Subjects -> MATHEMATICS (Total: 1013 journals)
    - APPLIED MATHEMATICS (92 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (714 journals)
    - MATHEMATICS (GENERAL) (45 journals)
    - NUMERICAL ANALYSIS (26 journals)
    - PROBABILITIES AND MATH STATISTICS (113 journals)

MATHEMATICS (714 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 3)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 4)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 13)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 5)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Hybrid Journal   (Followers: 43)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 2)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 3)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 6)
Advances in Catalysis     Full-text available via subscription   (Followers: 7)
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 16)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access  
Advances in Geosciences (ADGEO)     Open Access   (Followers: 20)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 6)
Advances in Materials Science     Open Access   (Followers: 21)
Advances in Mathematical Physics     Open Access   (Followers: 6)
Advances in Mathematics     Full-text available via subscription   (Followers: 18)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 13)
Advances in Operator Theory     Hybrid Journal  
Advances in Pure Mathematics     Open Access   (Followers: 10)
Advances in Science and Research (ASR)     Open Access   (Followers: 9)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 8)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 5)
Afrika Matematika     Hybrid Journal   (Followers: 2)
Air, Soil & Water Research     Open Access   (Followers: 6)
AKSIOMATIK : Jurnal Penelitian Pendidikan dan Pembelajaran Matematika     Open Access  
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Al-Qadisiyah Journal for Computer Science and Mathematics     Open Access   (Followers: 3)
AL-Rafidain Journal of Computer Sciences and Mathematics     Open Access   (Followers: 4)
Algebra and Logic     Hybrid Journal   (Followers: 9)
Algebra Colloquium     Hybrid Journal   (Followers: 3)
Algebra Universalis     Hybrid Journal   (Followers: 3)
Algorithmic Operations Research     Open Access   (Followers: 6)
Algorithms     Open Access   (Followers: 14)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 4)
American Journal of Mathematical Analysis     Open Access   (Followers: 1)
American Journal of Mathematical and Management Sciences     Hybrid Journal  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 6)
American Mathematical Monthly     Full-text available via subscription   (Followers: 3)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 12)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access  
Analysis and Applications     Hybrid Journal   (Followers: 2)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 7)
Anargya : Jurnal Ilmiah Pendidikan Matematika     Open Access  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 3)
Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 15)
Annals of Functional Analysis     Hybrid Journal   (Followers: 2)
Annals of Mathematics     Full-text available via subscription   (Followers: 5)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 13)
Annals of PDE     Hybrid Journal  
Annals of Pure and Applied Logic     Open Access   (Followers: 5)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access   (Followers: 1)
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access   (Followers: 1)
Annals of West University of Timisoara - Mathematics and Computer Science     Open Access   (Followers: 2)
Annuaire du Collège de France     Open Access   (Followers: 6)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 3)
Applications of Mathematics     Hybrid Journal   (Followers: 3)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 16)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 7)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal   (Followers: 1)
Applied Mathematics and Nonlinear Sciences     Open Access   (Followers: 1)
Applied Mathematics Letters     Full-text available via subscription   (Followers: 3)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 4)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 1)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 3)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 4)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites     Open Access   (Followers: 21)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Research Journal of Mathematics     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 5)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 2)
Banach Journal of Mathematical Analysis     Hybrid Journal  
Basin Research     Hybrid Journal   (Followers: 6)
BIBECHANA     Open Access  
Biomath     Open Access  
BIT Numerical Mathematics     Hybrid Journal  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription  
British Journal for the History of Mathematics     Hybrid Journal   (Followers: 2)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
British Journal of Mathematics & Computer Science     Full-text available via subscription   (Followers: 1)
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 2)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 3)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 3)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 4)
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics     Open Access  
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 2)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the Iranian Mathematical Society     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Cadernos do IME : Série Matemática     Open Access  
Calculus of Variations and Partial Differential Equations     Hybrid Journal   (Followers: 1)
Canadian Journal of Mathematics / Journal canadien de mathématiques     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 20)
Canadian Mathematical Bulletin     Hybrid Journal  
Carpathian Mathematical Publications     Open Access  
Catalysis in Industry     Hybrid Journal  
CAUCHY     Open Access   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 5)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 1)
Chaos, Solitons & Fractals : X     Open Access   (Followers: 1)
ChemSusChem     Hybrid Journal   (Followers: 8)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Ciencia     Open Access  
CODEE Journal     Open Access  
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 3)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Hybrid Journal   (Followers: 3)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 5)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 20)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 3)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 6)
Complex Analysis and its Synergies     Open Access   (Followers: 1)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Compositio Mathematica     Full-text available via subscription   (Followers: 2)
Comptes Rendus : Mathematique     Open Access  
Computational and Applied Mathematics     Hybrid Journal   (Followers: 3)
Computational and Mathematical Methods     Hybrid Journal  
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 5)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 11)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 9)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 10)
Confluentes Mathematici     Hybrid Journal  
Constructive Mathematical Analysis     Open Access  
Contributions to Discrete Mathematics     Open Access  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal   (Followers: 1)
Cross Section     Full-text available via subscription   (Followers: 1)
Cryptography and Communications     Hybrid Journal   (Followers: 11)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 8)
Czechoslovak Mathematical Journal     Hybrid Journal  
Daya Matematis : Jurnal Inovasi Pendidikan Matematika     Open Access  
Demographic Research     Open Access   (Followers: 14)
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 35)
Desimal : Jurnal Matematika     Open Access  
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 2)
Differentsial'nye Uravneniya     Open Access  
Digital Experiences in Mathematics Education     Hybrid Journal   (Followers: 3)
Discrete Mathematics     Hybrid Journal   (Followers: 7)
Discrete Mathematics & Theoretical Computer Science     Open Access   (Followers: 1)
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Doklady Akademii Nauk     Open Access  

        1 2 3 4 | Last

Similar Journals
Journal Cover
BIT Numerical Mathematics
Journal Prestige (SJR): 1.364
Citation Impact (citeScore): 1
Number of Followers: 0  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1572-9125 - ISSN (Online) 0006-3835
Published by Springer-Verlag Homepage  [2467 journals]
  • Order theory for discrete gradient methods

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      Abstract: Abstract The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the Hénon–Heiles system and a Lotka–Volterra system, and on both the training and integration of a pendulum system learned from data by a neural network.
      PubDate: 2022-12-01
       
  • Pseudospectral methods and iterative solvers for optimization problems
           from multiscale particle dynamics

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      Abstract: Abstract We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we investigate problems where the control acts as an advection ‘flow’ vector or a source term of the partial differential equation, and the constraint is equipped with boundary conditions of Dirichlet or no-flux type. After deriving continuous first-order optimality conditions for such problems, we solve the resulting systems by developing a link with computational methods for statistical mechanics, deriving pseudospectral methods in space and time variables, and utilizing variants of existing fixed-point methods as well as a recently developed Newton–Krylov scheme. Numerical experiments indicate the effectiveness of our approach for a range of problem set-ups, boundary conditions, as well as regularization and model parameters, in both two and three dimensions. A key contribution is the provision of software which allows the discretization and solution of a range of optimization problems constrained by differential equations describing particle dynamics.
      PubDate: 2022-12-01
       
  • Solving large linear least squares problems with linear equality
           constraints

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      Abstract: Abstract We consider the problem of solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. While some classical approaches are theoretically well founded, they can face difficulties when the matrix of constraints contains dense rows or if an algorithmic transformation used in the solution process results in a modified problem that is much denser than the original one. We propose modifications with an emphasis on requiring that the constraints be satisfied with a small residual. We examine combining the null-space method with our recently developed algorithm for computing a null-space basis matrix for a “wide” matrix. We further show that a direct elimination approach enhanced by careful pivoting can be effective in transforming the problem to an unconstrained sparse-dense least squares problem that can be solved with existing direct or iterative methods. We also present a number of solution variants that employ an augmented system formulation, which can be attractive for solving a sequence of related problems. Numerical experiments on problems coming from practical applications are used throughout to demonstrate the effectiveness of the different approaches.
      PubDate: 2022-12-01
       
  • Lawson schemes for highly oscillatory stochastic differential equations
           and conservation of invariants

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      Abstract: Abstract In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and diffusion terms in the exponential operator. We prove that the midpoint Lawson schemes preserve quadratic invariants and discuss this property as well for the trapezoidal Lawson scheme. Numerical experiments demonstrate that the integration error for highly oscillatory problems is smaller than that of some standard methods.
      PubDate: 2022-12-01
       
  • Efficient numerical approximation of a non-regular Fokker–Planck
           equation associated with first-passage time distributions

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      Abstract: Abstract In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker–Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation is required, e.g., for model evaluation and parameter fitting. However, the prescribed boundary conditions lead to a strong singularity and thus to slow convergence of numerical approximations. In this article we demonstrate that the solution can be related to the solution of a parabolic PDE on a rectangular space-time domain with homogeneous initial and boundary conditions by transformation and subtraction of a known function. We verify that the solution of the new PDE is indeed more regular than the solution of the original PDE and proceed to discretize the new PDE using a space-time minimal residual method. We also demonstrate that the solution depends analytically on the parameters determining the boundaries as well as the drift. This justifies the use of a sparse tensor product interpolation method to approximate the PDE solution for various parameter ranges. The predicted convergence rates of the minimal residual method and that of the interpolation method are supported by numerical simulations.
      PubDate: 2022-12-01
       
  • Stability of implicit multiderivative deferred correction methods

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      Abstract: Abstract Very recently, a novel class of parallelizable high-order time discretization schemes has been introduced in Schütz et al. (J Sci Comput 90(54):1–33, 2022). In this current work, we analyze the stability properties of those schemes and introduce a small but effective modification which only necessitates minor modifications of existing implementations. It is shown how this modification leads to A( \(\alpha \) )-stable schemes with \(\alpha \) being close to \(90^{\circ }\) . Numerical examples illustrate an additional favorable influence of this modification on the accuracy of those schemes.
      PubDate: 2022-12-01
       
  • Palindromic linearization and numerical solution of nonsymmetric algebraic
           $$T$$ -Riccati equations

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      Abstract: Abstract We identify a relationship between the solutions of a nonsymmetric algebraic \(T\) -Riccati equation ( \(T\) -NARE) and the deflating subspaces of a palindromic matrix pencil, obtained by arranging the coefficients of the \(T\) -NARE. The interplay between \(T\) -NAREs and palindromic pencils allows one to derive both theoretical properties of the solutions of the equation, and new methods for its numerical solution. In particular, we propose methods based on the (palindromic) QZ algorithm and the doubling algorithm, whose effectiveness is demonstrated by several numerical tests.
      PubDate: 2022-12-01
       
  • Convergent semi-explicit scheme to a non-linear eikonal system

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      Abstract: Abstract We consider a system of non-linear eikonal equations in one space dimension that describes the evolution of interfaces moving with non-signed strongly coupled velocities. We have recently proven the global existence and uniqueness of viscosity solutions for this system, under a BV estimate. In this paper, we propose a semi-explicit scheme that satisfies the same BV estimate proven in the continuous case, at the discrete level, and we show that a certain linear interpolation of the discrete solution to the scheme converges to a viscosity solution of the main system considered. We also provide some numerical simulations in the case of dislocation dynamics.
      PubDate: 2022-12-01
       
  • A new class of structure-preserving stochastic exponential Runge-Kutta
           integrators for stochastic differential equations

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      Abstract: Abstract In this article, a new class of stochastic exponential Runge-Kutta (SERK) methods is developed for solving stochastic differential equations. The proposed SERK methods can preserve conformal quadratic invariants and conformal symplectic structure automatically under certain coefficient conditions. Stochastic B-series theory is generalized, which allows the study of the mean-square convergence order conditions of the SERK methods. Some low stage stochastic exponential integrators with 1 order mean-square convergence and structure-preserving properties are given. For damped Hamiltonian systems with additive noise terms, a class of stochastic exponential integrators with 1.5 order mean-square convergence and conformal symplectic structure preservation is constructed. Numerical tests show the efficacy of the stochastic exponential integrators.
      PubDate: 2022-12-01
       
  • Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type
           diffusion coefficient

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      Abstract: Abstract General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often taken into account by a randomization of the diffusion coefficient of the elliptic equation which reveals the necessity of the construction of flexible, spatially discontinuous random fields. Subordinated Gaussian random fields are random functions on higher dimensional parameter domains with discontinuous sample paths and great distributional flexibility. In the present work, we consider a random elliptic partial differential equation (PDE) where the discontinuous subordinated Gaussian random fields occur in the diffusion coefficient. Problem specific multilevel Monte Carlo (MLMC) Finite Element methods are constructed to approximate the mean of the solution to the random elliptic PDE. We prove a-priori convergence of a standard MLMC estimator and a modified MLMC—control variate estimator and validate our results in various numerical examples.
      PubDate: 2022-12-01
       
  • Variable-step deferred correction methods based on backward
           differentiation formulae for ordinary differential equations

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      Abstract: Abstract This paper presents a sequence of variable time step deferred correction (DC) methods constructed recursively from the second-order backward differentiation formula (BDF2) applied to the numerical solution of initial value problems for first-order ordinary differential equations (ODE). The sequence of corrections starts with the BDF2 then considered as DC2. We prove that this improvement from a p-order solution (DCp) results in a \(p+1\) -order accurate solution (DC \(p+1\) ). This one-order increment in accuracy holds for the least stringent BDF2 0-stability conditions. If we introduce additional requirements for the ratio of consecutive variable time step sizes, then the order increment is 2, allowing a direct transition from DCp to DC \(p+2\) . These requirements include the constant time step DCp methods. We also prove that all these DCp methods are A-stable. We briefly discuss two other DC variants to illustrate how a proper transition from DCp to DC \(p+1\) is critical to maintaining A-stability at all orders. Numerical experiments based on two manufactured (closed-form) solutions confirmed the accuracy orders of the DCp – for DCp, \(p=2,3,4,5\) – both with constant or alternating time step sizes. We showed that the theoretical conditions required to obtain an increment of orders 1 and 2 are satisfied in practice. Finally, a test case shows that we can estimate the error on the DCp solution with the DC \(p+1\) solution, and a last test case that our new methods maintain their order of accuracy for a stiff system.
      PubDate: 2022-12-01
       
  • High order approximations of the operator Lyapunov equation have low rank

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      Abstract: Abstract We present a low-rank greedily adapted hp-finite element algorithm for computing an approximation to the solution of the Lyapunov operator equation. We show that there is a hidden regularity in eigenfunctions of the solution of the Lyapunov equation which can be utilized to justify the use of high order finite element spaces. Our numerical experiments indicate that we achieve eight figures of accuracy for computing the trace of the solution of the Lyapunov equation posed in a dumbbell-domain using a finite element space of dimension of only \(10^4\) degrees of freedom. Even more surprising is the observation that hp-refinement has an effect of reducing the rank of the approximation of the solution.
      PubDate: 2022-12-01
       
  • Fast rotated BSOR method for block two-by-two linear systems with
           application to PDE-constrained optimal control problems

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      Abstract: Abstract In this paper, we consider iterative solution of certain large scale block two-by-two linear systems arising from numerical solution process of some PDE-constrained optimal control problems. Based upon skillful rotating technique, a new fast and robust stationary iteration method is constructed from the idea of classical block successive over relaxation (BSOR) iteration. Equipped with a practical problem independent parameter choice strategy, the proposed method can result in a sharp parameter independent convergence rate close to 0.17. Moreover, a robust preconditioner is developed from an equivalent form of the new iteration method, which is suitable for inexact variable right preconditioning within Krylov subspace acceleration. Numerical examples from both distributed steady control problem and unsteady control problem which leads to complex Kronecker structured linear system are tested to show that the new solution methods are competitive to some existing ones.
      PubDate: 2022-12-01
       
  • A rank-adaptive robust integrator for dynamical low-rank approximation

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      Abstract: Abstract A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of the rank, using subspaces that are generated by the integrator itself. The integrator first updates the evolving bases and then does a Galerkin step in the subspace generated by both the new and old bases, which is followed by rank truncation to a given tolerance. It is shown that the adaptive low-rank integrator retains the exactness, robustness and symmetry-preserving properties of the previously proposed fixed-rank integrator. Beyond that, up to the truncation tolerance, the rank-adaptive integrator preserves the norm when the differential equation does, it preserves the energy for Schrödinger equations and Hamiltonian systems, and it preserves the monotonic decrease of the functional in gradient flows. Numerical experiments illustrate the behaviour of the rank-adaptive integrator.
      PubDate: 2022-12-01
       
  • On a multiwavelet spectral element method for integral equation of a
           generalized Cauchy problem

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      Abstract: Abstract In this paper we deal with construction and analysis of a multiwavelet spectral element scheme for a generalized Cauchy type problem with Caputo fractional derivative. Numerical schemes for this type of problems, often suffer from the draw-back of spurious oscillations. A common remedy is to render the problem to an equivalent integral equation. For the generalized Cauchy type problem, a corresponding integral equation is of nonlinear Volterra type. In this paper we investigate wellposedness and convergence of a stabilizing multiwavelet scheme for a, one-dimensional case (in [a, b] or [0, 1]), of this problem. Based on multiwavelets, we construct an approximation procedure for the fractional integral operator that yields a linear system of equations with sparse coefficient matrix. In this setting, choosing an appropriate threshold, the number of non-zero coefficients in the system is substantially reduced. A severe obstacle in the convergence analysis is the lack of continuous derivatives in the vicinity of the inflow/ starting boundary point. We overcome this issue through separating a J (mesh)-dependent, small, neighborhood of a (or origin) from the interval, where we only take \(L_2\) -norm. The estimate in this part relies on Chebyshev polynomials, viz. As reported by Richardson( Chebyshev interpolation for functions with endpoint singularities via exponential and double-exponential transforms, Oxford University, UK, 2012) and decreases, almost, exponentially by raising J. At the remaining part of the domain the solution is sufficiently regular to derive the desired optimal error bound. We construct such a modified scheme and analyze its wellposedness, efficiency and accuracy. The robustness of the proposed scheme is confirmed implementing numerical examples.
      PubDate: 2022-12-01
       
  • Effective grading refinement for locally linearly independent LR B-splines

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      Abstract: Abstract We present a new refinement strategy for locally refined B-splines which ensures the local linear independence of the basis functions. The strategy also guarantees the spanning of the full spline space on the underlying locally refined mesh. The resulting mesh has nice grading properties which grant the preservation of shape regularity and local quasi uniformity of the elements in the refining process.
      PubDate: 2022-12-01
       
  • Correction to: a dimension expanded preconditioning technique for saddle
           point problems

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      PubDate: 2022-11-02
       
  • Numerical evaluation of ODE solutions by Monte Carlo enumeration of
           Butcher series

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      Abstract: Abstract We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge–Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation of an ODE solution at any given time within a certain interval, without iteration through multiple time steps. In particular, this approach does not involve a discretization step size, and it does not require the truncation of Taylor series.
      PubDate: 2022-10-17
       
  • A dimension expanded preconditioning technique for saddle point problems

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      Abstract: Abstract In this paper, we present a new block preconditioner for solving the saddle point linear systems. The proposed method is developed from an augmented reformulation of the saddle point problem into a new linear system with an almost block triangular coefficient matrix. Theoretical results are derived on the eigenvalue distribution of the preconditioned matrix, and an efficient algorithmic implementation is developed and presented. Several numerical examples are reported to support the theoretical findings and to illustrate the favourable convergence properties of the proposed preconditioner, also compared to other popular solvers for saddle point problems.
      PubDate: 2022-09-14
      DOI: 10.1007/s10543-022-00938-8
       
  • On the quadrature exactness in hyperinterpolation

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      Abstract: Abstract This paper investigates the role of quadrature exactness in the approximation scheme of hyperinterpolation. Constructing a hyperinterpolant of degree n requires a positive-weight quadrature rule with exactness degree 2n. We examine the behavior of such approximation when the required exactness degree 2n is relaxed to \(n+k\) with \(0<k\le n\) . Aided by the Marcinkiewicz–Zygmund inequality, we affirm that the \(L^2\) norm of the exactness-relaxing hyperinterpolation operator is bounded by a constant independent of n, and this approximation scheme is convergent as \(n\rightarrow \infty \) if k is positively correlated to n. Thus, the family of candidate quadrature rules for constructing hyperinterpolants can be significantly enriched, and the number of quadrature points can be considerably reduced. As a potential cost, this relaxation may slow the convergence rate of hyperinterpolation in terms of the reduced degrees of quadrature exactness. Our theoretical results are asserted by numerical experiments on three of the best-known quadrature rules: the Gauss quadrature, the Clenshaw–Curtis quadrature, and the spherical t-designs.
      PubDate: 2022-09-05
      DOI: 10.1007/s10543-022-00935-x
       
 
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