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This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…

数值分析 · 数学 2025-07-01 Po-Yi Wu

We introduce a method which provides accurate numerical solutions to fractional-in-time partial differential equations posed on $[0,T] \times \Omega$ with $\Omega \subset \mathbb{R}^d$ without the excessive memory requirements associated…

数值分析 · 数学 2023-10-12 Timon S. Gutleb , José A. Carrillo

Earth introduces strong attenuation and dispersion to propagating waves. The time-fractional wave equation with very small fractional exponent, based on Kjartansson's constant-Q theory, is widely recognized in the field of geophysics as a…

数值分析 · 数学 2023-09-12 Xu Guo , Shidong Jiang , Yunfeng Xiong , Jiwei Zhang

We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical property. We incorporate an equivalent formulation to prove the…

数值分析 · 数学 2025-11-11 Jinhong Jia , Chuanting Jiang , Yiqun Li , Mengmeng Liu , Wenlin Qiu

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

数值分析 · 数学 2025-03-21 Hao Yuan , Xiaoping Xie

A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $\Delta T$ and a history part, where the local part is…

数值分析 · 数学 2017-10-26 Fanhai Zeng , Ian Turner , Kevin Burrage

We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…

最优化与控制 · 数学 2026-04-14 Eric Luxenberg , David Pérez-Piñeiro , Steven Diamond , Stephen Boyd

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

计算工程、金融与科学 · 计算机科学 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

数值分析 · 数学 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…

数值分析 · 数学 2016-12-01 Robin Flohr , Jens Rottmann-Matthes

We introduce a new finite element (FE) discretization framework applicable for covariant split equations. The introduction of additional differential forms (DF) that form pairs with the original ones permits the splitting of the equations…

数值分析 · 数学 2017-06-16 Werner Bauer , Jörn Behrens

Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…

动力系统 · 数学 2023-09-01 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther

Dissipation and irreversibility are central to most physical processes, yet they lead to non-unitary dynamics that are challenging to realise on quantum processors. High-order operator splitting is an attractive approach for simulating…

量子物理 · 物理学 2026-02-17 Peter Brearley , Philipp Pfeffer

Vlasov equations model the dynamics of plasma in the collisionless regime. A standard approach for numerically solving the Vlasov equation is to operator split the spatial and velocity derivative terms, allowing simpler time-stepping…

数值分析 · 数学 2025-05-23 James A. Rossmanith , Christine Vaughan

Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…

数值分析 · 数学 2020-01-10 Liang-Jian Deng , Roland Glowinski , Xue-Cheng Tai

Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…

最优化与控制 · 数学 2015-04-07 Damek Davis , Wotao Yin

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

数值分析 · 数学 2020-12-08 Petr N. Vabishchevich

Calculating cost-effective solutions to particle dynamics in viscous flows is an important problem in many areas of industry and nature. We implement a second-order symmetric splitting method on the governing equations for a rigid…

计算物理 · 物理学 2018-04-09 Benjamin Tapley , Elena Celledoni , Brynjulf Owren , Helge I. Andersson

We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…

最优化与控制 · 数学 2025-08-14 Quoc Tran-Dinh

We consider a fractional order viscoelasticity problem modelled by a power-law type stress relaxation function. This viscoelastic problem is a Volterra integral equation of the second kind with a weakly singular kernel where the convolution…

数值分析 · 数学 2021-05-31 Yongseok Jang , Simon Shaw
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