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We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…
Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…
Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…
In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…
Currently, nearly all positivity preserving discontinuous Galerkin (DG) discretizations of partial differential equations are coupled with explicit time integration methods. Unfortunately, for many problems this can result in severe…
We propose an arbitrarily higher (even) order implicit leapfrog scheme for time discretization of a three-field formulation of Maxwell's equations. We use this in conjunction with an arbitrarily higher-order and compatible discretization…
Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
Linear programming relaxations are central to {\sc map} inference in discrete Markov Random Fields. The ability to properly solve the Lagrangian dual is a critical component of such methods. In this paper, we study the benefit of using…
In this paper, we study the equality constrained nonlinear least squares problem, where the Jacobian matrices of the objective function and constraints are unavailable or expensive to compute. We approximate the Jacobian matrices via…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…