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The semidiscretization of a sound soft scattering problem modelled by the wave equation is analyzed. The spatial treatment is done by integral equation methods. Two temporal discretizations based on Runge-Kutta convolution quadrature are…
Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of explicit…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…
A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…
We consider a general problem of the calculus of variations on time scales with a cost functional that is the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange delta-nabla…
This paper investigates the Dirichlet problem for a non-divergence form elliptic operator $L$ in a bounded domain of $\mathbb{R}^d$. Under certain conditions on the coefficients of $L$, we first establish the existence of a unique Green's…
In the present paper, we focus on the vector optimization problems with inequality constraints, where objective functions and constrained functions are Fr\'echet differentiable, and whose gradient mapping is locally Lipschitz on an open…
Domain decomposition methods are essential in solving applied problems on parallel computer systems. For boundary value problems for evolutionary equations the implicit schemes are in common use to solve problems at a new time level…
We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…
We study the Dirichlet problem in Lipschitz domains and with boundary data in Besov spaces, for divergence form strongly elliptic systems of arbitrary order, with bounded, complex-valued coefficients. Our main result gives a sharp condition…
Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also called tensor) methods minimize a regularized Taylor expansion of the objective function, which leads to faster…
In this paper we present a formally fourth-order accurate hybrid-variable method for the Euler equations in the context of method of lines. The hybrid-variable (HV) method seeks numerical approximations to both cell-averages and nodal…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…
At the international congress of mathematicians in 1900, Hilbert claimed that the Riemann zeta function $\zeta(s)$ is not the solution of any algebraic ordinary differential equations on its region of analyticity. Let $T$ be an infinite…
Second-order gravitational self-force theory has recently led to the breakthrough calculation of ``first post-adiabatic'' (1PA) compact-binary waveforms [Phys. Rev. Lett. 130, 241402 (2023)]. The computations underlying those waveforms…
In this work we design a new domain decomposition method for the Euler equations in 2 dimensions. The basis is the equivalence via the Smith factorization with a third order scalar equation to whom we can apply an algorithm inspired from…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…