Related papers: Stability of variable-step BDF2 and BDF3 methods
High order strong stability preserving (SSP) time discretizations are often needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of…
Von Neumann stability analysis, a well-known Fourier-based method, is a widely used technique for assessing stability in numerical computations. However, as noted in "Numerical Solution of Partial Differential Equations: Finite Difference…
In this paper, we propose an approach to learn stable dynamical systems evolving on Riemannian manifolds. The approach leverages a data-efficient procedure to learn a diffeomorphic transformation that maps simple stable dynamical systems…
The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order…
The computational efficiency of the Finite-Difference Time-Domain (FDTD) method can be significantly reduced by the presence of complex objects with fine features. Small geometrical details impose a fine mesh and a reduced time step,…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
We study the numerical strong stability of explicit schemes for the numerical approximation of the solution to a BSDE where the driver has polynomial growth in the primary variable and satisfies a monotone decreasing condition, and we…
Dual Coordinate Descent (DCD) and Block Dual Coordinate Descent (BDCD) are important iterative methods for solving convex optimization problems. In this work, we develop scalable DCD and BDCD methods for the kernel support vector machines…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
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…
Objectives involving bilinear forms $u^\top f(A(\theta))v$ for Hermitian $A$ arise widely in scientific computing and probabilistic machine learning. For large matrices, Lanczos efficiently approximates these quantities, but differentiating…
We propose to extend the multiresolution relaxation times lattice Boltzmann schemes with an additional projection step. For the explicit example of the D2Q9 scheme, we define this extended method. We prove that in general the projection…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
We present a numerical stability analysis of the immersed boundary(IB) method for a special case which is constructed so that Fourier analysis is applicable. We examine the stability of the immersed boundary method with the discrete Fourier…
Interest in communication-avoiding orthogonalization schemes for high-performance computing has been growing recently. This manuscript addresses open questions about the numerical stability of various block classical Gram-Schmidt variants…
In this contribution, we study the theoretical and numerical stability of a bidimensional relative velocity lattice Boltzmann scheme. These relative velocity schemes introduce a velocity field parameter called "relative velocity" function…
The finite-difference time-domain (FDTD) algorithm is a popular numerical method for solving electromagnetic problems. FDTD simulations can suffer from instability due to the explicit nature of the method. Stability enforcement can be…
Divergence and vorticity damping, which operate upon horizontal divergence and relative vorticity, are explicit diffusion mechanisms used in dynamical cores to ensure stability. To avoid numerical blow-up from excessively strong diffusion,…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…