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This paper presents approximation methods for time-dependent thermal radiative transfer problems in high energy density physics. It is based on the multilevel quasidiffusion method defined by the high-order radiative transfer equation (RTE)…

Numerical Analysis · Mathematics 2026-03-18 Dmitriy Y. Anistratov , Joseph M. Coale

In PDE-constrained optimization, proper orthogonal decomposition (POD) provides a surrogate model of a (potentially expensive) PDE discretization, on which optimization iterations are executed. Because POD models usually provide good…

Optimization and Control · Mathematics 2021-08-05 Paul Manns , Stefan Ulbrich

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…

Numerical Analysis · Mathematics 2023-09-08 Jie Ding , Shenggao Zhou

In this paper, we propose and analyze a linear second-order numerical method for solving the Allen-Cahn equation with a general mobility. The proposed fully-discrete scheme is carefully constructed based on the combination of first and…

Numerical Analysis · Mathematics 2023-03-03 Dianming Hou , Lili Ju , Zhonghua Qiao

We prove that uniform accuracy of almost second order can be achieved with a finite difference method applied to Navier-Stokes flow at low Reynolds number with a moving boundary, or interface, creating jumps in the velocity gradient and…

Numerical Analysis · Mathematics 2016-07-27 J. Thomas Beale

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

We consider the space-time boundary element method (BEM) for the heat equation with prescribed initial and Dirichlet data. We propose a residual-type a posteriori error estimator that is a lower bound and, up to weighted $L_2$-norms of the…

Numerical Analysis · Mathematics 2022-01-11 Gregor Gantner , Raymond van Venetië

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

We present a formulation of proper orthogonal decomposition (POD) producing a velocity-temperature basis optimized with respect to an $H^1$ dissipation norm. This decomposition is applied, along with a conventional POD optimized with…

This paper introduces a multifidelity formulation that reduces the computational cost of the proper orthogonal decomposition (POD) of a high-fidelity model by leveraging data from cheaper, lower-fidelity models. POD is a prevalent technique…

Numerical Analysis · Mathematics 2026-05-29 Nicole Aretz , Karen Willcox

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

In this work, a new hybrid predictive Reduced Order Model (ROM) is proposed to solve reacting flow problems. This algorithm is based on a dimensionality reduction using Proper Orthogonal Decomposition (POD) combined with deep learning…

Machine Learning · Computer Science 2023-01-25 Adrián Corrochano , Rodolfo S. M. Freitas , Alessandro Parente , Soledad Le Clainche

Multi-dimensional (MD) mapping offers more flexibility in mapping design for bit-interleaved coded modulation with iterative decoding (BICM-ID) and potentially improves the bandwidth efficiency. However, for higher order signal…

Information Theory · Computer Science 2018-07-16 Hassan M. Navazi , Md. Jahangir Hossain

This paper is dedicated to the construction of high-order (in both space and time) finite-difference schemes for both forward and backward PDEs and PIDEs, such that option prices obtained by solving both the forward and backward equations…

Computational Finance · Quantitative Finance 2014-03-10 Andrey Itkin

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta

For linear differential equations of the form $u'(t)=[A + B(t)] u(t)$, $t\geq0$, with a possibly unbounded operator $A$, we construct and deduce error bounds for two families of second-order exponential splittings. The role of quadratures…

Numerical Analysis · Mathematics 2024-05-08 Karolina Kropielnicka , Juan Carlos del Valle

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

The application of the TR-BDF2 method to second order problems typical of structural mechanics and seismic engineering is discussed. A reformulation of this method is presented, that only requires the solution of algebraic systems of size…

Numerical Analysis · Mathematics 2020-07-27 L. Bonaventura , M. Gomez Marmol

We investigate a suitable application of Model Order Reduction (MOR) techniques for the numerical approximation of Turing patterns, that are stationary solutions of reaction-diffusion PDE (RD-PDE) systems. We show that solutions of…

Numerical Analysis · Mathematics 2022-03-18 Alessandro Alla , Angela Monti , Ivonne Sgura