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In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large…

Numerical Analysis · Mathematics 2016-11-23 José A. Carrillo , Helene Ranetbauer , Marie-Therese Wolfram

When dealing with shallow water simulations, the velocity profile is often assumed to be constant along the vertical axis. However, since in many applications this is not the case, modeling errors can be significant. Hence, in this work, we…

Numerical Analysis · Mathematics 2025-01-15 C. Caballero-Cárdenas , I. Gómez-Bueno , A. del Grosso , J. Koellermeier , T. Morales de Luna

A new solution strategy for quadratic eigenvalue problems, and the derivatives of the eigenvalues, is proposed, by combining the generalized reduction method with dual numbers. To demonstrate the method, we use the quadratic eigenvalue…

Applied Physics · Physics 2022-05-27 Adil Han Orta , Martin Roelfs , Koen Van Den Abeele

The nonlocal Cahn-Hilliard (NCH) equation with nonlocal diffusion operator is more suitable for the simulation of microstructure phase transition than the local Cahn-Hilliard (LCH) equation. In this paper, based on the exponential…

Numerical Analysis · Mathematics 2023-07-27 Xiaoqing Meng , Aijie Cheng , Zhengguang Liu

Stochastic variance-reduced gradient (SVRG) is an optimization method originally designed for tackling machine learning problems with a finite sum structure. SVRG was later shown to work for policy evaluation, a problem in reinforcement…

Machine Learning · Computer Science 2020-06-22 Zilun Peng , Ahmed Touati , Pascal Vincent , Doina Precup

In this paper, we construct two kinds of exponential SAV approach with relaxation (R-ESAV) for dissipative system. The constructed schemes are linear and unconditionally energy stable. They can guarantee the positive property of SAV without…

Numerical Analysis · Mathematics 2023-03-02 Yanrong Zhang , Xiaoli Li

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

We construct efficient implicit-explicit BDF$k$ scalar auxiliary variable (SAV) schemes for general dissipative systems. We show that these schemes are unconditionally stable, and lead to a uniform bound of the numerical solution in the…

Numerical Analysis · Mathematics 2022-03-09 Fukeng Huang , Jie Shen

We present a novel optimization algorithm, element-wise relaxed scalar auxiliary variable (E-RSAV), that satisfies an unconditional energy dissipation law and exhibits improved alignment between the modified and the original energy. Our…

Optimization and Control · Mathematics 2023-09-11 Shiheng Zhang , Jiahao Zhang , Jie Shen , Guang Lin

We present an energy/entropy stable and high order accurate finite difference (FD) method for solving the nonlinear (rotating) shallow water equations (SWEs) in vector invariant form using the newly developed dual-pairing and…

Numerical Analysis · Mathematics 2024-10-29 Justin Kin Jun Hew , Kenneth Duru , Stephen Roberts , Christopher Zoppou , Kieran Ricardo

The numerical solution of problems in nonlinear magnetostatics is typically based on a variational formulation in terms of magnetic potentials, the discretization by finite elements, and iterative solvers like the Newton method. The vector…

Numerical Analysis · Mathematics 2024-05-03 Herbert Egger , Felix Engertsberger , Bogdan Radu

We present a novel formulation for parametric finite element methods to approximate two-phase Stokes flow. The new formulation is based on the classical Stokes equation in the bulk and a novel choice of interface conditions with additional…

Numerical Analysis · Mathematics 2025-08-19 Harald Garcke , Dennis Trautwein , Ganghui Zhang

The energy dissipation law and the maximum bound principle (MBP) are two important physical features of the well-known Allen-Cahn equation. While some commonly-used first-order time stepping schemes have turned out to preserve…

Numerical Analysis · Mathematics 2022-03-10 Lili Ju , Xiao Li , Zhonghua Qiao

Aligning theoretical atomistic structural models of materials with available experimental data presents a significant challenge for disordered systems. The configurational space to navigate is vast, and faithful realizations require large…

Materials Science · Physics 2025-09-29 Tigany Zarrouk , Miguel A. Caro

In this article, we propose a novel scalar-transport model for the simulation of scalar quantities in two-phase flows with a phase-field method (diffuse-interface method). In a two-phase flow, the scalar quantities typically have disparate…

Fluid Dynamics · Physics 2020-11-24 Suhas S. Jain , Ali Mani

We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…

Optimization and Control · Mathematics 2026-02-03 Ruyu Wang , Chao Zhang

Variance reduction is a crucial tool for improving the slow convergence of stochastic gradient descent. Only a few variance-reduced methods, however, have yet been shown to directly benefit from Nesterov's acceleration techniques to match…

Optimization and Control · Mathematics 2020-10-30 Derek Driggs , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb

In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic…

Machine Learning · Statistics 2017-09-08 Lam M. Nguyen , Jie Liu , Katya Scheinberg , Martin Takáč

A computational framework based on nonlinear direct-adjoint looping is presented for optimizing mixing strategies for binary fluid systems. The governing equations are the nonlinear Navier-Stokes equations, augmented by an evolution…

Fluid Dynamics · Physics 2020-01-27 Maximilian F. Eggl , Peter J. Schmid

High-order semi-Lagrangian methods for kinetic equations have been under rapid development in the past few decades. In this work, we propose a semi-Lagrangian adaptive rank (SLAR) integrator in the finite difference framework for linear…

Numerical Analysis · Mathematics 2024-11-28 Nanyi Zheng , Daniel Hayes , Andrew Christlieb , Jing-Mei Qiu