Related papers: Upwind summation-by-parts finite differences: erro…

Complicated boundary conditions are essential to accurately describe phenomena arising in nature and engineering. Recently, the investigation of a potential speedup through quantum algorithms in simulating the governing ordinary and partial…

In our previous work [29], we proposed a class of high-order asymptotic preserving (AP) finite difference weighted essentially non-oscillatory (WENO) schemes for solving the shallow water equations (SWEs) with bottom topography and Manning…

This paper introduces a reduced-order modeling approach based on finite volume methods for hyperbolic systems, combining Proper Orthogonal Decomposition (POD) with the Discrete Empirical Interpolation Method (DEIM) and Proper Interval…

In this paper, we combine the nonlinear HWENO reconstruction in \cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently…

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

We present a finite volume method that is applicable to hyperbolic PDEs including spatially varying and semilinear nonconservative systems. The spatial discretization, like that of the well-known Clawpack software, is based on solving…

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional…

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

We construct new, efficient, and accurate high-order finite differencing operators which satisfy summation by parts. Since these operators are not uniquely defined, we consider several optimization criteria: minimizing the bandwidth, the…

This paper discusses the upwinded local discontinuous Galerkin methods for the one-term/multi-term fractional ordinary differential equations (FODEs). The natural upwind choice of the numerical fluxes for the initial value problem for FODEs…

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

High order fast sweeping methods for efficiently solving steady state solutions of hyperbolic PDEs were not available yet on unstructured meshes. In this paper, we extend high order fast sweeping methods to unstructured triangular meshes by…

We develop new more efficient A-WENO schemes for both hyperbolic systems of conservation laws and nonconservative hyperbolic systems. The new schemes are a very simple modification of the existing A-WENO schemes: They are obtained by a more…

Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even…

An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined…

A computationally efficient high-order solver is developed to compute the wall distances by solving the relevant partial differential equations, namely: Eikonal, Hamilton-Jacobi (HJ) and Poisson equations. In contrast to the upwind schemes…

The chaotic nature of fluid flow and the uncertainties in initial conditions limit predictability. Small errors that occur in the initial condition can grow exponentially until they saturate at $\mathcal{O}$(1). Ensemble forecasting…