相关论文: Positivity-preserving methods for population model…
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the…
We present global convergence rates for a line-search method which is based on random first-order models and directions whose quality is ensured only with certain probability. We show that in terms of the order of the accuracy, the…
Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…
Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…
The stochastic logistic model with regime switching is an important model in the ecosystem. While analytic solution to this model is positive, current numerical methods are unable to preserve such boundaries in the approximation. So,…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
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…
We consider compartmental models in epidemiology. For the study of the divergence of the stochastic model from its corresponding deterministic limit (i.e., the solution of an ODE) for long time horizon, a large deviations principle suggests…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…
Many natural processes, such as chemical reactions and wave dynamics, are modeled as production-destruction (PD) systems that obey positivity and linear conservation laws. Classical time integrators do not guarantee positivity and can…
Random constraint satisfaction problems can exhibit a phase where the number of constraints per variable $\alpha$ makes the system solvable in theory on the one hand, but also makes the search for a solution hard, meaning that common…
We study a family of structure-preserving deterministic numerical schemes for Lindblad equations. This family of schemes has a simple form and can systemically achieve arbitrary high-order accuracy in theory. Moreover, these schemes can…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…
The well-known stochastic SIS model characterized by highly nonlinear in epidemiology has a unique positive solution taking values in a bounded domain with a series of dynamical behaviors. However, the approximation methods to maintain the…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…
Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…
In this second part of our two-part paper, we extend to multiple spatial dimensions the one-dimensional, fully conservative, positivity-preserving, and entropy-bounded discontinuous Galerkin scheme developed in the first part for the…
A mass-preserving two-step Lagrange-Galerkin scheme of second order in time for convection-diffusion problems is presented, and convergence with optimal error estimates is proved in the framework of $L^2$-theory. The introduced scheme…
We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when…