Related papers: High order spatial discretization for variational …
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
We propose a novel feasible-path algorithm to solve the optimal power flow (OPF) problem for real-time use cases. The method augments the seminal work of Dommel and Tinney with second-order derivatives to work directly in the reduced space…
We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…
Within finite element models of fluids, vector-valued fields such as velocity or momentum variables are commonly discretised using the Raviart-Thomas elements. However, when using the lowest-order quadrilateral Raviart-Thomas elements,…
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, a high-order multi-dimensional gas-kinetic scheme is presented for both inviscid and viscous flows in arbitrary Lagrangian-Eulerian (ALE) formulation. Compared with the traditional ALE method, the flow variables are updated…
These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…
Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…
Following the seminal work of Nesterov, accelerated optimization methods have been used to powerfully boost the performance of first-order, gradient-based parameter estimation in scenarios where second-order optimization strategies are…
By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…
We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…
We present a novel cell-centered direct Arbitrary-Lagrangian-Eulerian (ALE) finite volume scheme on unstructured triangular meshes that is high order accurate in space and time and that also allows for time-accurate local time stepping…
We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…
A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…
We study finite-time performance of a recently proposed distributed dual subgradient (DDSG) method for convex constrained multi-agent optimization problems. The algorithm enjoys performance guarantees on the last primal iterate, as opposed…
We develop in this paper an adaptive time-stepping approach for gradient flows with distinct treatments for conservative and non-conservative dynamics. For the non-conservative gradient flows in Lagrangian coordinates, we propose a modified…