Related papers: Modified trigonometric integrators
We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of…
This paper formulates variational integrators for finite element discretizations of deformable bodies with heat conduction in the form of finite speed thermal waves. The cornerstone of the construction consists in taking advantage of the…
There is a growing interest in the conservation of invariants when numerically solving a system of ordinary differential equations. Methods that exactly preserve these quantities in time are known as geometric integrators. In this paper we…
This work develops change-point methods for statistics of high-frequency data. The main interest is in the volatility of an It\^{o} semi-martingale, the latter being discretely observed over a fixed time horizon. We construct a…
A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive…
The Finite element method (FEM) has long served as the computational backbone for topology optimization (TO). However, for designing structures undergoing large deformations, conventional FEM-based TO often exhibits numerical instabilities…
This work presents IMplicit-EXplicit (IMEX) formulations for discontinuous Galerkin (DG) discretizations of the compressible Euler equations governing non-hydrostatic atmospheric flows. In particular, we show two different IMEX formulations…
Modeling correctly the transport of neutrinos is crucial in some astrophysical scenarios such as core-collapse supernovae and binary neutron star mergers. In this paper, we focus on the truncated-moment formalism, considering only the first…
The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…
We propose and analyze a second-order partitioned time-stepping method for a two-phase flow problem in porous media. The algorithm is based on a refactorization of Cauchy's one-leg $\theta$-method. The main part consists of the implicit…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
We present a coordinate-free approach for constructing approximate first integrals of generalized slow-fast Hamiltonian systems, based on the global averaging method on parameter-dependent phase spaces with $\mathbb{S}^1 -$symmetry.…
We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff BGK kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as well as…
Consider the diffraction of an electromagnetic plane wave by a biperiodic structure where the wave propagation is governed by the three-dimensional Maxwell equations. Based on transparent boundary condition, the grating problem is…
We propose a hybrid physics-informed machine learning framework to approximate invariant manifolds (IMs) of discrete-time dynamical systems driven by exogenous autonomous dynamics (exosystems). Such systems appear in applications ranging…
We discuss Implicit-Explicit (IMEX) Runge Kutta methods which are particularly adapted to stiff kinetic equations of Boltzmann type. We consider both the case of easy invertible collision operators and the challenging case of Boltzmann…
The calculation of two- and four-particle observables is addressed within the framework of the truncated polynomial expansion method (TPEM). The TPEM replaces the exact diagonalization of the one-electron sector in models for fermions…
We study an integrable system that is reducible to free fermions by a Jordan-Wigner transformation which is subjected to a Fibonacci driving protocol based on two non-commuting Hamiltonians. In the high frequency limit $\omega \to \infty$,…
In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and…
We study the discretisation of a uniaxial (rank-one) reduction of the Oldroyd-B model for dilute polymer solutions, in which the conformation tensor is represented as $\sig = \vec b \otimes \vec b$. Building on structural analogies with…