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We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…

Numerical Analysis · Mathematics 2010-11-11 Molei Tao , Houman Owhadi , Jerrold E. Marsden

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…

Optimization and Control · Mathematics 2019-06-05 Brian Bullins , Richard Peng

In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…

Computational Physics · Physics 2018-12-05 Xuping Xie , Guannan Zhang , Clayton G. Webster

This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…

Optimization and Control · Mathematics 2025-10-21 Baturalp Yalcin , Jihun Kim , Javad Lavaei

The quasi-neutral hybrid model with kinetic ions and fluid electrons is a promising approach for bridging the inherent multi-scale nature of many problems in space and laboratory plasmas. Here, a novel, implicit, particle-in-cell based…

Plasma Physics · Physics 2018-11-14 A. Stanier , L. Chacón , G. Chen

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…

Numerical Analysis · Mathematics 2020-01-08 Tommaso Benacchio , Rupert Klein

Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…

Optimization and Control · Mathematics 2024-10-30 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Yong Ren

We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…

Optimization and Control · Mathematics 2017-09-21 Jason E. Hicken , Pengfei Meng , Alp Dener

Dissipation and irreversibility are central to most physical processes, yet they lead to non-unitary dynamics that are challenging to realise on quantum processors. High-order operator splitting is an attractive approach for simulating…

Quantum Physics · Physics 2026-02-17 Peter Brearley , Philipp Pfeffer

In this study we consider unconditionally non-oscillatory, high order implicit time marching based on time-limiters. The first aspect of our work is to propose the high resolution Limited-DIRK3 (L-DIRK3) scheme for conservation laws and…

Numerical Analysis · Mathematics 2022-10-26 Jingcheng Lu , James D. Baeder

The light damping hypothesis is usually assumed in structural dynamics since dissipative forces are in general weak with respect to inertial and elastic forces. In this paper a novel numerical method of time integration based on the…

Numerical Analysis · Mathematics 2025-04-01 Mario Lázaro

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

This research explores the development and application of the High-Order Dynamic Integration Method for solving integro-differential equations, with a specific focus on turbulent fluid dynamics. Traditional numerical methods, such as the…

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…

Numerical Analysis · Mathematics 2019-10-04 Youngsoo Choi , Peter Brown , Bill Arrighi , Robert Anderson

This paper introduces an efficient second-order method for solving the elastic net problem. Its key innovation is a computationally efficient technique for injecting curvature information in the optimization process which admits a strong…

Optimization and Control · Mathematics 2019-01-25 Vien V. Mai , Mikael Johansson

A popular version of the finite strain Maxwell fluid is considered, which is based on the multiplicative decomposition of the deformation gradient tensor. The model combines Newtonian viscosity with hyperelasticity of Mooney-Rivlin type; it…

Numerical Analysis · Mathematics 2021-03-15 A. V. Shutov

This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…

Robotics · Computer Science 2019-04-30 Taosha Fan , Jarvis Schultz , Todd Murphey

Floating offshore structures often exhibit low-frequency oscillatory motions in the horizontal plane, with amplitudes in the same order as their characteristic dimensions and larger than the corresponding wave-frequency responses, making…

Fluid Dynamics · Physics 2021-10-07 Yanlin Shao , Zhiping Zheng , Hui Liang , Jikang Chen
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