Related papers: Convergence of double step scheme for a class of p…
This work addresses an inverse problem for a semi-discrete parabolic equation, consisting of identifying the right-hand side of the equation from solution measurements at an intermediate time and within a spatial subdomain. We apply this…
Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for the gradient is satisfied. In this article we obtain a…
We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…
We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…
The aim of this work is to prove existence and uniqueness results for a doubly nonlinear elliptic problem that is essential for solving the associated parabolic problem using Rothe's method (discretizing time). We work under very weak…
We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of…
This paper is concerned with the numerical approximation of the Dirichlet initial-boundary-value problem of nonlinear pseudo-parabolic equations with spectral methods. Error estimates for the semidiscrete Galerkin and collocation schemes…
This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…
In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…
Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…
In recent years, an increasing attention has been paid to quantum heterostructures with tailored functionalities, such as heterojunctions and quantum matematerials, in which quantum dynamics of electrons can be described by the…
This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…
A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…
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),…
In this paper, we present two stepsize strategies for the extended Golden Ratio primal-dual algorithm (E-GRPDA) designed to address structured convex optimization problems in finite-dimensional real Hilbert spaces. The first rule features a…