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Numerical Algorithms OnlineFirst articles

24.04.2024 | Original Paper

A computational approach based on the Legendre-Galerkin method for solving a distributed optimal control problem constrained by the biharmonic equation

This paper presents a Legendre-Galerkin spectral method to compute the solution of a distributed optimal control problem (OCP) constrained by the biharmonic equation on regular and irregular domains. First, the optimality system is obtained by the …

verfasst von:
Manoochehr Khasi

Open Access 23.04.2024 | Original Paper

A new family of fourth-order energy-preserving integrators

For Hamiltonian systems with non-canonical structure matrices, a new family of fourth-order energy-preserving integrators is presented. The integrators take a form of a combination of Runge–Kutta methods and continuous-stage Runge–Kutta methods …

verfasst von:
Yuto Miyatake

23.04.2024 | Original Paper

A dual symmetric Gauss-Seidel technique-based proximal ADMM for robust fused lasso estimation

Robust fused lasso (RFlasso) estimation plays an important role in regression analysis because it can deal with variable selection problems more robust than fused lasso for the case containing non-Gaussian distribution outliers, especially when …

verfasst von:
Zheng-Fen Jin, Yibao Fan, Youlin Shang, Weiwei Ding

23.04.2024 | Original Paper

Optimal error estimates of penalty difference finite element method for the 3D steady Navier-Stokes equations

In this paper, a penalty difference finite element (PDFE) method is presented for the 3D steady Navier-Stokes equations by using the finite element space pair $$(P_1^b, P_1^b, P_1) \times P_1$$ ( P 1 b , P 1 b , P 1 ) × P 1 in the direction of (x …

verfasst von:
Xinlong Feng, Xiaoli Lu, Yinnian He

20.04.2024 | Original Paper

Stability improvements for fast matrix multiplication

We implement an Augmented Lagrangian method to minimize a constrained least-squares cost function designed to find sparse polyadic decompositions with elements of bounded maximal value of matrix multiplication tensors. We use this method to obtain …

verfasst von:
Charlotte Vermeylen, Marc Van Barel

Open Access 20.04.2024 | Original Paper

Smaller stencil preconditioners for linear systems in RBF-FD discretizations

Radial basis function finite difference (RBF-FD) discretization has recently emerged as an alternative to classical finite difference or finite element discretization of (systems) of partial differential equations. In this paper, we focus on the …

verfasst von:
Michael Koch, Sabine Le Borne, Willi Leinen

18.04.2024 | Original Paper

A fast algorithm for multi-term time-space fractional diffusion equation with fractional boundary condition

In this paper, the multi-term time-space fractional diffusion equation with fractional boundary conditions is considered. The fractional derivative in space is approximated by the standard and shifted $$Gr\ddot{u}nwald-Letnikov$$ G r u ¨ n w a l d …

verfasst von:
Zhenhao Lu, Wenping Fan

16.04.2024 | Original Paper

A class of a posteriori parameter choice rules for filter-based regularization schemes

Regularization is a method for providing a stable approximate solution to ill-posed operator equations, and it involves the regularization parameter which plays an important role in the convergence of the method. In this article, we propose a …

verfasst von:
K. J. Sayana, G. D. Reddy

16.04.2024 | Original Paper

An algorithm for approximating implicit functions by polynomials without using higher order differentiability information

We consider an equation of multiple variables in which a partial derivative does not vanish at a point. The implicit function theorem provides a local existence and uniqueness of the function for the equation. In this paper, we propose an …

verfasst von:
Kyung Soo Rim

16.04.2024 | Original Paper

Preconditioned golden ratio primal-dual algorithm with linesearch

The golden ratio primal-dual algorithm (GRPDA) was proposed for solving the saddle point problems which are being widely used in a variety of areas. Compared to the popular primal-dual algorithm (PDA), GRPDA allows for larger stepsizes by …

verfasst von:
Shan Ma, Si Li, Feng Ma

15.04.2024 | Original Paper

A variational regularization method for solving the non-characteristic Cauchy problem in multiple dimensions

In this manuscript, we consider the non-characteristic Cauchy problem, which is naturally a general form including inverse heat conduction problem and sideways parabolic equation. This problem is a severely ill-posed problem, that is, the solution …

verfasst von:
Xiangtuan Xiong, Jingjing Han

13.04.2024 | Original Paper

A class of accelerated GADMM-based method for multi-block nonconvex optimization problems

To improve the computational efficiency, based on the generalized alternating direction method of multipliers (GADMM), we consider a class of accelerated method for solving multi-block nonconvex and nonsmooth optimization problems. First, we …

verfasst von:
Kunyu Zhang, Hu Shao, Ting Wu, Xiaoquan Wang

11.04.2024 | Original Paper

Banded preconditioning with shift compensation for solving discrete Riesz space-fractional diffusion equations

Based on the finite-difference method, the considered Riesz space-fractional diffusion equations result in a series of linear systems, whose coefficient matrices are composed of the identity matrix and the product of diagonal matrix and Toeplitz …

verfasst von:
Shu-Jiao Li, Kang-Ya Lu, Cun-Qiang Miao

11.04.2024 | Original Paper

The linear barycentric rational backward differentiation formulae for stiff ODEs on nonuniform grids

Backward differential formulae (BDF) are the basis of the highly efficient schemes for the numerical solution of stiff ordinary differential equations for decades. An alternative multistep scheme (RBDF) based on barycentric rational interpolation …

verfasst von:
Ali Abdi, Seyyed Ahmad Hosseini, Helmut Podhaisky

11.04.2024 | Original Paper

Analytical and numerical studies of the modified Kawahara equation with dual-power law nonlinearities

In this article, the Kawahara and modified Kawahara equations with dual-power law nonlinearities are solved based on the sine-cosine method and finite difference schemes. The fourth-order accurate difference scheme for the Kawahara equation and …

verfasst von:
Xiaofeng Wang

Open Access 09.04.2024 | Original Paper

Computing parametrised large intersection sets of 1D invariant manifolds: a tool for blender detection

A dynamical system given by a diffeomorphism with a three-dimensional phase space may have a blender, which is a hyperbolic set $$\Lambda $$ Λ with, say, a one-dimensional stable invariant manifold that behaves like a surface. This means that the …

verfasst von:
Dana C’Julio, Bernd Krauskopf, Hinke M. Osinga

09.04.2024 | Original Paper

A posteriori error bounds for the block-Lanczos method for matrix function approximation

We extend the error bounds from Chen et al. (SIAM J. Matrix Anal. Appl 43(2):787–811, 2022) for the Lanczos method for matrix function approximation to the block algorithm. Numerical experiments suggest that our bounds are fairly robust to …

verfasst von:
Qichen Xu, Tyler Chen

Open Access 09.04.2024 | Original Paper

Non-linear WENO B-spline based approximation method

In this work, we present a new WENO B-spline-based quasi-interpolation algorithm. The novelty of this construction resides in the application of the WENO weights to the B-spline functions, that form a partition of unity, instead of the …

verfasst von:
Sergio Amat, David Levin, Juan Ruiz-Álvarez, Dionisio F. Yáñez

08.04.2024 | Original Paper

A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option

The authors of Kaur and Natesan 2023 [A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance, (Numerical Algorithms, 94, (2023) 1519–1549)] proposed a numerical scheme, which is based on a …

verfasst von:
Pradip Roul

04.04.2024 | Original Paper

A family of linearly weighted- compact ADI schemes for sine-Gordon equations in high dimensions

This paper proposes a family of weighted- $$\theta $$ θ high-order ADI schemes for sine-Gordon equations in high dimensions in combination with the discretization of a three-level linearized scheme in temporal direction and a classical compact …

verfasst von:
Qifeng Zhang, Dongfang Li, Wanying Mao