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In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

Numerical Analysis · Mathematics 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…

Numerical Analysis · Mathematics 2019-05-27 David I. Ketcheson

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial…

Numerical Analysis · Mathematics 2019-04-22 Stephen O'Sullivan

We introduce an arbitrary order, stabilized finite element method for solving a unique continuation problem subject to the time-harmonic elastic wave equation with variable coefficients. Based on conditional stability estimates we prove…

Numerical Analysis · Mathematics 2023-04-25 Erik Burman , Janosch Preuss

This paper is devoted to the study of tilt stability of local minimizers, which plays an important role in both theoretical and numerical aspects of optimization. This notion has been comprehensively investigated in the unconstrained…

Optimization and Control · Mathematics 2018-09-12 Matúš Benko , Helmut Gfrerer , Boris S. Mordukhovich

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Gioel Calabrese , Ian Hinder , Sascha Husa

The stability of the Nystr\"om method for the double layer potential equation on simple closed piecewise smooth contours is studied. Necessary and sufficient conditions of the stability of the method are established. It is shown that the…

Numerical Analysis · Mathematics 2014-10-14 Victor D. Didenko , Anh My Vu

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…

Optimization and Control · Mathematics 2018-11-29 Jingzhao Zhang , Aryan Mokhtari , Suvrit Sra , Ali Jadbabaie

Lyapunov's indirect method is an attractive method for analyzing stability of non-linear systems since only the stability of the corresponding linearized system needs to be determined. Unfortunately, the proof for finite-dimensional systems…

Analysis of PDEs · Mathematics 2015-09-22 Rasha Al Jamal , Amenda Chow , Kirsten Morris

A novel method which is called the Chebyshev inertial iteration for accelerating the convergence speed of fixed-point iterations is presented. The Chebyshev inertial iteration can be regarded as a valiant of the successive over relaxation…

Optimization and Control · Mathematics 2021-06-09 Tadashi Wadayama , Satoshi Takabe

We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…

Symbolic Computation · Computer Science 2011-10-12 Christopher J. Winfield

In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is…

Numerical Analysis · Mathematics 2024-05-24 Austin Juhl , David Shirokoff

Many important initial value problems have the property that energy is non-increasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , David I. Ketcheson

We consider a class of nonlinear ordinary differential equations of the second order with parameters. We establish conditions for perturbations of the coefficients of the equation under which the zero solution is asymptotically stable.…

Classical Analysis and ODEs · Mathematics 2022-12-22 G. V. Demidenko , K. S. Myagkikh

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

Solar and Stellar Astrophysics · Physics 2016-08-01 M. W. Guidry , R. Budiardja , E. Feger , J. J. Billings , W. R. Hix , O. E. B. Messer , K. J. Roche , E. McMahon , M. He

We present and analyze two stabilized finite element methods for solving numerically the Poisson--Nernst--Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for…

Numerical Analysis · Mathematics 2024-12-24 Jesús Bonilla , Juan Vicente Gutiérrez-Santacreu

New approaches to the study of stability of solutions of Set Differential Equations (SDEs) based on convex geometry and the theory of mixed volumes were proposed. The stability of the forms of program solutions of linear SDEs with a stable…

Classical Analysis and ODEs · Mathematics 2017-09-05 V. I. Slyn'ko

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

Mathematical Physics · Physics 2009-11-10 A. A. Hujeirat

We present a unified study of first and second order necessary and sufficient optimality conditions for minimax and Chebyshev optimisation problems with cone constraints. First order optimality conditions for such problems can be formulated…

Optimization and Control · Mathematics 2021-02-03 M. V. Dolgopolik