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The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

We propose an adaptive mesh refinement strategy for immersed isogeometric analysis, with application to steady heat conduction and viscous flow problems. The proposed strategy is based on residual-based error estimation, which has been…

We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…

Numerical Analysis · Mathematics 2026-04-29 Haoran Zhou , Zhaohui Fu , Yangshuai Wang , Xinlong Feng

This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…

Numerical Analysis · Mathematics 2020-07-08 Rémi Abgrall , Davide Torlo

The article focuses on error estimates as well as stability analysis of deep learning methods for stationary and non-stationary viscous Burgers equation in two and three dimensions. The local well-posedness of homogeneous boundary value…

Numerical Analysis · Mathematics 2025-08-19 Wasim Akram , Sagar Gautam , Deepanshu Verma , Manil T. Mohan

In electromagnetic simulations of magnets and machines one is often interested in a highly accurate and local evaluation of the magnetic field uniformity. Based on local post-processing of the solution, a defect correction scheme is…

Numerical Analysis · Mathematics 2017-02-09 Ulrich Römer , Sebastian Schöps , Herbert De Gersem

Using existing, forward-in-time integration schemes, we demonstrate that it is possible to compute unstable, saddle-type fixed points of stiff systems of ODEs when the stable compenents are fast (i.e., rapidly damped) while the unstable…

Chaotic Dynamics · Physics 2007-05-23 C. W. Gear , Ioannis Kevrekidis

We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for…

Numerical Analysis · Mathematics 2022-07-21 Shinhoo Kang , Emil M. Constantinescu

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

Numerical Analysis · Mathematics 2020-03-31 Martin Redmann , Sebastian Riedel

This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…

Numerical Analysis · Mathematics 2024-03-28 Chenxu Pang , Xiaojie Wang , Yue Wu

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

A stability analysis of the Borel-Laplace series summation technique, used as explicit time integrator, is carried out. Its numerical performance on stiff and non-stiff problems is analyzed. Applications to ordinary and partial differential…

Numerical Analysis · Mathematics 2022-03-24 Ahmad Deeb , Aziz Hamdouni , Dina Razafindralandy

We study the Duffing equation and its generalizations with polynomial nonlinearities. Recently, we have demonstrated that metamorphoses of the amplitude response curves, computed by asymptotic methods in implicit form as $F\left( \Omega ,\…

Chaotic Dynamics · Physics 2021-09-27 Jan Kyzioł , Andrzej Okniński

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

Probability · Mathematics 2016-06-15 Mihály Kovács , Felix Lindner

We develop error-control based time integration algorithms for compressible fluid dynamics (CFD) applications and show that they are efficient and robust in both the accuracy-limited and stability-limited regime. Focusing on discontinuous…

Numerical Analysis · Mathematics 2021-11-23 Hendrik Ranocha , Lisandro Dalcin , Matteo Parsani , David I. Ketcheson

Robust stability problem of integral delay systems with uncertain kernel matrix functions is addressed in this paper. On the basis of characteristic equation and the argument principle, an algorithm is generated which is shown to outperform…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Hamed Taghavian

In this paper, we introduce a novel unfitted finite element method to solve the quad-curl interface problem. We adapt Nitsche's method for curlcurl-conforming elements and double the degrees of freedom on interface elements. To ensure…

Numerical Analysis · Mathematics 2023-11-28 Hailong Guo , Mingyan Zhang , Qian Zhang , Zhimin Zhang

In this paper, we develop a novel accelerated fixed-point-based framework using delayed inexact oracles to approximate a fixed point of a nonexpansive operator (or equivalently, a root of a co-coercive operator), a central problem in…

Optimization and Control · Mathematics 2025-12-16 Nghia Nguyen-Trung , Quoc Tran-Dinh

We present an a posteriori error estimate based on equilibrated stress reconstructions for the finite element approximation of a unilateral contact problem with weak enforcement of the contact conditions. We start by proving a guaranteed…

Numerical Analysis · Mathematics 2021-09-27 Daniele Antonio Di Pietro , Ilaria Fontana , Kyrylo Kazymyrenko
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