Related papers: An efficient two-grid fourth-order compact differe…
We propose a block finite difference, error inhibiting scheme that is fourth-order accurate for short to moderate times and has a six-order convergence rate for long times. This scheme outperforms the standard fourth-order Finite Difference…
This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange…
Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
We present an approach to constructing a practical coarsening algorithm and interpolation operator for the algebraic multigrid (AMG) method, tailored towards systems of partial differential equations (PDEs) with large near-kernels, such as…
We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…
In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with highly oscillatory initial data in the form of a modulated plane wave. In this regime, the solution exhibits rapid oscillations in both time and space,…
The numerical analysis of stochastic time fractional evolution equations presents considerable challenges due to the limited regularity of the model caused by the nonlocal operator and the presence of noise. The existing time-stepping…
Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…
In this paper, a new iterative two-level algorithm is presented for solving the finite element discretization for nonsymmetric or indefinite elliptic problems. The iterative two-level algorithm uses the same coarse space as the traditional…
In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…
Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…
This paper presents a new column-and-constraint generation method for two-stage robust mixed-integer programs with finite uncertainty sets. Our method combines and extends speed-up techniques used in previous column-and-constraint…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…