Related papers: Uniformly accurate multiscale time integrators for…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
A numerical method is proposed for computing time-periodic and relative time-periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation…
We present an algorithm for constructing analytically approximate integrals of motion in simple time periodic Hamiltonians of the form $H=H_0+ \varepsilon H_i$, where $\varepsilon$ is a perturbation parameter. We apply our algorithm in a…
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…
We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…
The Riccati equation method is used to establish some oscillatory criteria for the second order linear functional - differential equations of multiple terms with locally integrable coefficients. An interval oscillation criterion for the…
We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
We study a one-dimensional linear dispersive equation of differential order $\kappa \geq 2$ with concentrated potential of extension $\varepsilon$ with $0 < \varepsilon \ll 1$, featuring a competition between weak dispersion of strength…
In this work, we present a method of generating a class of nonlinear ordinary differential equations (ODEs), representing the dynamics of appropriate nonlinear oscillators, that have the characteristics of either amplitude independent…
We introduce a new arbitrarily high-order method for the rapid evaluation of hyperbolic potentials (space-time integrals involving the Green's function for the scalar wave equation). With $M$ points in the spatial discretization and $N_t$…
This report discusses two new ideas for using perturbation methods to solve the time-independent Schr\"odinger equation. The first concept begins with rewriting the perturbation equations in a form that is closely related to matrix…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…
In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…
A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
We present the integrand decomposition of multiloop scattering amplitudes in parallel and orthogonal space-time dimensions, $d=d_\parallel+d_\perp$, being $d_\parallel$ the dimension of the parallel space spanned by the legs of the…