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Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…

Numerical Analysis · Mathematics 2023-12-20 Nathanael Bosch , Philipp Hennig , Filip Tronarp

In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from variational integrators and discrete differential forms. This leads to a general family of…

Numerical Analysis · Mathematics 2015-11-05 Ari Stern , Yiying Tong , Mathieu Desbrun , Jerrold E. Marsden

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

Partial differential equation (PDE) simulation holds extensive significance in scientific research. Currently, the integration of deep neural networks to learn solution operators of PDEs has introduced great potential. In this paper, we…

Machine Learning · Computer Science 2026-03-25 Haosen Li , Qi Meng , Jiahao Li , Rui Zhang , Ruihua Song , Liang Ma , Zhi-Ming Ma

We introduce a novel class of time integrators for dispersive equations which allow us to reproduce the dynamics of the solution from the classical $ \varepsilon = 1$ up to long wave limit regime $ \varepsilon \ll 1 $ on the natural time…

Numerical Analysis · Mathematics 2021-05-11 María Cabrera Calvo , Frédéric Rousset , Katharina Schratz

We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…

Numerical Analysis · Mathematics 2014-12-08 Molei Tao , Houman Owhadi

In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast…

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…

Numerical Analysis · Mathematics 2025-02-21 Edward M. Terrell , Boyce E. Griffith

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and…

Numerical Analysis · Mathematics 2020-05-21 Hadrien Montanelli , Niall Bootland

This paper solves the discretised multiphase flow equations using tools and methods from machine-learning libraries. The idea comes from the observation that convolutional layers can be used to express a discretisation as a neural network…

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

Numerical Analysis · Mathematics 2022-10-13 Bin Wang , Yaolin Jiang

We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…

Numerical Analysis · Mathematics 2023-09-11 Walter Boscheri , Andrea Chiozzi , Michele Giuliano Carlino , Giulia Bertaglia

This paper proposes a novel class of data-driven acceleration methods for steady-state flow field solvers. The core innovation lies in predicting and assigning the asymptotic limit value for each parameter during iterations based on its own…

Fluid Dynamics · Physics 2025-07-08 Zikun Liu , Xukun Wang , Yilang Liu , Weiwei Zhang

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…

Machine Learning · Statistics 2026-05-26 Xifeng Zhang , Jin Zhao

We represent an algorithm reducing a big class of systems of ($M+1$)-dimensional nonlinear partial differential equations (PDEs) to the systems of $M$-dimensional first order PDEs. Thus, we integrate the original system with respect to only…

Exactly Solvable and Integrable Systems · Physics 2015-05-20 A. I. Zenchuk

Time integration of ODEs or time-dependent PDEs with required resolution of the fastest time scales of the system, can be very costly if the system exhibits multiple time scales of different magnitudes. If the different time scales are…

Numerical Analysis · Mathematics 2012-05-15 Anders Logg

We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…

Numerical Analysis · Mathematics 2014-04-18 Georg Jansing