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We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…

Numerical Analysis · Mathematics 2021-06-02 Cónall Kelly , Gabriel Lord

Structural damping is known to be approximately rate-independent in many cases. Popular models for rate-independent dissipation are hysteresis models; and a highly popular hysteresis model is the Bouc-Wen model. If such hysteretic…

Computational Engineering, Finance, and Science · Computer Science 2023-02-22 Bidhayak Goswami , Anindya Chatterjee

This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…

Numerical Analysis · Mathematics 2026-04-01 Daopeng Yin , Liquan Mei

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

In the purpose of making the consensus algorithm robust to outliers, consensus on the median value has recently attracted some attention. It has its applicability in for instance constructing a resilient distributed state estimator.…

Systems and Control · Electrical Eng. & Systems 2021-06-21 Jin Gyu Lee

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…

Numerical Analysis · Mathematics 2020-08-19 Jingwei Hu , Ruiwen Shu

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

Numerical Analysis · Mathematics 2025-11-25 Liu Yaokun , Li Jinze , Yu Kaiping

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations in the low Mach number regime. The method is based on finite differences on staggered grids and…

Numerical Analysis · Mathematics 2026-02-25 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

Functional Analysis · Mathematics 2020-10-01 Lassi Paunonen , David Seifert

Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…

Numerical Analysis · Mathematics 2026-02-11 Alex C. Fish , Daniel R. Reynolds , Steven B. Roberts

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization --…

Machine Learning · Statistics 2026-05-08 Joseph H. Rudoler , Kevin Tan , Giles Hooker , Konrad P. Kording

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

While it is well known that nonlinear methods of approximation can often perform dramatically better than linear methods, there are still questions on how to measure the optimal performance possible for such methods. This paper studies…

Numerical Analysis · Mathematics 2020-09-22 Albert Cohen , Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

Neural surrogates for stiff differential-algebraic equations (DAEs) face two barriers: soft-constraint methods leave algebraic residuals that stiffness amplifies into errors, and hard-constraint methods require trajectory data from stiff…

Machine Learning · Computer Science 2026-04-28 Huy Hoang Le , Haoguang Wang , Christian Moya , Marcos Netto , Guang Lin

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold