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This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

We consider the simulation of isentropic flow in pipelines and pipe networks. Standard operating conditions in pipe networks suggest an emphasis to simulate low Mach and high friction regimes -- however, the system is stiff in these regimes…

Numerical Analysis · Mathematics 2025-07-22 Michael Redle , Michael Herty

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach…

Numerical Analysis · Mathematics 2017-03-29 Jens Lang , Willem Hundsdorfer

Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-05 Ronald M. Caplan , Craig D. Johnston , Lars K. S. Daldoff , Jon A. Linker

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

In this work we consider robust stabilization of uncertain dynamical systems and show that this can be achieved by solving a non-classically constrained analytic interpolation problem. In particular, this non-classical constraint confines…

Optimization and Control · Mathematics 2020-10-28 Axel Ringh , Johan Karlsson , Anders Lindquist

Implicit neural networks are a general class of learning models that replace the layers in traditional feedforward models with implicit algebraic equations. Compared to traditional learning models, implicit networks offer competitive…

Machine Learning · Computer Science 2021-12-13 Saber Jafarpour , Matthew Abate , Alexander Davydov , Francesco Bullo , Samuel Coogan

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…

Numerical Analysis · Mathematics 2022-04-05 Assyr Abdulle , Marcus J. Grote , Giacomo Rosilho de Souza

We study three different time integration methods for a dynamic pore network model for immiscible two-phase flow in porous media. Considered are two explicit methods, the forward Euler and midpoint methods, and a new semi-implicit method…

Computational Physics · Physics 2018-07-03 Magnus Aa. Gjennestad , Morten Vassvik , Signe Kjelstrup , Alex Hansen

We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…

Numerical Analysis · Mathematics 2022-05-23 Louis Reboul , Teddy Pichard , Marc Massot

First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…

Numerical Analysis · Mathematics 2026-01-06 Georgios Akrivis , Minghua Chen , Fan Yu

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1…

Numerical Analysis · Mathematics 2020-04-10 Adrian Sandu

In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently…

Data Structures and Algorithms · Computer Science 2013-05-09 Yin Tat Lee , Aaron Sidford

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

Numerical radiation-hydrodynamics (RHD) for non-relativistic flows is a challenging problem because it encompasses processes acting over a very broad range of timescales, and where the relative importance of these processes often varies by…

Instrumentation and Methods for Astrophysics · Physics 2024-07-29 Chong-Chong He , Benjamin D. Wibking , Mark R. Krumholz

We consider the development of high order asymptotic-preserving linear multistep methods for kinetic equations and related problems. The methods are first developed for BGK-like kinetic models and then extended to the case of the full…

Numerical Analysis · Mathematics 2016-03-06 Giacomo Dimarco , Lorenzo Pareschi

For turbulent problems of industrial scale, computational cost may become prohibitive due to the stability constraints associated with explicit time discretization of the underlying conservation laws. On the other hand, implicit methods…

Numerical Analysis · Mathematics 2024-01-31 Carlos A. Pereira , Brian C. Vermeire

The task of inducing, via continuous static state-feedback control, an asymptotically stable heteroclinic orbit in a nonlinear control system is considered in this paper. The main motivation comes from the problem of ensuring convergence to…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Christian Fredrik Sætre , Anton S. Shiriaev
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