Related papers: An asynchronous leapfrog method II

Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using…

A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…

In recent decades, there have been many attempts to construct symplectic integrators with variable time steps, with rather disappointing results. In this paper we identify the causes for this lack of performance, and find that they fall…

For dynamical systems evolving on a manifold and admitting first integrals, standard one-step numerical methods generally cause the discrete trajectory to drift off the manifold and the numerical values of the first integrals to deviate…

This report considers linear multistep methods through time filtering. The approach has several advantages. It is modular and requires the addition of only one line of additional code. Error estimation and variable timesteps is…

This paper presents a novel method that allows to generalise the use of the Adam-Bashforth to Partial Differential Equations with local and non local operator. The Method derives a two step Adam-Bashforth numerical scheme in Laplace space…

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…

Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…

In this paper, we introduce a new iterative method which we call one step back approach: the main idea is to anticipate the consequence of the iterative computation per coordinate and to optimize on the choice of the sequence of the…

In this work we present explicit Adams-type multistep methods with extended stability interval, which are analogous to the stabilized Chebyshev Runge--Kutta methods. It is proved that for any $k\geq 1$ there exists an explicit $k$-step…

The Stoermer-Verlet-leapfrog group of integrators commonly used in molecular dynamics simulations has long become a textbook subject and seems to have been studied exhaustively. There are, however, a few striking effects in performance of…

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

In this paper, a backward Euler method combined with finite element discretization in spatial direction is discussed for the equations of motion arising in the $2D$ Oldroyd model of viscoelastic fluids of order one with the forcing term…

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…

Alternating-Current Optimal Power Flow (AC-OPF) is an optimization problem critical for planning and operating the power grid. The problem is traditionally formulated using only continuous variables. Typically, control devices with…

The aim of this paper is to investigate the response of this system/scheme in terms of stability in presence of explicitly treated residual terms, as it inevitably occurs in the reality of NWP. This sudy is restricted to the impact of…

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…