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Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Optimization and Control · Mathematics 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

We investigate the discretization of Darcy flow through fractured porous media on general meshes. We consider a hybrid dimensional model, invoking a complex network of planar fractures. The model accounts for matrix-fracture interactions…

Numerical Analysis · Mathematics 2015-09-08 K. Brenner , J. Hennicker , R. Masson , P. Samier

This work deals with the a posteriori error estimates for the Darcy-Forchheimer problem. We introduce the corresponding variational formulation and discretize it by using the finite-element method. A posteriori error estimate with two types…

Numerical Analysis · Mathematics 2022-02-24 Georges Semaan , Toni Sayah , Faouzi Triki

A general class of KdV-type wave equations regularized with a convolution-type nonlocality in space is considered. The class differs from the class of the nonlinear nonlocal unidirectional wave equations previously studied by the addition…

Numerical Analysis · Mathematics 2022-09-16 H. A. Erbay , S. Erbay , A. Erkip

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…

Analysis of PDEs · Mathematics 2017-02-21 Nikos Katzourakis

We consider the system of partial differential equations stemming from the time discretization of the two-field formulation of the Biot's model with the backward Euler scheme. A typical difficulty encountered in the space discretization of…

Numerical Analysis · Mathematics 2020-08-13 A. Khan , P. Zanotti

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

Analysis of PDEs · Mathematics 2009-11-11 Guy Barles , Espen R. Jakobsen

In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…

Numerical Analysis · Mathematics 2020-08-04 H. A. Erbay , S. Erbay , A. Erkip

In this paper, the numerical approximation of the generalized Burgers'-Huxley equation (GBHE) with weakly singular kernels using non-conforming methods will be presented. Specifically, we discuss two new formulations. The first formulation…

Numerical Analysis · Mathematics 2023-11-02 Sumit Mahajan , Arbaz Khan

The discontinuous Petrov-Galerkin method is a minimal residual method with broken test spaces and is introduced for a nonlinear model problem in this paper. Its lowest-order version applies to a nonlinear uniformly convex model example and…

Numerical Analysis · Mathematics 2017-10-03 Carsten Carstensen , Philipp Bringmann , Friederike Hellwig , Peter Wriggers

We analyze nonlinearly preconditioned gradient methods for solving smooth minimization problems. We introduce a generalized smoothness property, based on the notion of abstract convexity, that is broader than Lipschitz smoothness and…

Optimization and Control · Mathematics 2025-06-18 Konstantinos Oikonomidis , Jan Quan , Emanuel Laude , Panagiotis Patrinos

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…

Numerical Analysis · Mathematics 2025-06-05 Lavanya V Salian , Samala Rathan , Rakesh Kumar

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

We extend the classical third-order Halley iteration to the setting of generalized equations of the form \[ 0 \in f(x) + F(x), \] where \(f\colon X\longrightarrow Y\) is twice continuously Fr\'echet-differentiable on Banach spaces and…

Numerical Analysis · Mathematics 2025-04-25 Tomáš Roubal , Jan Valdman

The viscous flow of two immiscible fluids in a porous medium on the Darcy scale is governed by a system of nonlinear parabolic equations. If infinite mobility of one phase can be assumed (e.g. in soil layers in contact with the atmosphere)…

Numerical Analysis · Mathematics 2021-06-29 David Seus , Florin A. Radu , Christian Rohde

Over the past few years, we developed a mathematically rigorous method to study the dynamical processes associated to nonlinear Forchheimer flows for slightly compressible fluids. We have proved the existence of a geometric transformation…

Differential Geometry · Mathematics 2013-02-26 Eugenio Aulisa , Akif Ibragimov , Magdalena Toda

We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We…

Numerical Analysis · Mathematics 2026-03-30 Yi Cai , Alain Blaustein , Tao Xiong , Francis Filbet

We introduce two derivative-free projection methods for large-scale systems of nonlinear monotone equations subject to convex constraints. Both methods incorporate an adaptive spectral parameter into established conjugate gradient…

Optimization and Control · Mathematics 2026-05-18 Kabenge Hamiss , Mohammed Alshahrani , Mujahid N. Syed