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In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods. We show that Newton's method corresponds to a recursion over…

Signal Processing · Electrical Eng. & Systems 2023-06-16 Fatemeh Yaghoobi , Hany Abdulsamad , Simo Särkkä

We present an algorithm for the rapid numerical integration of smooth, time-periodic differential equations with small nonlinearity, particularly suited to problems with small dissipation. The emphasis is on speed without compromising…

Numerical Analysis · Mathematics 2015-06-23 Michele V. Bartuccelli , Jonathan H. B. Deane , Guido Gentile

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

Numerical solutions for flows in partially saturated porous media pose challenges related to the non-linearity and elliptic-parabolic degeneracy of the governing Richards' equation. Iterative methods are therefore required to manage the…

Numerical Analysis · Mathematics 2024-02-02 Nicolae Suciu , Florin A. Radu , Jakob S. Stokke , Emil Cătinaş , Andra Malina

An implicit Lagrangian hydrodynamics code for general relativistic spherical collapse is presented. This scheme is based on an approximate linearized Riemann solver (Roe type scheme). This code is aimed especially at the calculation of the…

Astrophysics · Physics 2009-10-28 Shoichi Yamada

We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete…

Numerical Analysis · Mathematics 2015-01-05 Emilia Bazhlekova , Bangti Jin , Raytcho Lazarov , Zhi Zhou

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

Numerical Analysis · Mathematics 2019-09-10 Robert Altmann , Roland Maier , Benjamin Unger

We study several iterative methods for fully coupled flow and reactive transport in porous media. The resulting mathematical model is a coupled, nonlinear evolution system. The flow model component builds on the Richards equation, modified…

Numerical Analysis · Mathematics 2021-01-01 Davide Illiano , Jakub Wiktor Both , Iuliu Sorin Pop , Florin Adrian Radu

We present a finite volume method that is applicable to hyperbolic PDEs including spatially varying and semilinear nonconservative systems. The spatial discretization, like that of the well-known Clawpack software, is based on solving…

Numerical Analysis · Mathematics 2013-07-16 David I. Ketcheson , Matteo Parsani , Randall J. LeVeque

In this work an extended elliptic function method is proposed and applied to the generalized shallow water wave equation. We systematically investigate to classify new exact travelling wave solutions expressible in terms of quasi-periodic…

Exactly Solvable and Integrable Systems · Physics 2015-05-18 Bijan Bagchi , Supratim Das , Asish Ganguly

A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…

Numerical Analysis · Mathematics 2021-07-29 Buyang Li , Shu Ma , Katharina Schratz

Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…

We implement advanced Riemann solvers HLLC and HLLD \cite{Mignone:2005ft,MUB:2009} together with an advanced constrained transport scheme \cite{Gardiner:2007nc} in a numerical-relativity neutrino-radiation magnetohydrodynamics code. We…

High Energy Astrophysical Phenomena · Physics 2023-01-11 Kenta Kiuchi , Loren E. Held , Yuichiro Sekiguchi , Masaru Shibata

A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…

Optimization and Control · Mathematics 2024-02-21 Mauricio S. Louzeiro , Gilson N. Silva , Jinyun Yuan , Daoping Zhang

A finite-volume method for the one-dimensional shallow-water equations including topographic source terms is presented. Exploiting an original idea by Leroux, the system of partial-differential equations is completed by a trivial equation…

Numerical Analysis · Mathematics 2025-10-20 Abdou Wahidi Bello

There are some types of ill-conditioned algebraic equations that have difficulty in obtaining accurate roots and coefficients that must be expressed with a multiple precision floating-point number. When all their roots are simple, the…

Numerical Analysis · Mathematics 2023-02-07 Tomonori Kouya

This paper presents strong worst-case iteration and operation complexity guarantees for Riemannian adaptive regularized Newton methods, a unified framework encompassing both Riemannian adaptive regularization (RAR) methods and Riemannian…

Optimization and Control · Mathematics 2025-05-14 Chenyu Zhang , Rujun Jiang

This is the first in a series Of papers in which we initiate the study Of very rough solutions to the initial value problem for the Einstein Vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which…

Analysis of PDEs · Mathematics 2016-09-07 S. Klainerman , I. Rodnianski

With the stagnation of processor core performance, further reductions in the time-to-solution for geophysical fluid problems are becoming increasingly difficult with standard time integrators. Parallel-in-time exposes and exploits…

Computational Physics · Physics 2019-01-23 Martin Schreiber , Richard Loft

The quest for an algorithm that solves an $n\times n$ linear system in $O(n^2)$ time complexity, or $O(n^2 \text{poly}(1/\epsilon))$ when solving up to $\epsilon$ relative error, is a long-standing open problem in numerical linear algebra…

Numerical Analysis · Mathematics 2026-05-26 Michał Dereziński , Yuji Nakatsukasa , Elizaveta Rebrova