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We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…

Machine Learning · Computer Science 2020-01-27 L. A. Prashanth , Nathaniel Korda , Rémi Munos

In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real…

Numerical Analysis · Mathematics 2014-10-17 Muaz Seydaoğlu , Utku Erdoğan , Turgut Öziş

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

In the present paper we propose a coupled multigrid method for generalized Stokes flow problems. Such problems occur as subproblems in implicit time-stepping approaches for time-dependent Stokes problems. The discretized Stokes system is a…

Numerical Analysis · Mathematics 2016-01-08 Stefan Takacs

The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the…

Numerical Analysis · Mathematics 2026-04-21 Yibo Wang , Wanrong Cao , Yanzhao Cao

This paper proposes a strong second-order two-step explicit/implicit technique with spectral orthogonal basis Galerkin finite element method for solving a two-dimensional Gray-Scott model subject to appropriate initial and boundary…

Numerical Analysis · Mathematics 2026-04-15 Eric Ngondiep

We present a hybrid particle/grid approach for simulating incompressible fluids on collocated velocity grids. We interchangeably use particle and grid representations of transported quantities to balance efficiency and accuracy. A novel…

The numerical simulation of the inviscid Burgers' equation is often hindered by spurious oscillations near discontinuities. To mitigate this issue, a viscous term can be introduced, leading to the viscous Burgers' equation. In this work,…

Numerical Analysis · Mathematics 2026-05-14 Lorenzo Agostini , Michel Fournié , Ghislain Haine

In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…

Numerical Analysis · Mathematics 2014-07-04 Avetik Arakelyan , Rafayel Barkhudaryan , Michael Poghosyan

This paper introduces a formally second-order direction-splitting method for solving the incompressible Navier-Stokes-Boussinesq system in a spherical shell region. The equations are solved on overset Yin-Yang grids, combined with spherical…

Numerical Analysis · Mathematics 2020-02-26 Aziz Takhirov , Roman Frolov , Peter Minev

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…

Machine Learning · Computer Science 2025-05-07 Mohammad Partohaghighi , Roummel Marcia , YangQuan Chen

In this paper, a second-order linearized discontinuous Galerkin method on general meshes, which treats the backward differentiation formula of order two (BDF2) and Crank-Nicolson schemes as special cases, is proposed for solving the…

Numerical Analysis · Mathematics 2025-12-16 Zhen Guan , Xianxian Cao

Time-spectral solution of ordinary and partial differential equations is often regarded as an inefficient approach. The associated extension of the time domain, as compared to finite difference methods, is believed to result in…

Computational Physics · Physics 2017-04-14 Jan Scheffel , Kristoffer Lindvall

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

Numerical Analysis · Mathematics 2014-11-11 Fanhai Zeng

This paper proposes a spatiotemporal (ST) fusion framework robust against diverse noise for satellite images, named Temporally-Similar Structure-Aware ST fusion (TSSTF). ST fusion is a promising approach to address the trade-off between the…

Signal Processing · Electrical Eng. & Systems 2026-01-30 Ryosuke Isono , Shunsuke Ono

Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…

Optimization and Control · Mathematics 2024-12-17 Zhijie Yuan , Ganzhao Yuan , Lei Sun

Accurate and fast treatment of electron-electron interactions remains a central challenge in electronic structure theory because post-Hartree-Fock methods often suffered from the computational cost for 4-index electron repulsion integrals…

Chemical Physics · Physics 2025-12-05 Yueyang Zhang , Xuewei Xiong , Wei Wu , Peifeng Su