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Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Martin Charron , Valentin Dallerit , Mayya Tokman

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…

Probability · Mathematics 2014-08-26 Dan Crisan , Salvador Ortiz-Latorre

Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…

Numerical Analysis · Computer Science 2019-03-22 Keran Li , Wenyuan Liao , Yaoting Lin

In this paper, the asymptotic first order analysis, both mathematical and numerical, of two structures bonded together is presented. Two cases are considered, the gluing of an elastic structure with a rigid body and the gluing of two…

Classical Physics · Physics 2013-05-27 Serge Dumont , Frédéric Lebon , Raffaella Rizzoni

Dedicated treatment of symmetries in satisfiability problems (SAT) is indispensable for solving various classes of instances arising in practice. However, the exploitation of symmetries usually takes a black box approach. Typically,…

Data Structures and Algorithms · Computer Science 2024-01-02 Markus Anders , Pascal Schweitzer , Mate Soos

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

Typical fully conservative discretizations of the Euler compressible single or multi-component fluid equations governed by a real-fluid equation of state exhibit spurious pressure oscillations due to the nonlinearity of the thermodynamic…

Computational Physics · Physics 2025-12-05 Christopher DeGrendele , Nguyen Ly , Francois Cadieux , Michael Barad , Dongwook Lee , Jared Duensing

A new diffuse interface model has been proposed in this study for simulating binary alloy solidification under universal cooling conditions, involving both equilibrium and non-equilibrium solute partitioning. Starting from the Gibbs-Thomson…

Materials Science · Physics 2023-09-22 Chuanqi Zhu , Yusuke Seguchi , Masayuki Okugawa , Yuichiro Koizumi

We extend the divergence preserving cut finite element method presented in [T. Frachon, P. Hansbo, E. Nilsson, S. Zahedi, SIAM J. Sci. Comput., 46 (2024)] for the Darcy interface problem to unfitted outer boundaries. We impose essential…

Numerical Analysis · Mathematics 2024-08-20 Thomas Frachon , Erik Nilsson , Sara Zahedi

We consider the problem of large wave prediction in two-dimensional water waves. Such waves form due to the synergistic effect of dispersive mixing of smaller wave groups and the action of localized nonlinear wave interactions that leads to…

Atmospheric and Oceanic Physics · Physics 2017-04-26 Mohammad Farazmand , Themistoklis P. Sapsis

We present a simple numerical algorithm for solving elliptic equations where the diffusion coefficient, the source term, the solution and its flux are discontinuous across an irregular interface. The algorithm produces second-order accurate…

Computational Physics · Physics 2023-09-26 Daniil Bochkov , Frederic Gibou

We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…

Numerical Analysis · Mathematics 2024-10-25 Matteo Ferrari , Sara Fraschini

In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

Approximate second-order optimization methods often exhibit poorer generalization compared to first-order approaches. In this work, we look into this issue through the lens of the loss landscape and find that existing second-order methods…

Machine Learning · Computer Science 2025-06-25 Dahun Shin , Dongyeop Lee , Jinseok Chung , Namhoon Lee

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

Micromagnetics simulations require accurate approximation of the magnetization dynamics described by the Landau-Lifshitz-Gilbert equation, which is nonlinear, nonlocal, and has a non-convex constraint, posing interesting challenges in…

Computational Physics · Physics 2020-01-08 Changjian Xie , Carlos J. García-Cervera , Cheng Wang , Zhennan Zhou , Jingrun Chen

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman