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In this paper we study the performance of a symplectic numerical integrator based on the splitting method. This method is applied to a subtle problem i.e. higher order resonance of the elastic pendulum. In order to numerically study the…

Chaotic Dynamics · Physics 2007-05-23 J. M. Tuwankotta , G. R. W. Quispel

We consider a one-dimensional nonlocal hyperbolic model introduced to describe the formation and movement of self-organizing collectives of animals in homogeneous 1D environments. Previous research has shown that this model exhibits a large…

Numerical Analysis · Mathematics 2023-09-13 Thanh Trung Le , Raluca Eftimie

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…

Optimization and Control · Mathematics 2026-02-03 Ruyu Wang , Chao Zhang

Symplectic integrators are the established standard for long-term simulations of nearly-integrable Hamiltonian systems due to their preservation of geometric structures. However, they suffer from an inherent limitation: secular phase-shift…

Numerical Analysis · Mathematics 2026-02-19 Mingwei Fu , Bin Shi

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

In this paper a numerical procedure to simulate low diffusivity scalar turbulence is presented. The method consists of using a grid for the advected scalar with a higher spatial resolutions than that of the momentum. The latter usually…

We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier…

Numerical Analysis · Mathematics 2020-07-01 Yuya Suzuki , Gowri Suryanarayana , Dirk Nuyens

This paper considers the hyperparameter optimization problem of mathematical techniques that arise in the numerical solution of differential and integral equations. The well-known approaches grid and random search, in a parallel algorithm…

Numerical Analysis · Mathematics 2023-04-28 Alireza Afzal Aghaei , Kourosh Parand

Time series classification(TSC) has always been an important and challenging research task. With the wide application of deep learning, more and more researchers use deep learning models to solve TSC problems. Since time series always…

Machine Learning · Computer Science 2021-01-27 Shibo Zhou , Yu Pan

We present different techniques to numerically solve the equations of motion for the widely studied Discrete Nonlinear Schroedinger equation (DNLS). Being a Hamiltonian system, the DNLS requires symplectic routines for an efficient…

Computational Physics · Physics 2013-04-08 Mario Mulansky

We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…

Numerical Analysis · Mathematics 2025-11-12 Bangti Jin , Fengru Wang , Jun Zou

We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…

Optimization and Control · Mathematics 2012-07-17 M. Herty , L. Pareschi , S. Steffensen

In this paper, we investigate the damped stochastic nonlinear Schr\"odinger(NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is large enough, we prove that the solutions of the damped…

Numerical Analysis · Mathematics 2018-06-05 Jianbo Cui , Jialin Hong

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

In this paper, we consider a class of highly oscillatory Hamiltonian systems which involve a scaling parameter $\varepsilon\in(0,1]$. The problem arises from many physical models in some limit parameter regime or from some time-compressed…

Numerical Analysis · Mathematics 2021-10-29 Bin Wang , Xiaofei Zhao

In this work the numerical solution of acoustic tomography problem based on the iterative and functional-analytical algorithms is considered. The mathematical properties of these algorithms were previously described in works of R.G.Novikov…

Numerical Analysis · Mathematics 2024-01-26 A. S. Shurup

This paper studies the semi-analytic solution (SAS) of a power system's differential-algebraic equation. A SAS is a closed-form function of symbolic variables including time, the initial state and the parameters on system operating…

Dynamical Systems · Mathematics 2017-02-09 Nan Duan , Kai Sun

We use numerical methods to study the behaviour of the Serre equations in the presence of steep gradients because there are no known analytical solutions for these problems. In keeping with the literature we study a class of initial…

Numerical Analysis · Mathematics 2017-06-28 Jordan Pitt , Christopher Zoppou , Stephen Roberts