Related papers: Comparing Numerical Integration Schemes for Time-C…
The widely used Heun algorithm for the numerical integration of stochastic differential equations (SDEs) is critically re-examined. We discuss and evaluate several alternative implementations, motivated by the fact that the standard Heun…
Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…
We apply the collision-based hybrid introduced in \cite{hauck} to the Boltzmann equation with the BGK operator and a hyperbolic scaling. An implicit treatment of the source term is used to handle stiffness associated with the BGK operator.…
We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…
In a recent paper we presented a new ultra efficient numerical method for solving kinetic equations of the Boltzmann type (G. Dimarco, R. Loubere, Towards an ultra efficient kinetic scheme. Part I: basics on the 689 BGK equation, J. Comp.…
In \cite{wang2023towards}, a dual-consistent dual-weighted residual-based $h$-adaptive method has been proposed based on a Newton-GMG framework, towards the accurate calculation of a given quantity of interest from Euler equations. The…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
Motivated by the Hodgkin-Huxley model of neuronal dynamics, we study explicit numerical integrators for "conditionally linear" systems of ordinary differential equations. We show that splitting and composition methods, when applied to the…
This paper continues to study the explicit two-stage fourth-order accurate time discretiza- tions [5, 7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are…
Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…
Continuous Galerkin Petrov time discretization scheme is tested on some Hamiltonian systems including simple harmonic oscillator, Kepler's problem with different eccentricities and molecular dynamics problem. In particular, we implement the…
In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…
The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…
Trajectory planning is essential for ensuring safe driving in the face of uncertainties related to communication, sensing, and dynamic factors such as weather, road conditions, policies, and other road users. Existing car-following models…
Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…
Roadheader is an engineering robot widely used in underground engineering and mining industry. Interactive dynamics simulation of roadheader is a fundamental problem in unmanned excavation and virtual reality training. However, current…
Chau et al. [New J. Phys. 20, 073003 (2018)] presented a new and straight-forward derivation of a fourth-order approximation '$U_7$' of the time-evolution operator and hinted at its potential value as a symplectic integrator. $U_7$ is based…
A control optimization approach is presented for a chaser spacecraft tasked with maintaining proximity to a target space object while avoiding collisions. The target object trajectory is provided numerically to account for both passive…
In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt scheme, the Lie scheme, and a Runge-Kutta scheme. We first…
Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…