相关论文: A Convergent Numerical Algorithm for $\alpha$-Diss…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
This paper presents a computational framework for modeling wave propagation in geometrically linear elastic materials characterized by algebraically nonlinear constitutive relations. We derive a specific form of the nonlinear wave equation…
In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…
This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…
In this article, two kinds of numerical algorithms are derived for the ultra-slow (or superslow) diffusion equation in one and two space dimensions, where the ultra-slow diffusion is characterized by the Caputo-Hadamard fractional…
The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…
A generalized finite element method is proposed for solving a heterogeneous reaction-diffusion equation with a singular perturbation parameter $\varepsilon$, based on locally approximating the solution on each subdomain by solution of a…
We perform an extensive study of numerical convergence for hot-Jupiter atmospheric flow solutions in simulations employing a setup commonly-used in extrasolar planet studies, a resting state thermally forced to a prescribed temperature…
We propose a hybridizable discontinuous Galerkin (HDG) method combined with convex-concave splitting for the temporal discretization of the convective Cahn-Hilliard equation. The convection term is discretized explicitly without…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…
We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…
We propose a novel numerical homogenization method based on the edge multiscale approach for solving indefinite time-harmonic Maxwell equations in heterogeneous media with large wavenumber. Numerical methods for these equations in…
This paper studies the control-oriented identification problem of set-valued moving average systems with uniform persistent excitations and observation noises. A stochastic approximation-based (SA-based) algorithm without projections or…
We prove hp-optimal error estimates for the original DG method when approximating solutions to first-order hyperbolic problems with constant convection fields in the L2 and DG norms. The main theoretical tools used in the analysis are novel…