相关论文: Second order error bounds for POD-ROM methods base…

We demonstrate that accurate computation of the spectral proper orthogonal decomposition (SPOD) critically depends on the choice of frequency resolution. Using both artificially generated data and large-eddy simulation data of a turbulent…

We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic…

We consider settings for which one needs to perform multiple flow simulations based on the Navier-Stokes equations, each having different values for the physical parameters and/or different initial condition data, boundary conditions data,…

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…

In this paper, we study numerically the linear damped second-order hyperbolic partial differential equation (PDE) with affine parameter dependence using a goal-oriented approach by finite element (FE) and reduced basis (RB) methods. The…

A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

We explain why the conventional argument for deriving the time-dependent Born-Oppenheimer approximation is incomplete and review recent mathematical results, which clarify the situation and at the same time provide a systematic scheme for…

An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn-Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is…

This work aims to interpolate parametrized Reduced Order Model (ROM) basis constructed via the Proper Orthogonal Decomposition (POD) to derive a robust ROM of the system's dynamics for an unseen target parameter value. A novel non-intrusive…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

Reduced-order models (ROMs) are often used to accelerate the simulation of large physical systems. However, traditional ROM techniques, such as those based on proper orthogonal decomposition (POD), often struggle with advection-dominated…

We propose a new explicit pseudo-energy and momentum conserving scheme for the time integration of Hamiltonian systems. The scheme, which is formally second-order accurate, is based on two key ideas: the integration during the time-steps of…

This paper focuses on the numerical solution of a dual-phase-lag heat conduction equation on a space unbounded domain. First, based on the Laplace transform and the Pad\'e approximation, a high-order local artificial boundary condition is…

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

A higher order Godunov method for the radiation subsystem of radiation hydrodynamics is presented. A key ingredient of the method is the direct coupling of stiff source term effects to the hyperbolic structure of the system of conservation…

We develop the third-order adaptive Adams-Bashforth time stepping and the second-order finite difference equation for variable time steps. We incorporate these schemes in the Celeris Advent software to discretize and solve the 2D extended…