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In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

Applications · Statistics 2014-06-02 Daniele Durante , Bruno Scarpa , David B. Dunson

We study finite element approximations of second-order elliptic problems with measure-valued right-hand sides supported on lower-dimensional sets. The exact solution generally lacks $H^1$-regularity due to the source singularity, which…

Numerical Analysis · Mathematics 2026-03-10 Huadong Gao , Yuhui Huang

A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…

Numerical Analysis · Mathematics 2016-04-26 Ulrich Mutze

This paper presents novel and efficient strategies to spatially adapt the amount of computational effort applied based on the local dynamics of a free surface flow, for both classic weakly compressible SPH (WCSPH) and predictive-corrective…

Graphics · Computer Science 2020-10-01 Prashant Goswami , Christopher Batty

Within this paper, we introduce and analyze a novel time stepping scheme for linear poroelasticity. In each time frame, we iteratively solve the flow and mechanics equations with an additional damping step for the pressure variable.…

Numerical Analysis · Mathematics 2025-03-12 R. Altmann , M. Deiml

An optimally efficient explicit numerical scheme for solving fluid dynamics equations, or any other parabolic or hyperbolic system of partial differential equations, should allow local regions to advance in time with their own, locally…

Computational Physics · Physics 2018-03-14 Nickolay Y. Gnedin , Vadim A. Semenov , Andrey V. Kravtsov

There is a growing interest in investigating numerical approximations of the water wave equation in recent years, whereas the lack of rigorous analysis of its time discretization inhibits the design of more efficient algorithms. In this…

Numerical Analysis · Mathematics 2017-12-14 Lei Li , Jian-Guo Liu , Zibu Liu , Yi Yang , Zhennan Zhou

The paper is concerned with locally stabilized space-time IgA approximations to initial boundary value problems of the parabolic type. Originally, similar schemes (but weighted with a global mesh parameter) was presented and studied by U.…

Numerical Analysis · Mathematics 2018-07-17 Ulrich Langer , Svetlana Matculevich , Sergey Repin

The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution…

Numerical Analysis · Mathematics 2019-03-19 Piotr Swierczynski , Barbara Wohlmuth

Numerical solutions of time-fractional differential equations encounter significant challenges arising from solution singularities at the initial time. To address this issue, the construction of nonuniform temporal meshes satisfying…

Numerical Analysis · Mathematics 2025-08-26 Shipeng Li , Hengfei Ding

An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…

Numerical Analysis · Mathematics 2020-06-11 Tomáš Roubíček , Chrysoula Tsogka

An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios…

Numerical Analysis · Mathematics 2020-12-22 Hong-lin Liao , Bingquan Ji , Luming Zhang

Stiff hyperbolic balance laws exhibit large spectral gaps, especially if the relaxation term significantly varies in space. Using examples from rarefied gases and the general form of the underlying balance law model, we perform a detailed…

Numerical Analysis · Mathematics 2021-08-31 Julian Koellermeier , Giovanni Samaey

This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…

Statistics Theory · Mathematics 2025-03-19 Henry Antonio Palasciano , Marina I. Knight , Guy P. Nason

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Optimization and Control · Mathematics 2026-04-21 Reza Rahimi Baghbadorani , Sergio Grammatico , Peyman Mohajerin Esfahani

In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform…

Numerical Analysis · Mathematics 2023-01-31 Hong-lin Liao , Xiaohan Zhu , Jindi Wang

Implicit solvers present strong limitations when used on supercomputing facilities and in particular for adaptive mesh-refinement codes. We present a new method for implicit adaptive time-stepping on adaptive mesh refinement-grids. We…

Instrumentation and Methods for Astrophysics · Physics 2014-03-05 Benoit Commercon , Vincent Debout , Romain Teyssier

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

Numerical Analysis · Mathematics 2020-03-23 Ulrich Langer , Andreas Schafelner

Localized features such as singularities, sharp gradients, discontinuities, and moving sources require adaptive finite element discretizations. Conventional refinement strategies introduce significant computational overhead through…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Jan Niklas Schmäke , Martin Ruess

Since the first optimality proofs for adaptive mesh refinement algorithms in the early 2000s, the theory of optimal mesh refinement for PDEs was inherently limited to stationary problems. The reason for this is that time-dependent problems…

Numerical Analysis · Mathematics 2025-12-08 Michael Feischl , Fernando Henríquez , David Niederkofler