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We present a numerical scheme for approximating the incompressible Navier-Stokes equations based on an auxiliary variable associated with the total system energy. By introducing a dynamic equation for the auxiliary variable and…

流体动力学 · 物理学 2019-05-01 Lianlei Lin , Suchuan Dong

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

统计方法学 · 统计学 2016-06-08 Panos Toulis , Dustin Tran , Edoardo M. Airoldi

We present a systematical approach to developing arbitrarily high order, unconditionally energy stable numerical schemes for thermodynamically consistent gradient flow models that satisfy energy dissipation laws. Utilizing the energy…

数值分析 · 数学 2020-02-19 Yuezheng Gong , Jia Zhao , Qi Wang

The Smectic-A (SmA) phase is modeled by a modified Landau-de Gennes (mLdG) model proposed by Xia et al. [Phys. Rev. Lett., 126 (2021), 177801], in which a tensor order parameter $\mathbf{Q}$ for the orientational order is coupled with a…

数值分析 · 数学 2026-04-21 Wenshuai Hu , Guanghua Ji , Xiao Li

Energy stable flux reconstruction (ESFR) is a high-order numerical method used for solving partial differential equations in computational fluid dynamics. This method is designed to preserve the energy stability of the underlying partial…

流体动力学 · 物理学 2023-09-08 Erwan Lambert , Siva Nadarajah

In this paper, we present two multiple scalar auxiliary variable (MSAV)-based, finite element numerical schemes for the Abels-Garcke-Gr{\"u}n (AGG) model, which is a thermodynamically consistent phase field model of two-phase incompressible…

数值分析 · 数学 2024-08-09 Jiancheng Wang , Maojun Li , Cheng Wang

New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…

数值分析 · 数学 2023-10-09 Saem Han , Selim Esedoglu , Krishna Garikipati

We develop and analyze a highly efficient, second-order time-marching scheme for infinite-dimensional nonlinear geophysical fluid models, designed to accurately approximate invariant measures-that is, the stationary statistical properties…

数值分析 · 数学 2025-10-08 Daozhi Han , Xiaoming Wang

In this paper, we propose energy-conserving Eulerian solvers for the two-species Vlasov-Amp\`{e}re (VA) system and apply the methods to simulate current-driven ion-acoustic instability. The algorithm is generalized from our previous work…

数值分析 · 数学 2015-06-19 Yingda Cheng , Andrew J. Christlieb , Xinghui Zhong

The decay of a passive scalar in a three-dimensional chaotic flow is studied using high-resolution numerical simulations. The (volume-preserving) flow considered is a three-dimensional extension of the randomised alternating sine flow…

混沌动力学 · 物理学 2015-03-18 Keith Ngan , Jacques Vanneste

Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…

数值分析 · 数学 2022-09-07 Brittany A Erickson , Jeremy E Kozdon , Tobias W Harvey

In this paper, we propose and analyze high order efficient schemes for the time fractional Allen-Cahn equation. The proposed schemes are based on the L1 discretization for the time fractional derivative and the extended scalar auxiliary…

数值分析 · 数学 2021-03-05 Dianming Hou , Hongyi Zhu , Chuanju Xu

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

机器学习 · 计算机科学 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

最优化与控制 · 数学 2020-12-08 Raghu Pasupathy , Yongjia Song

Stochastic approximation is one of the effective approach to deal with the large-scale machine learning problems and the recent research has focused on reduction of variance, caused by the noisy approximations of the gradients. In this…

机器学习 · 计算机科学 2019-04-09 Vinod Kumar Chauhan , Anuj Sharma , Kalpana Dahiya

We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…

统计方法学 · 统计学 2025-11-14 Michael Komodromos , Marina Evangelou , Sarah Filippi , Kolyan Ray

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

数值分析 · 数学 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

Designing effective optimisation strategies for unsteady flows in the presence of complex dynamics is challenging. Gradient-based optimisation algorithms that rely on gradient information obtained from adjoint equations are efficient for…

Modal methods are a long-standing approach to physical modelling synthesis. Extensions to nonlinear problems are possible, leading to coupled nonlinear systems of ordinary differential equations. Recent work in scalar auxiliary variable…

声音 · 计算机科学 2026-03-17 Victor Zheleznov , Stefan Bilbao , Alec Wright , Simon King

Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

最优化与控制 · 数学 2023-10-10 Binghui Xie , Chenhan Jin , Kaiwen Zhou , James Cheng , Wei Meng