum weight cycle problem in general digraphs.…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
We analyze the one-step method TR-BDF2 from the point of view of monotonicity, strong stability and positivity. All these properties are strongly related and reviewed in the common framework of absolute monotonicity. The radius of absolute…
This study proposes a novel topology optimization method for unsteady fluid flows induced by actively moving rigid bodies. The key idea of the proposed method is to decouple the design and analysis domains by using separate grids. The…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
This paper develops high-accuracy methods for numerically solving optimal control problems subject to nonsmooth differential equations with set-valued step functions. A notable subclass of these systems are Filippov systems. The set-valued…
We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…
In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…
In this paper, based on a generalized scalar auxiliary variable approach with relaxation (R-GSAV), we construct a class of high-order backward differentiation formula (BDF) schemes with variable time steps for the…
We propose a probabilistic numerical algorithm to solve Backward Stochastic Differential Equations (BSDEs) with nonnegative jumps, a class of BSDEs introduced in [9] for representing fully nonlinear HJB equations. In particular, this allows…
In this paper, we propose and analyze a mixed formulation for the Kelvin-Voigt-Brinkman-Forchheimer equations for unsteady viscoelastic flows in porous media. Besides the velocity and pressure, our approach introduces the vorticity as a…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…
Motivated by the need for the rigorous analysis of the numerical stability of variational least-squares kernel-based methods for solving second-order elliptic partial differential equations, we provide previously lacking stability…