Related papers: Adaptive time-stepping and maximum-principle prese…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
In the case of hyperbolic conservation laws, high-order methods, such as the classical DG method, experience the phenomenon of unwanted high-frequency oscillations in the vicinity of a shock. Shock-capturing methods such as artificial…
A high-order quasi-conservative discontinuous Galerkin (DG) method is proposed for the numerical simulation of compressible multi-component flows. A distinct feature of the method is a predictor-corrector strategy to define the grid…
In this paper we propose and analyze a (temporally) third order accurate backward differentiation formula (BDF) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral…
This paper is concerned with the problem of shape optimization of two-dimensional flows governed by the time-dependent Navier-Stokes equations. We derive the structures of shape gradients with respect to the shape of the variable domain for…
Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…
It is well-known that many diffusion equations can be recast as Wasserstein gradient flows. Moreover, in recent years, by modifying the Wasserstein distance appropriately, this technique has been transferred to further evolution equations…
We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…
Turbulent flows strain resources, both memory and CPU speed. The DLN method has greater accuracy and allows larger time steps, requiring less memory and fewer FLOPS. The DLN method can also be implemented adaptively. The classical…
We introduce new second-order adaptive low-dissipation central-upwind (LDCU) schemes for the one- and two-dimensional hyperbolic systems of conservation laws. The new adaptive LDCU schemes employ the LDCU numerical fluxes (recently proposed…
From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…
We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…
This work proposes A$^2$GD, a novel adaptive accelerated gradient descent method for convex and composite optimization. Smoothness and convexity constants are updated via Lyapunov analysis. Inspired by stability analysis in ODE solvers, the…
We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…
In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, in time. These schemes include…
The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…
For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…
Provable nonlinear stability bounds the discrete approximation and ensures that the discretization does not diverge. For high-order methods, discrete nonlinear stability and entropy stability, have been successfully implemented for…
The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions and have applications in a wide variety of fields. Using an adaptive time-stepper based…
A variational time discretization of anisotropic Willmore flow combined with a spatial discretization via piecewise affine finite elements is presented. Here, both the energy and the metric underlying the gradient flow are anisotropic,…