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We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant Lipschitz diffusion coefficient. The scheme is designed to leverage the structure induced by the interacting particle approximation system, including parallel implementation and the solvability of the implicit equation. The scheme attains the classical $1/2$ root mean square error (rMSE) convergence rate in stepsize and closes the gap left by [18, "Simulation of McKean-Vlasov SDEs with super-linear growth" in IMA Journal of Numerical Analysis, 01 2021. draa099] regarding efficient implicit methods and their convergence rate for this class of McKean-Vlasov SDEs. A sufficient condition for mean-square contractivity of the scheme is presented. Several numerical examples are presented, including a comparative analysis to other known algorithms for this class (Taming and Adaptive time-stepping) across parallel and non-parallel implementations.

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In this article, a numerical scheme to find approximate solutions to the McKendrick-Von Foerster equation with diffusion (M-V-D) is presented. The main difficulty in employing the standard analysis to study the properties of this scheme is due to presence of nonlinear and nonlocal term in the Robin boundary condition in the M-V-D. To overcome this, we use the abstract theory of discretizations based on the notion of stability threshold to analyze the scheme. Stability, and convergence of the proposed numerical scheme are established.

We study the implicit upwind finite volume scheme for numerically approximating the advection-diffusion equation with a vector field in the low regularity DiPerna-Lions setting. That is, we are concerned with advecting velocity fields that are spatially Sobolev regular and data that are merely integrable. We study the implicit upwind finite volume scheme for numerically approximating the advection-diffusion equation with a vector field in the low regularity DiPerna-Lions setting. We prove that on unstructured regular meshes the rate of convergence of approximate solutions generated by the upwind scheme towards the unique solution of the continuous model is at least one. The numerical error is estimated in terms of logarithmic Kantorovich-Rubinstein distances and provides thus a bound on the rate of weak convergence.

We introduce a novel second order family of explicit stabilized Runge-Kutta-Chebyshev methods for advection-diffusion-reaction equations which outperforms existing schemes for relatively high Peclet number due to its favorable stability properties and explicitly available coefficients. The construction of the new schemes is based on stabilization using second kind Chebyshev polynomials first used in the construction of the stochastic integrator SK-ROCK. We propose an adaptive algorithm to implement the new scheme that is able to automatically select the suitable step size, number of stages, and damping parameter at each integration step. Numerical experiments that illustrate the efficiency of the new methods are presented.

In this paper, we construct a robust adaptive central-upwind scheme on unstructured triangular grids for two-dimensional shallow water equations with variable density. The method is well-balanced, positivity-preserving, and oscillation-free at the curve where two types of fluid merge. The proposed approach is an extension of the adaptive well-balanced, positivity-preserving scheme developed in Epshteyn and Nguyen (arXiv preprint arXiv:2011.06143, 2020). In particular, to preserve "lake-at-rest" steady states, we utilize the Riemann Solver with appropriately rotated coordinates to obtain the point values in the neighborhood of the fluid interface. In addition, to improve the efficiency of an adaptive method in the multifluid flow, the curve of density discontinuity is reconstructed by using the level set method and volume fraction method. To demonstrate the accuracy, high resolution, and efficiency of the new adaptive central-upwind scheme, several challenging tests for Shallow water models with variable density are performed.

The paper studies the multi-user precoding problem as a non-convex optimization problem for wireless multiple input and multiple output (MIMO) systems. In our work, we approximate the target Spectral Efficiency function with a novel computationally simpler function. Then, we reduce the precoding problem to an unconstrained optimization task using a special differential projection method and solve it by the Quasi-Newton L-BFGS iterative procedure to achieve gains in capacity. We are testing the proposed approach in several scenarios generated using Quadriga~-- open-source software for generating realistic radio channel impulse response. Our method shows monotonic improvement over heuristic methods with reasonable computation time. The proposed L-BFGS optimization scheme is novel in this area and shows a significant advantage over the standard approaches. The proposed method has a simple implementation and can be a good reference for other heuristic algorithms in this field.

The paper provides a novel framework to study the accuracy and stability of numerical integration schemes when employed for the time domain simulation of power systems. A matrix pencil-based approach is adopted to evaluate the error between the dynamic modes of the power system and the modes of the approximated discrete-time system arising from the application of the numerical method. The proposed approach can provide meaningful insights on how different methods compare to each other when applied to a power system, while being general enough to be systematically utilized for, in principle, any numerical method. The framework is illustrated for a handful of well-known explicit and implicit methods, while simulation results are presented based on the WSCC 9-bus system, as well as on a 1, 479-bus dynamic model of the All-Island Irish Transmission System.

We study synchronous Q-learning with Polyak-Ruppert averaging (a.k.a., averaged Q-learning) in a $\gamma$-discounted MDP. We establish a functional central limit theorem (FCLT) for the averaged iteration $\bar{\boldsymbol{Q}}_T$ and show its standardized partial-sum process weakly converges to a rescaled Brownian motion. Furthermore, we show that $\bar{\boldsymbol{Q}}_T$ is actually a regular asymptotically linear (RAL) estimator for the optimal Q-value function $\boldsymbol{Q}^*$ with the most efficient influence function. This implies the averaged Q-learning iteration has the smallest asymptotic variance among all RAL estimators. In addition, we present a non-asymptotic analysis for the $\ell_{\infty}$ error $\mathbb{E}\|\bar{\boldsymbol{Q}}_T-\boldsymbol{Q}^*\|_{\infty}$, showing for polynomial step sizes it matches the instance-dependent lower bound as well as the optimal minimax complexity lower bound. In short, our theoretical analysis shows averaged Q-learning is statistically efficient.

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation of the fractional derivative at a non-integer shift point. The proposed method is of order two consistency and coincides with the backward difference method of order two for classical initial value problems when the order of the derivative is one. The weight coefficients of the proposed method are obtained from the Gr\"unwald weights and hence computationally efficient compared with that of the fractional backward difference formula of order two. The stability properties are analyzed and shown that the stability region of the method is larger than that of the fractional Adams-Moulton method of order two and the fractional trapezoidal method. Numerical result and illustrations are presented to justify the analytical theories.

Fixed-point fast sweeping methods are a class of explicit iterative methods developed in the literature to efficiently solve steady state solutions of hyperbolic partial differential equations (PDEs). As other types of fast sweeping schemes, fixed-point fast sweeping methods use the Gauss-Seidel iterations and alternating sweeping strategy to cover characteristics of hyperbolic PDEs in a certain direction simultaneously in each sweeping order. The resulting iterative schemes have fast convergence rate to steady state solutions. Moreover, an advantage of fixed-point fast sweeping methods over other types of fast sweeping methods is that they are explicit and do not involve inverse operation of any nonlinear local system. Hence they are robust and flexible, and have been combined with high order accurate weighted essentially non-oscillatory (WENO) schemes to solve various hyperbolic PDEs in the literature. For multidimensional nonlinear problems, high order fixed-point fast sweeping WENO methods still require quite large amount of computational costs. In this technical note, we apply sparse-grid techniques, an effective approximation tool for multidimensional problems, to fixed-point fast sweeping WENO method for reducing its computational costs. Here we focus on a robust Runge-Kutta (RK) type fixed-point fast sweeping WENO scheme with third order accuracy (Zhang et al. 2006 [33]), for solving Eikonal equations, an important class of static Hamilton-Jacobi (H-J) equations. Numerical experiments on solving multidimensional Eikonal equations and a more general static H-J equation are performed to show that the sparse grid computations of the fixed-point fast sweeping WENO scheme achieve large savings of CPU times on refined meshes, and at the same time maintain comparable accuracy and resolution with those on corresponding regular single grids.

Like many other biological processes, calcium dynamics in neurons containing an endoplasmic reticulum are governed by diffusion-reaction equations on interface-separated domains. Interface conditions are typically described by systems of ordinary differential equations that provide fluxes across the interfaces. Using the calcium model as an example of this class of ODE-flux boundary interface problems, we prove the existence, uniqueness and boundedness of the solution by applying comparison theorem, fundamental solution of the parabolic operator and a strategy used in Picard's existence theorem. Then we propose and analyze an efficient implicit-explicit finite element scheme which is implicit for the parabolic operator and explicit for the nonlinear terms. We show that the stability does not depend on the spatial mesh size. Also the optimal convergence rate in $H^1$ norm is obtained. Numerical experiments illustrate the theoretical results.

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