Related papers: Scalable higher-order nonlinear solvers via higher…
In this work we introduce and analyze a novel Hybrid High-Order method for the steady incompressible Navier-Stokes equations. The proposed method is inf-sup stable on general polyhedral meshes, supports arbitrary approximation orders, and…
Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…
A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…
The purpose of this research is to propose a new approach named the shifted Bessel Tau (SBT) method for solving higher-order ordinary differential equations (ODE). The operational matrices of derivative, integral and product of shifted…
Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…
In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…
In this paper, high order well-balanced finite difference weighted essentially non-oscillatory methods to solve general systems of balance laws are presented. Two different families are introduced: while the methods in the first one…
Many problems in applied mathematics require root finding algorithms. Unfortunately, root finding methods have limitations. Firstly, regarding the convergence, there is a trade-off between the size of it's domain and it's rate. Secondly the…
In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…
In this article, we discuss sixth-order and seventh-order iterative methods for nonlinear equations. Derivative-based and derivative-free, both categories are presented for said iterative methods. Especially sixth-order derivative-based and…
We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Pad\'{e} approximants and conformal mappings, for solving quasi-analytically a…
Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…
To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated…
Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…
We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
In this work we propose and analyze a novel Hybrid High-Order discretization of a class of (linear and) nonlinear elasticity models in the small deformation regime which are of common use in solid mechanics. The proposed method is valid in…
We present particular solutions for the following important nonlinear second order differential equations: modified Emden, generalized Lienard, convective Fisher, and generalized Burgers-Huxley. For the latter two equations these solutions…