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We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…
We present an algorithm for $hp$-adaptive collocation-based mesh-free numerical analysis of partial differential equations. Our solution procedure follows a well-established iterative solve-estimate-mark-refine paradigm. The solve phase…
We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We design an online algorithmic framework based on…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
A general adaptive refinement strategy for solving linear elliptic partial differential equation with random data is proposed and analysed herein. The adaptive strategy extends the a posteriori error estimation framework introduced by…
We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…
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…
In this paper, we consider the integrating factor midpoint method for wave-type equations and derive optimal order a posteriori error estimates. We first introduce an integrating factor midpoint approximation defined by the piecewise linear…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
This article focuses on the space-time isogeometric method for a linear time dependent fourth order problem. Using an auxiliary variable, first the problem is split into a system of two second order differential equations and then the…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
In this paper we provide theoretical support for the so-called "Sigmoidal Gaussian Cox Process" approach to learning the intensity of an inhomogeneous Poisson process on a $d$-dimensional domain. This method was proposed by Adams, Murray…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
This paper studies the convergence difficulty of cohesive zone models in static analysis. It is shown that an inappropriate starting point of iterations in the Newton-Raphson method is responsible for the convergence difficulty. A simple,…
Numerical computations of stationary states of fast-rotating Bose-Einstein condensates require high spatial resolution due to the presence of a large number of quantized vortices. In this paper we propose a low-order finite element method…
We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algorithms feature a simple update rule that requires solving…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…