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A key advantage of isogeometric discretizations is their accurate and well-behaved eigenfrequencies and eigenmodes. For degree two and higher, however, optical branches of spurious outlier frequencies and modes may appear due to boundaries…

Numerical Analysis · Mathematics 2022-02-16 Thi-Hoa Nguyen , René R. Hiemstra , Stein K. F. Stoter , Dominik Schillinger

We derive a new stabilized symmetric Nitsche method for enforcement of Dirichlet boundary conditions for elliptic problems of second order in cut isogeometric analysis (CutIGA). We consider $C^1$ splines and stabilize the standard Nitsche…

Numerical Analysis · Mathematics 2019-03-15 Daniel Elfverson , Mats G. Larson , Karl Larsson

This paper investigates an efficient exponential integrator generalized multiscale finite element method for solving a class of time-evolving partial differential equations in bounded domains. The proposed method first performs the spatial…

Numerical Analysis · Mathematics 2024-07-08 Leonardo A. Poveda , Juan Galvis , Eric Chung

Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…

Machine Learning · Computer Science 2020-01-13 Thinh T. Doan

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…

Numerical Analysis · Mathematics 2022-09-07 Brittany A Erickson , Jeremy E Kozdon , Tobias W Harvey

We consider the P1/P1 or P1b/P1 finite element approximations to the Stokes equations in a bounded smooth domain subject to the slip boundary condition. A penalty method is applied to address the essential boundary condition $u\cdot n = g$…

Numerical Analysis · Mathematics 2015-05-26 Takahito Kashiwabara , Issei Oikawa , Guanyu Zhou

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

In order to treat the multiple time scales of ocean dynamics in an efficient manner, the baroclinic-barotropic splitting technique has been widely used for solving the primitive equations for ocean modeling. Based on the framework of strong…

Numerical Analysis · Mathematics 2022-03-14 Rihui Lan , Lili Ju , Zhu Wang , Max Gunzburger , Philip Jones

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

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

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

We devise a geometric description of bounded systems at criticality in any dimension $d$. This is achieved by altering the flat metric with a space dependent scale factor $\gamma(x)$, $x$ belonging to a general bounded domain $\Omega$.…

Statistical Mechanics · Physics 2020-07-09 Giacomo Gori , Andrea Trombettoni

A field-theoretic description of the critical behavior of weakly disordered systems with a $p$-component order parameter is given. For systems of an arbitrary dimension in the range from three to four, a renormalization group analysis of…

Disordered Systems and Neural Networks · Physics 2015-06-24 P. V. Prudnikov , V. V. Prudnikov

Isogeometric Analysis is a high-order discretization method for boundary value problems that uses a number of degrees of freedom which is as small as for a low-order method. Standard isogeometric discretizations require a global…

Numerical Analysis · Mathematics 2021-03-05 Stefan Takacs

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

Machine Learning · Computer Science 2023-04-25 Zebang Shen , Hui Qian , Tongzhou Mu , Chao Zhang

This paper investigates the two-step estimation of a high dimensional additive regression model, in which the number of nonparametric additive components is potentially larger than the sample size but the number of significant additive…

Statistics Theory · Mathematics 2013-01-30 Kengo Kato

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

We consider fully discrete embedded finite element approximations for a shallow water hyperbolic problem and its reduced-order model. Our approach is based on a fixed background mesh and an embedded reduced basis. The Shifted Boundary…

Numerical Analysis · Mathematics 2022-06-29 Xianyi Zeng , Giovanni Stabile , Efthymios N. Karatzas , Guglielmo Scovazzi , Gianluigi Rozza
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