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Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…

Optimization and Control · Mathematics 2023-09-06 Stefano Di Giovacchino , Desmond J. Higham , Konstantinos Zygalakis

There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…

Numerical Analysis · Mathematics 2024-01-23 Nicola Guglielmi , Ernst Hairer

Accurate simulations of ice sheet dynamics, mantle convection, lava flow, and other highly viscous free-surface flows involve solving the coupled Stokes/free-surface equations. In this paper, we theoretically analyze the stability and…

Numerical Analysis · Mathematics 2025-06-13 Igor Tominec , Lukas Lundgren , André Löfgren , Josefin Ahlkrona

We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems…

Numerical Analysis · Mathematics 2020-10-15 Irmina Walawska , Daniel Wilczak

We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…

Optimization and Control · Mathematics 2024-07-12 Nam V Tran , Hai T. T. Le , An V. Truong , Vuong T. Phan

Hill's equation is a common model of a time-periodic system that can undergo parametric resonance for certain choices of system parameters. For most kinds of parametric forcing, stable regions in its two-dimensional parameter space need to…

Dynamical Systems · Mathematics 2024-08-19 Karthik Chikmagalur , Bassam Bamieh

We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…

Numerical Analysis · Mathematics 2014-06-18 Erik Burman

The Obreshkov method is a single-step multi-derivative method used in the numerical solution of differential equations and has been used in recent years in efficient circuit simulation. It has been shown that it can be made of arbitrary…

Numerical Analysis · Mathematics 2021-02-08 Emad Gad

In this paper, the stability of fractional differential equations (FDEs) with unknown parameters is studied. FDEs bring many advantages to model the physical systems in the nature or man-made systems in the industry. Because this…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal

We study a class of algorithms for solving bilevel optimization problems in both stochastic and deterministic settings when the inner-level objective is strongly convex. Specifically, we consider algorithms based on inexact implicit…

Optimization and Control · Mathematics 2022-07-12 Michael Arbel , Julien Mairal

This paper continues the studies of symbolic integration by focusing on the stability problems on D-finite functions. We introduce the notion of stability index in order to investigate the order growth of the differential operators…

Symbolic Computation · Computer Science 2023-11-13 Shaoshi Chen , Ruyong Feng , Zewang Guo , Wei Lu

For the ordinary differential equation (ODE) $\dot{x}(t) = f(t,x)$, $x(0) = x_0$, $t\geq 0$, $x\in R^d$, assume $f$ to be at least continuous in $t$ and locally Lipshitz in $x$, and if necessary, several times continuously differentiable in…

Dynamical Systems · Mathematics 2007-05-23 Divakar Viswanath

Continuous deep learning architectures have recently re-emerged as Neural Ordinary Differential Equations (Neural ODEs). This infinite-depth approach theoretically bridges the gap between deep learning and dynamical systems, offering a…

Machine Learning · Computer Science 2021-01-12 Stefano Massaroli , Michael Poli , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

Immersion and Invariance is a technique for the design of stabilizing and adaptive controllers and state observers for nonlinear systems. In all these applications the problem considered is the stabilization of equilibrium points. Motivated…

Systems and Control · Computer Science 2019-12-03 Romeo Ortega , Bowen Yi , Jose Guadalupe Romero , Alessandro Astolfi

The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…

Dynamical Systems · Mathematics 2020-05-13 Phi Ha

In this work the implicit function theorem is used for searching local symbolic resolution of differential equations. General results of existence for first order equations are proven and some examples, one relative to cavitation in a…

Numerical Analysis · Mathematics 2025-10-20 Gianluca Argentini

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

A stability analysis is performed on high-order schemes formulated using the Flux Reconstruction (FR) approach. The one-dimensional advection model equation is used for the assessment of the stability region of these schemes when coupled…

Fluid Dynamics · Physics 2023-08-21 Frederico Bolsoni Oliveira , João Luiz F. Azevedo

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

Improved local numerical solution for the ADER-DG numerical method with a local DG predictor for solving the initial value problem for a first-order ODE system is proposed. The improved local numerical solution demonstrates convergence…

Numerical Analysis · Mathematics 2026-05-26 I. S. Popov