相关论文: Theoretical Optimization of Finite Difference Sche…

We perform a systematic comparison of various numerical schemes for the approximation of interface problems. We consider unfitted approaches in view of their application to possibly moving configurations. Particular attention is paid to the…

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…

Extremal optimization is a new general-purpose method for approximating solutions to hard optimization problems. We study the method in detail by way of the NP-hard graph partitioning problem. We discuss the scaling behavior of extremal…

Our goal is to finally settle the persistent problem in Diophantine Approximation of finding best linear approximates. Classical results from the theory of continued fractions provide the solution for the special homogeneous case in the…

An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…

This short communication develops a new numerical procedure suitable for a large class of ordinary differential equation systems found in models in physics and engineering. The main numerical procedure is analogous to those concerning the…

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations.…

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

This note further addresses the global optimization problem for max-plus linear systems considered in [Automatica 119 (2020) 109104]. Firstly, the operations between infinity elemens and real numbers involved in the formulas of solving…

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

We propose a block finite difference, error inhibiting scheme that is fourth-order accurate for short to moderate times and has a six-order convergence rate for long times. This scheme outperforms the standard fourth-order Finite Difference…