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In this article we study a coupled system of differential equations with Allen-Cahn type non-linearity. Motivated by physical phenomena one of the unknowns in the system is accompanied by a singular perturbation parameter ${\epsilon}^2$ .…

Analysis of PDEs · Mathematics 2024-10-23 Javier Monreal , Michał Kowalczyk

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

The parareal algorithm is a powerful parallel-in-time integration method that accelerates the numerical solution of evolution equations by iteratively combining a fine propagator and a coarse propagator. Although the convergence of the…

Numerical Analysis · Mathematics 2026-05-28 Georgios Akrivis , Qingle Lin , Zhi Zhou

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-24 Evgeny Novikov , Anton Tuzov

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of…

Numerical Analysis · Mathematics 2015-02-10 Jaemin Shin , Hyun Geun Lee , June-Yub Lee

In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…

Numerical Analysis · Mathematics 2019-06-18 Qiang Du , Jiang Yang , Zhi Zhou

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…

Numerical Analysis · Mathematics 2014-03-27 Weidong Zhao , Yu Fu , Tao Zhou

In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…

Numerical Analysis · Mathematics 2017-05-30 M. Hached , K. Jbilou

The well-known cubic Allen-Cahn (AC) equation is a simple gradient dynamics (or variational) model for a nonconserved order parameter field. After revising main literature results for the occuring different types of moving fronts, we employ…

Pattern Formation and Solitons · Physics 2020-06-24 Fenna Stegemerten , Svetlana Gurevich , Uwe Thiele

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are then applied to various step-size rules, including simple…

Optimization and Control · Mathematics 2014-06-03 Robert M. Freund , Paul Grigas

We propose conformable Adomian decomposition method (CADM) for fractional partial differential equations (FPDEs). This method is a new Adomian decomposition method (ADM) based on conformable derivative operator (CDO) to solve FPDEs. At the…

General Mathematics · Mathematics 2017-04-11 Omer Acan , Dumitru Baleanu

We present a systematic study of entire symmetric solutions $u:R^n\rightarrow R^m$ of the vector Allen-Cahn equation $\Delta u-W_u(u)=0, x \in R^n$, where $W:R^m\rightarrow R$ is smooth, symmetric, nonnegative with a finite number of zeros…

Analysis of PDEs · Mathematics 2014-11-17 Peter W. Bates , Giorgio Fusco , Panayotis Smyrnelis

In this paper we consider the numerical solution of Fractional Differential Equations by means of $m$-step recursions. The construction of such formulas can be obtained in many ways. Here we study a technique based on the rational…

Numerical Analysis · Mathematics 2014-05-21 Lidia Aceto , Cecilia Magherini , Paolo Novati

The aim of this paper is to prove that, for specific initial data $(u_0,u_1)$ and with homogeneous Neumann boundary conditions, the solution of the IBVP for a hyperbolic variation of Allen-Cahn equation on the interval $[a,b]$ shares the…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino

In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…

Numerical Analysis · Mathematics 2021-04-27 Dianming Hou , Chuanju Xu

Primal-dual algorithms for the resolution of convex-concave saddle point problems usually come with one or several step size parameters. Within the range where convergence is guaranteed, choosing well the step size can make the difference…

Optimization and Control · Mathematics 2024-03-29 Olivier Fercoq

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang