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When two simulation units in a continuous-time co-simulation are connected via some variable $q$, and both simulation units have an internal state which represents the time integral of $q$, there will generally be a discrepancy between…

Computational Engineering, Finance, and Science · Computer Science 2025-12-17 Lars T. Kyllingstad

Immersed boundary finite element methods allow the user to bypass the potentially troublesome task of boundary-conforming mesh generation. When combined with explicit time integration, poorly cut elements with little support in the physical…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp

The Courant-Friedrichs-Lewy (CFL) condition guarantees the stability of the popular explicit leapfrog method for the wave equation. However, it limits the choice of the time step size to be bounded by the minimal mesh size in the spatial…

Numerical Analysis · Mathematics 2017-02-27 Daniel Peterseim , Mira Schedensack

For theoretical gas dynamics, the flow regimes are classified according to the Knudsen number. For computational fluid dynamics (CFD), the numerical flow field is the projection of the physical flow field onto the discrete space and time,…

Computational Physics · Physics 2018-05-28 Chang Liu , Kun Xu , Guangzhao Zhou

Numerical simulations and experiments on nanostructures out of equilibrium usually exhibit strong finite size and finite measuring time $t_m$ effects. We discuss how these affect the determination of the full counting statistics for a…

Mesoscale and Nanoscale Physics · Physics 2014-02-12 Peter Schmitteckert , Sam T. Carr , Hubert Saleur

The Intelligent Driver Model is studied and several drawbacks with respect to driving simulators are defined. We present two modifications of the IDM. The first one gives any predefined distance to the leading vehicle in a steady state. The…

Physics and Society · Physics 2016-10-18 Valentina Kurtc , Igor Anufriev

This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…

Optimization and Control · Mathematics 2018-09-05 Marco Lauricella , Lorenzo Fagiano

A method for relaxing the CFL-condition, which limits the time step size in explicit methods in computational fluid dynamics, is presented. The method is based on re-formulating explicit methods in matrix form, and considering them as a…

Astrophysics · Physics 2007-05-23 A. Hujeirat

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…

Numerical Analysis · Mathematics 2020-11-24 Ross Glandon , Mahesh Narayanamurthi , Adrian Sandu

We discover that common diffusion noise schedules do not enforce the last timestep to have zero signal-to-noise ratio (SNR), and some implementations of diffusion samplers do not start from the last timestep. Such designs are flawed and do…

Computer Vision and Pattern Recognition · Computer Science 2024-01-25 Shanchuan Lin , Bingchen Liu , Jiashi Li , Xiao Yang

Linear multistep methods (LMMs) applied to approximate the solution of initial value problems---typically arising from method-of-lines semidiscretizations of partial differential equations---are often required to have certain monotonicity…

Numerical Analysis · Mathematics 2017-05-30 Lajos Lóczi

Tuning stepsize between convergence rate and steady state error level or stability is a problem in some subspace tracking schemes. Methods in DPM and OJA class may show sparks in their steady state error sometimes, even with a rather small…

Numerical Analysis · Mathematics 2012-02-28 Zhu Cheng , Zhan Wang , Haitao Liu , Majid Ahmadi

Many astrophysical plasmas are prone to beam-plasma instabilities. For relativistic and dilute beams, the {\it spectral} support of the beam-plasma instabilities is narrow, i.e., the linearly unstable modes that grow with rates comparable…

High Energy Astrophysical Phenomena · Physics 2017-10-20 Mohamad Shalaby , Avery E. Broderick , Philip Chang , Christoph Pfrommer , Astrid Lamberts , Ewald Puchwein

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

The strong growth condition (SGC) is known to be a sufficient condition for linear convergence of the stochastic gradient method using a constant step-size $\gamma$ (SGM-CS). In this paper, we provide a necessary condition, for the linear…

Optimization and Control · Mathematics 2018-06-19 Volkan Cevher , Bang Cong Vu

The timestep of the Finite-Difference Time-Domain method (FDTD) is constrained by the stability limit known as the Courant-Friedrichs-Lewy (CFL) condition. This limit can make FDTD simulations quite time consuming for structures containing…

Computational Engineering, Finance, and Science · Computer Science 2016-06-29 Xihao Li , Costas D. Sarris , Piero Triverio

Convergence failure and slow convergence rates are among the biggest challenges with solving the system of non-linear equations numerically. Although mitigated, such issues still linger when using strictly small time steps and…

Numerical Analysis · Mathematics 2019-12-05 Hanyu Li , Wing Tat Leung , Mary F. Wheeler

We present results of 3D numerical simulations using a finite difference code featuring fixed mesh refinement (FMR), in which a subset of the computational domain is refined in space and time. We apply this code to a series of test cases…

General Relativity and Quantum Cosmology · Physics 2010-04-06 Erik Schnetter , Scott H. Hawley , Ian Hawke

Stiff hyperbolic balance laws exhibit large spectral gaps, especially if the relaxation term significantly varies in space. Using examples from rarefied gases and the general form of the underlying balance law model, we perform a detailed…

Numerical Analysis · Mathematics 2021-08-31 Julian Koellermeier , Giovanni Samaey

In this short note we will revisit the large $N$ solution of $\mathbb{C}P^N$ sigma model on a finite interval of length $L$. We will find a family of boundary conditions for which the large $N$ saddle point can be found analytically. For a…

High Energy Physics - Theory · Physics 2017-05-03 A. Milekhin
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