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In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

数值分析 · 数学 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…

最优化与控制 · 数学 2024-09-17 Zedong Peng , Albert Lee , David E. Bernal Neira

The dynamical cluster approximation (DCA) is a systematic extension beyond the single site approximation in dynamical mean field theory (DMFT), to include spatially non-local correlations in quantum many-body simulations of strongly…

强关联电子 · 物理学 2013-11-27 Peter Staar , Thomas Maier , Thomas C. Schulthess

This paper presents some applications using recently developed algorithms for smooth-continuous data reconstruction based on the digital-discrete method. The classical discrete method for data reconstruction is based on domain decomposition…

数值分析 · 数学 2010-03-23 Li Chen

In this paper, we consider a composite difference-of-convex (DC) program, whose objective function is the sum of a smooth convex function with Lipschitz continuous gradient, a proper closed and convex function, and a continuous concave…

最优化与控制 · 数学 2022-05-06 Yu You , Yi-Shuai Niu

Obtaining accurate high-resolution representations of model outputs is essential to describe the system dynamics. In general, however, only spatially- and temporally-coarse observations of the system states are available. These observations…

Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address this problem, we introduce a dissipation term into the GDA…

最优化与控制 · 数学 2024-03-15 Tianqi Zheng , Nicolas Loizou , Pengcheng You , Enrique Mallada

The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…

数值分析 · 数学 2020-04-02 Jerome Droniou , Kim-Ngan Le

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

动力系统 · 数学 2024-05-14 Shane Kepley , Babette A. J. de Wolff

Developing a differentially private deep learning algorithm is challenging, due to the difficulty in analyzing the sensitivity of objective functions that are typically used to train deep neural networks. Many existing methods resort to the…

机器学习 · 计算机科学 2019-10-16 Frederik Harder , Jonas Köhler , Max Welling , Mijung Park

A discrete rotation algorithm can be apprehended as a parametric application $f\_\alpha$ from $\ZZ[i]$ to $\ZZ[i]$, whose resulting permutation ``looks like'' the map induced by an Euclidean rotation. For this kind of algorithm, to be…

离散数学 · 计算机科学 2007-05-23 Bertrand Nouvel , Eric Remila

The certified descent algorithm (CDA) is a gradient-based method for shape optimization which certifies that the direction computed using the shape gradient is a genuine descent direction for the objective functional under analysis. It…

数值分析 · 数学 2018-05-28 Matteo Giacomini

We develop a high order reconstructed discontinuous approximation (RDA) method for solving a mixed formulation of the quad-curl problem in two and three dimensions. This mixed formulation is established by adding an auxiliary variable to…

数值分析 · 数学 2024-07-12 Ruo Li , Qicheng Liu , Shuhai Zhao

For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…

计算物理 · 物理学 2021-11-15 Y. H. Li , Y. X. Ren , Y. T. Su

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

数值分析 · 数学 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

数值分析 · 数学 2021-06-08 Xiaocheng Shang

In this paper we develop the theory of discrete averaging designed to study discrete time dynamical systems defined by iterates of a map. The discrete averaging uses weighted averages over a segment of trajectory to find an autonomous…

动力系统 · 数学 2026-03-12 Vassili Gelfreich , Arturo Vieiro

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

概率论 · 数学 2018-02-20 Vincent Lemaire

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

数值分析 · 数学 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo