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This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…

Astrophysics · Physics 2009-10-31 Wyn Evans , Scott Tremaine

A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…

Numerical Analysis · Mathematics 2011-09-06 Alexander Lozovskiy

In this paper we consider discrete gradient methods for approximating the solution and preserving a first integral (also called a constant of motion) of autonomous ordinary differential equations. We prove under mild conditions for a large…

Numerical Analysis · Mathematics 2013-01-22 Richard A. Norton , G. R. W. Quispel

The 3-level leapfrog time integration algorithm is an attractive choice for numerical relativity simulations since it is time-symmetric and avoids non-physical damping. In Newtonian problems without velocity dependent forces, this method…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Kimberly C. B. New , Keith Watt , Charles W. Misner , Joan M. Centrella

In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…

Numerical Analysis · Mathematics 2021-04-14 Huseyin Tunc , Murat Sari

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-24 Evgeny Novikov , Anton Tuzov

We consider second order explicit and implicit two-step time-discrete schemes for wave-type equations. We derive optimal order aposteriori estimates controlling the time discretization error. Our analysis, has been motivated by the need to…

Numerical Analysis · Mathematics 2017-05-17 Emmanuil H. Georgoulis , Omar Lakkis , Charalambos Makridakis , Juha M. Virtanen

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…

Numerical Analysis · Mathematics 2022-01-25 H. M. Nasir , Khadija Al Hasani

In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called staggered leapfrog method) and applying it to the…

Computational Physics · Physics 2007-05-23 Artur B. Adib

We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…

Optimization and Control · Mathematics 2020-06-11 Armin Nurkanović , Tommaso Sartor , Sebastian Albrecht , Moritz Diehl

We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…

Numerical Analysis · Mathematics 2015-06-23 Pauli Pihajoki

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-19 Evgeny Novikov , Anton Tuzov

Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping…

Numerical Analysis · Mathematics 2022-04-05 Marcus J. Grote , Simon Michel , Stefan Sauter

Leapfrog integration has been the method of choice in N-body simulations owing to its low computational cost for a symplectic integrator with second order accuracy. We introduce a new leapfrog integrator that allows for variable timesteps…

Astrophysics · Physics 2007-05-23 Thomas Quinn , Neal Katz , Joachim Stadel , George Lake

Two-step predictor/corrector methods are provided to solve three classes of problems that present themselves as systems of ordinary differential equations (ODEs). In the first class, velocities are given from which displacements are to be…

Numerical Analysis · Computer Science 2017-07-10 Alan D. Freed

A new algorithm is introduced to integrate the equations of rotational motion. The algorithm is derived within a leapfrog framework and the quantities involved into the integration are mid-step angular momenta and on-step orientational…

Computational Physics · Physics 2007-05-23 Igor P. Omelyan

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…

Numerical Analysis · Mathematics 2018-05-10 Andrew V. Terekhov

In this paper, a backward Euler method is discussed for the equations of motion arising in the 2D Oldroyd model of viscoelastic fluids of order one with the forcing term independent of time or in $L^{\infty}$ in time. It is shown that the…

Numerical Analysis · Mathematics 2012-09-03 Deepjyoti Goswami , Amiya K. Pani
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