相关论文: Numerical Gradient Schemes for Heat Equations Base…
Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…
A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…
A crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multi-dimensional Helmholtz equation can…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
A high-order combined interpolation/finite element technique is developed for solving the coupled groundwater-surface water system that governs flows in karst aquifers. In the proposed high-order scheme we approximate the time derivative…
To predict the heat diffusion in a given region over time, it is often necessary to find the numerical solution for heat equation. With the techniques of discrete differential calculus, we propose two unconditional stable numerical schemes…
By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
In this paper, we present an approach to enhance interpolation and approximation error estimates. Based on a previously derived first-order Taylor-like formula, we demonstrate its applicability in improving the $P_1$-interpolation error…
We establish sharp higher-order heat estimates with complete bound on the noncommutative tori \(\mathbb{T}_{\theta}^{n}\) and show the optimality in the small-time order. As an application in polynomial semilinear heat equations on…
A hybrid LDG-HWENO scheme is proposed for the numerical solution of KdV-type partial differential equations. It evolves the cell averages of the physical solution and its moments (a feature of Hermite WENO) while discretizes high order…
It is well known that multigrid methods are optimally efficient for solution of elliptic equations (O(N)), which means that effort is proportional to the number of points at which the solution is evaluated). Thus this is an ideal method to…
In most of mesh-free methods, the calculation of interactions between sample points or particles is the most time consuming. When we use mesh-free methods with high spatial orders, the order of the time integration should also be high. If…
It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint…
We apply the holonomic gradient method (HGM) introduced by [9] to the calculation of orthant probabilities of multivariate normal distribution. The holonomic gradient method applied to orthant probabilities is found to be a variant of…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…