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Other Applied Mathematics Commons

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Full-Text Articles in Other Applied Mathematics

Preconditioned Nesterov’S Accelerated Gradient Descent Method And Its Applications To Nonlinear Pde, Jea Hyun Park Aug 2021

Preconditioned Nesterov’S Accelerated Gradient Descent Method And Its Applications To Nonlinear Pde, Jea Hyun Park

Doctoral Dissertations

We develop a theoretical foundation for the application of Nesterov’s accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the existence of an invariant set and exponential convergence rates when its preconditioned version (PAGD) is applied to minimize locally Lipschitz smooth, strongly convex objective functionals. We introduce a second-order ordinary differential equation (ODE) with a preconditioner built-in and show that PAGD is an explicit time-discretization of this ODE, which requires a natural time step restriction for energy stability. At the continuous time level, we show …


Generalized Finite-Difference Time-Domain Schemes For Solving Nonlinear Schrödinger Equations, Frederick Ira Moxley Iii Jul 2013

Generalized Finite-Difference Time-Domain Schemes For Solving Nonlinear Schrödinger Equations, Frederick Ira Moxley Iii

Doctoral Dissertations

The nonlinear Schrödinger equation (NLSE) is one of the most widely applicable equations in physical science, and characterizes nonlinear dispersive waves, optics, water waves, and the dynamics of molecules. The NLSE satisfies many mathematical conservation laws. Moreover, due to the nonlinearity, the NLSE often requires a numerical solution, which also satisfies the conservation laws. Some of the more popular numerical methods for solving the NLSE include the finite difference, finite element, and spectral methods such as the pseudospectral, split-step with Fourier transform, and integrating factor coupled with a Fourier transform. With regard to the finite difference and finite element methods, …