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We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
We introduce a higher order phase averaging method for nonlinear oscillatory systems. Phase averaging is a technique to filter fast motions from the dynamics whilst still accounting for their effect on the slow dynamics. Phase averaging is…
The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in…
Efficient Riccati equation based techniques for the approximate solution of discrete time linear regulator problems are restricted in their application to problems with quadratic terminal payoffs. Where non-quadratic terminal payoffs are…
We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…
We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…
This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…
This paper develops three high-order accurate discontinuous Galerkin (DG) methods for the one-dimensional (1D) and two-dimensional (2D) nonlinear Dirac (NLD) equations with a general scalar self-interaction. They are the Runge-Kutta DG…
In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…
The variational approach to fracture is effective for simulating the nucleation and propagation of complex crack patterns, but is computationally demanding. The model is a strongly nonlinear non-convex variational inequality that demands…
In the present paper, we consider large-scale continuous-time differential matrix Riccati equations having low rank right-hand sides. These equations are generally solved by Backward Differentiation Formula (BDF) or Rosenbrock methods…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…
The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…
The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…
We further develop a new framework, called PDE Acceleration, by applying it to calculus of variations problems defined for general functions on $\mathbb{R}^n$, obtaining efficient numerical algorithms to solve the resulting class of…
We propose the Adaptive Levenberg-Marquardt Third-Order Newton Method (ALMTON) for unconstrained nonconvex optimization, providing the first globally convergent realization of the unregularized third-order Newton method. Unlike the standard…
This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…