Numerical Method for 2D Quasi-linear Hyperbolic Equation on an Irrational Domain: Application to Telegraphic Equation

We develop a novel three-level compact method (implicit) of second order in time and space directions using unequal grid for the numerical solution of 2D quasi-linear hyperbolic partial differential equations on an irrational domain. The stability analysis of the model problem for unequal mesh is discussed and it is revealed that the developed scheme is unconditionally stable for the Telegraphic equation. For linear difference equations on an irrational domain, the alternating direction implicit method is discussed. The projected technique is scrutinized on several physical problems on an irrational domain to exhibitthe accuracy and effectiveness of the suggested method. Dhaka Univ. J. Sci. 69(2): 116-123, 2021 (July)

Numerical Simulation for a Multidimensional Fourth-Order Nonlinear Fractional Subdiffusion Model with Time Delay

The purpose of this paper is to develop a numerical scheme for the two-dimensional fourth-order fractional subdiffusion equation with variable coefficients and delay. Using the L2−1σ approximation of the time Caputo derivative, a finite difference method with second-order accuracy in the temporal direction is achieved. The novelty of this paper is to introduce a numerical scheme for the problem under consideration with variable coefficients, nonlinear source term, and delay time constant. The numerical results show that the global convergence orders for spatial and time dimensions are approximately fourth order in space and second-order in time.

A high-order and fast scheme with variable time steps for the time-fractional Black-Scholes equation

In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with variable time steps, where the fractional derivative is approximated by the nonuniform Alikhanov formula and the sum-of-exponentials (SOE) technique. In the spatial direction, an average approximation with fourth-order accuracy is employed. The stability and the convergence with second-order in time and fourth-order in space of the proposed scheme are religiously derived by the energy method. Numerical examples are given to demonstrate the theoretical statement.

On the nonexistence conditions of solution of two-point in time problem for nonhomogeneous PDE

We investigate the problem with local homogeneous two-point conditions with respect to time for nonhomogeneous PDE of second order in time variable and generally infinite order in spatial variables in the case when the characteristic determinant of the problem identically equals zero. We establish the nonexistence conditions of solution of this problem in the class of entire functions.

Rosenbrock Type Methods for Solving Non-Linear Second-Order in Time Problems

In this work, we develop a new class of methods which have been created in order to numerically solve non-linear second-order in time problems in an efficient way. These methods are of the Rosenbrock type, and they can be seen as a generalization of these methods when they are applied to second-order in time problems which have been previously transformed into first-order in time problems. As they also follow the ideas of Runge–Kutta–Nyström methods when solving second-order in time problems, we have called them Rosenbrock–Nyström methods. When solving non-linear problems, Rosenbrock–Nyström methods present less computational cost than implicit Runge–Kutta–Nyström ones, as the non-linear systems which arise at every intermediate stage when Runge–Kutta–Nyström methods are used are replaced with sequences of linear ones.

Alikhanov Legendre—Galerkin Spectral Method for the Coupled Nonlinear Time-Space Fractional Ginzburg–Landau Complex System

A finite difference/Galerkin spectral discretization for the temporal and spatial fractional coupled Ginzburg–Landau system is proposed and analyzed. The Alikhanov L2-1σ difference formula is utilized to discretize the time Caputo fractional derivative, while the Legendre-Galerkin spectral approximation is used to approximate the Riesz spatial fractional operator. The scheme is shown efficiently applicable with spectral accuracy in space and second-order in time. A discrete form of the fractional Grönwall inequality is applied to establish the error estimates of the approximate solution based on the discrete energy estimates technique. The key aspects of the implementation of the numerical continuation are complemented with some numerical experiments to confirm the theoretical claims.

A Continuous-Time Analysis of Distributed Stochastic Gradient

We analyze the effect of synchronization on distributed stochastic gradient algorithms. By exploiting an analogy with dynamical models of biological quorum sensing, where synchronization between agents is induced through communication with a common signal, we quantify how synchronization can significantly reduce the magnitude of the noise felt by the individual distributed agents and their spatial mean. This noise reduction is in turn associated with a reduction in the smoothing of the loss function imposed by the stochastic gradient approximation. Through simulations on model nonconvex objectives, we demonstrate that coupling can stabilize higher noise levels and improve convergence. We provide a convergence analysis for strongly convex functions by deriving a bound on the expected deviation of the spatial mean of the agents from the global minimizer for an algorithm based on quorum sensing, the same algorithm with momentum, and the elastic averaging SGD (EASGD) algorithm. We discuss extensions to new algorithms that allow each agent to broadcast its current measure of success and shape the collective computation accordingly. We supplement our theoretical analysis with numerical experiments on convolutional neural networks trained on the CIFAR-10 data set, where we note a surprising regularizing property of EASGD even when applied to the non-distributed case. This observation suggests alternative second-order in time algorithms for nondistributed optimization that are competitive with momentum methods.