Related papers: A Generalized Second-Order Positivity-Preserving N…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
The paper starts with a description of the SCD (subspace containing derivative) mappings and the SCD semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the…
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…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
In this paper nonstandard finite difference (NSFD) schemes of two metapopulation models are constructed. The stability properties of the discrete models are investigated by the use of a generalization of Lyapunov stability theorem. Due to…
We introduce a methodology, labelled Non-Parametric Isolate-Detect (NPID), for the consistent estimation of the number and locations of multiple change-points in a non-parametric setting. The method can handle general distributional changes…
We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6), to reproduce qualitative…
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…
Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…
In this paper, we present a reformulation of Mickens' rules for nonstandard finite difference (NSFD) scheme to adapt them to systems of ODEs. This leads to exact schemes in the linear case, and also improve the accuracy in the nonlinear…
We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…
Precise representation of large-scale undirected network is the basis for understanding relations within a massive entity set. The undirected network representation task can be efficiently addressed by a symmetry non-negative latent factor…
Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…
In this paper, we develop a novel staggered mesh (SM) approach for general nonlinear dissipative systems with arbitrary energy distributions (including cases with known or unknown energy lower bounds). Based on this framework, we propose…
Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local…
In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…