Related papers: A Legendre-Gauss Pseudospectral Collocation Method…
This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. In this work, we consider the trapezoidal family of schemes for…
This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…
This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…
In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…
The Legendre spectral Galerkin method of self-adjoint second order elliptic equations usually results in a linear system with a dense and ill-conditioned coefficient matrix. In this paper, the linear system is solved by a preconditioned…
We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…
Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…
Phase reduction is a commonly used techinque for analyzing stable oscillators, particularly in studies concerning synchronization and phase lock of a network of oscillators. In a widely used numerical approach for obtaining phase reduction…
One of the main difficulties in micromagnetics simulation is the norm preserving constraints $\|\mathbf{m}\|=1$ at the continuous or the discrete level. Another difficulty is the stability with the time step constraint. Using standard…
In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…
In this paper, a nonlinear 2D Optimal Control Problem (2DOCP) is considered. The quadratic performance index of a nonlinear cost function is endowed with the state and control functions. In this problem, the dynamic constraint of the system…
This paper proposes a strong second-order two-step explicit/implicit technique with spectral orthogonal basis Galerkin finite element method for solving a two-dimensional Gray-Scott model subject to appropriate initial and boundary…
We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…
In this article, we focus on the error that is committed when computing the matrix logarithm using the Gauss--Legendre quadrature rules. These formulas can be interpreted as Pad\'e approximants of a suitable Gauss hypergeometric function.…
This paper is concerned with developing accurate and efficient discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in the case of one spatial dimension. The primary…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…
This paper extends a new class of positivity-preserving, entropy stable spectral collocation schemes developed for the one-dimensional compressible Navier-Stokes equations in [1,2] to three spatial dimensions. The new high-order schemes are…
In this work, we apply a semi-Lagrangian spectral method for the Vlasov-Poisson system, previously designed for periodic Fourier discretizations, by implementing Legendre polynomials and Hermite functions in the approximation of the…