Related papers: Order Conditions for Nonlinearly Partitioned Runge…
Generalized Additive Runge-Kutta schemes have shown to be a suitable tool for solving ordinary differential equations with additively partitioned right-hand sides. This work develops symplectic GARK schemes for additively partitioned…
A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…
A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions.…
In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…
Recursive partitioning is the core of several statistical methods including CART, random forest, and boosted trees. Despite the popularity of tree based methods, to date, there did not exist methods for combining multiple trees into a…
The Strang splitting method, formally of order two, can suffer from order reduction when applied to semilinear parabolic problems with inhomogeneous boundary conditions. The recent work [L .Einkemmer and A. Ostermann. Overcoming order…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the…
Projection-based nonlinear model order reduction methods can be used to reduce simulation times for the solution of many PDE-constrained problems. It has been observed in literature that such nonlinear reduced-order models (ROMs) based on…
Sequential optimality conditions play an important role in constrained optimization since they provide necessary conditions without requiring constraint qualifications (CQs). This paper introduces a second-order extension of the Approximate…
We develop continuous-stage Runge-Kutta-Nystr\"{o}m (csRKN) methods for solving second order ordinary differential equations (ODEs) in this paper. The second order ODEs are commonly encountered in various fields and some of them can be…
Recent advances in nonlinear dynamical systems theory provide a new insight into numerical properties of discrete algorithms developed to solve nonlinear initial value problems. Basic features like accuracy and stability are well pointed…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…
In this paper we present a general procedure for designing higher strong order methods for It\^o stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order…
This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…
New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…
In this paper, we propose a refinement strategy to the well-known Physics-Informed Neural Networks (PINNs) for solving partial differential equations (PDEs) based on the concept of Optimal Transport (OT). Conventional black-box PINNs…