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This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

Special exotic class of dynamical systems~ -- the implicit maps~ -- is considered. Such maps, particularly, can appear as a result of using of implicit and semi-implicit iterative numerical methods. In the present work we propose the…

Chaotic Dynamics · Physics 2022-12-08 Andrei A. Elistratov , Dmitry V. Savin , Olga B. Isaeva

We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators…

Numerical Analysis · Mathematics 2023-12-06 Bin Wang , Xianfa Hu , Xinyuan Wu

We describe a promising approach to efficiently morph spherical graphs, extending earlier approaches of Awartani and Henderson [Trans. AMS 1987] and Kobourov and Landis [JGAA 2006]. Specifically, we describe two methods to morph…

Computational Geometry · Computer Science 2025-12-02 Jeff Erickson , Christian Howard

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

We show that the standard boundary integral operators, defined on the unit sphere, for the Stokes equations diagonalize on a specific set of vector spherical harmonics and provide formulas for their spectra. We also derive analytical…

Numerical Analysis · Mathematics 2018-04-04 Eduardo Corona , Shravan Veerapaneni

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

This paper proposes and analyzes a fully discrete scheme that discretizes space with an ultra-weak local discontinuous Galerkin scheme and time with the Crank--Nicolson method for the nonlinear biharmonic Schr\"odinger equation. We first…

Numerical Analysis · Mathematics 2022-04-15 Lu Zhang

A quantitative definition of numerical stiffness for initial value problems is proposed. Exponential integrators can effectively integrate linearly stiff systems, but they become expensive when the linear coefficient is a matrix, especially…

Numerical Analysis · Mathematics 2023-05-23 Thoma Zoto , John C. Bowman

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

An important challenge when coupling two different time dependent problems is to increase parallelization in time. We suggest a multirate Neumann-Neumann waveform relaxation algorithm to solve two heterogeneous coupled heat equations. In…

Numerical Analysis · Mathematics 2018-05-14 Azahar Monge , Philipp Birken

A Kepler solver is an analytical method used to solve a two-body problem. In this paper, we propose a new correction method by slightly modifying the Kepler solver. The only change to the analytical solutions is that the obtainment of the…

General Relativity and Quantum Cosmology · Physics 2020-06-24 Chen Deng , Xin Wu , Enwei Liang

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

This paper addresses how two time integration schemes, the Heun's scheme for explicit time integration and the second-order Crank-Nicolson scheme for implicit time integration, can be coupled spatially. This coupling is the prerequisite to…

Computational Physics · Physics 2019-10-02 Laurent Muscat , Guillaume Puigt , Marc Montagnac , Pierre Brenner

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

We propose using the Dirichlet-to-Neumann operator as an extrinsic alternative to the Laplacian for spectral geometry processing and shape analysis. Intrinsic approaches, usually based on the Laplace-Beltrami operator, cannot capture the…

Graphics · Computer Science 2018-04-26 Yu Wang , Mirela Ben-Chen , Iosif Polterovich , Justin Solomon

We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…

Numerical Analysis · Mathematics 2020-12-11 Erik Burman , Johnny Guzman

We propose and analyze a linearly stabilized semi-implicit diffusive Crank--Nicolson scheme for the Cahn--Hilliard gradient flow. In this scheme, the nonlinear bulk force is treated explicitly with two second-order stabilization terms. This…

Numerical Analysis · Mathematics 2020-04-14 Lin Wang , Haijun Yu