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With increasing engineering demands, there need high order accurate schemes embedded with precise physical information in order to capture delicate small scale structures and strong waves with correct "physics". There are two families of…

Numerical Analysis · Mathematics 2018-11-27 Jiequan Li

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

Convex optimization is a powerful tool for resource allocation and signal processing in wireless networks. As the network density is expected to drastically increase in order to accommodate the exponentially growing mobile data traffic,…

Information Theory · Computer Science 2015-10-28 Yuanming Shi , Jun Zhang , Brendan O'Donoghue , Khaled B. Letaief

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

Numerical Analysis · Mathematics 2024-01-08 Eirik Valseth , Pouria Behnoudfar , Clint Dawson , Albert Romkes

In this work, we introduce a Variational Multi-Scale (VMS) method for the numerical approximation of parabolic problems, where sub-grid scales are approximated from the eigenpairs of associated elliptic operator. The abstract method is…

In this work, the lattice Boltzmann method (LBM) is assessed as a time-domain numerical approach for electromagnetic wave scattering. Owing to its explicit formulation and suitability for parallel computation on structured grids, LBM…

Optics · Physics 2026-04-08 Mohd. Meraj Khan , Sumesh P. Thampi , Anubhab Roy

In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…

Probability · Mathematics 2017-12-14 Andrea Barth , Andreas Stein

Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…

Optimization and Control · Mathematics 2023-08-01 G. V. Aivazian , F. S. Stonyakin , D. A. Pasechnyuk , M. S. Alkousa , A. M. Raigorodskii

Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…

Numerical Analysis · Mathematics 2025-02-03 Ignace Bossuyt , Giovanni Samaey , Stefan Vandewalle

A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…

Numerical Analysis · Mathematics 2021-11-16 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

In this paper, we consider several possible ways to set up Heterogeneous Multiscale Methods for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient, which can be seen as a means to modeling rapidly varying…

Numerical Analysis · Mathematics 2021-04-08 Lena Leitenmaier , Olof Runborg

The Navier-Stokes equations describe the motion of viscous fluids. In order to predict turbulent flows with reasonable computational time and accuracy, these equations are spatially filtered according to the large-eddy simulation (LES)…

Fluid Dynamics · Physics 2018-07-02 Larissa B. Streher , Maurits H. Silvis , Roel Verstappen

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

Large eddy simulation (LES) has been increasingly used to tackle vortex-dominated turbulent flows. In LES, the quality of the simulation results hinges upon the quality of the numerical discretizations in both space and time. It is in this…

Computational Physics · Physics 2018-07-19 Mohammad Alhawwary , Z. J. Wang

We are concerned with the convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (in short Kawahara equation), which is a transport equation…

Analysis of PDEs · Mathematics 2011-03-02 U. Koley

A new method for the localization of the regions where small scale turbulent fluctuations are present in hypersonic flows is applied to the large-eddy simulation (LES) of a compressible turbulent jet with an initial Mach number equal to 5.…

Fluid Dynamics · Physics 2015-06-12 D. Tordella , M. Iovieno , S. Massaglia , A. Mignone

In this paper we develop a novel two-stage fourth order time-accurate discretization for time-dependent flow problems, particularly for hyperbolic conservation laws. Different from the classical Runge-Kutta (R-K) temporal discretization for…

Numerical Analysis · Mathematics 2015-12-14 Jiequan Li , Zhifang Du

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Machine Learning · Computer Science 2026-05-20 Zinuo You , Jin Zheng , John Cartlidge

Current design constraints have encouraged the studies of aeroacoustics fields around compressible jet flows. The present work addresses the numerical study of unsteady turbulent jet flows for aeroacoustic analyses of main engine rocket…

Fluid Dynamics · Physics 2022-12-26 Carlos Junqueira-Junior , Sami Yamouni , Joao Luiz F. Azevedo , William Wolf